Journal of Time Series Analysis

Papers
(The H4-Index of Journal of Time Series Analysis is 7. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-11-01 to 2024-11-01.)
ArticleCitations
Modeling normalcy‐dominant ordinal time series: An application to air quality level23
Wasserstein autoregressive models for density time series18
A new GJR‐GARCH model for ℤ‐valued time series14
Threshold model with a time‐varying threshold based on Fourier approximation9
Local Whittle estimation of long‐range dependence for functional time series9
Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations8
State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data7
0.039474964141846