Journal of Time Series Analysis

Papers
(The H4-Index of Journal of Time Series Analysis is 8. 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 2021-05-01 to 2025-05-01.)
ArticleCitations
28
Simultaneous inference for autocovariances based on autoregressive sieve bootstrap24
Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions22
Issue Information10
New associate editors10
Conditional quantile analysis for realized GARCH models9
High‐Frequency Instruments and Identification‐Robust Inference for Stochastic Volatility Models8
Risk parity portfolio optimization under heavy‐tailed returns and dynamic correlations8
Issue Information8
0.060029029846191