Citation analysis for Journal of Time Series Analysis / Wiley Blackwell

Citation Profile [Updated: 2026-03-14 21:09:38]

5 Years H Index

Impact Factor (IF)

0.46

5 Years IF

0.35

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0.03	0.1	0.59	0.03	27	27	194	15	16	60	2	147	4		0		0	0.05
1991	0.02	0.11	0.4	0.03	26	53	129	21	37	54	1	152	5		0		0	0.06
1992	0.09	0.12	0.26	0.05	34	87	366	23	60	53	5	154	8		0		0	0.06
1993	0.07	0.13	0.22	0.06	47	134	424	30	90	60	4	147	9		0		0	0.06
1994	0.01	0.14	0.13	0.02	46	180	710	22	113	81	1	161	4		0	1	0.02	0.07
1995	0.11	0.22	0.54	0.13	40	220	442	117	232	93	10	180	24	54	46.2	2	0.05	0.1
1996	0.13	0.25	0.51	0.16	35	255	431	130	362	86	11	193	31		0	4	0.11	0.11
1997	0.23	0.24	0.46	0.25	36	291	303	133	495	75	17	202	50		0	2	0.06	0.11
1998	0.14	0.27	0.41	0.25	46	337	1061	139	634	71	10	204	51		0	3	0.07	0.13
1999	0.22	0.29	0.36	0.19	44	381	396	137	772	82	18	203	38		0	1	0.02	0.14
2000	0.22	0.34	0.49	0.22	37	418	521	201	976	90	20	201	45		0	5	0.14	0.16
2001	0.16	0.38	0.46	0.21	40	458	513	209	1188	81	13	198	42		0	4	0.1	0.17
2002	0.43	0.39	0.55	0.34	35	493	430	264	1461	77	33	203	69		0	1	0.03	0.2
2003	0.48	0.43	0.71	0.44	44	537	616	377	1843	75	36	202	88	33	8.8	14	0.32	0.21
2004	0.66	0.47	0.81	0.59	55	592	581	477	2325	79	52	200	117	63	13.2	12	0.22	0.21
2005	0.36	0.51	0.76	0.47	54	646	455	487	2818	99	36	211	99	59	12.1	11	0.2	0.23
2006	0.51	0.49	0.79	0.61	46	692	984	542	3363	109	56	228	139	4	0.7	12	0.26	0.22
2007	0.35	0.44	0.59	0.45	42	734	394	423	3793	100	35	234	105	4	0.9	3	0.07	0.2
2008	0.69	0.47	0.77	0.62	54	788	565	603	4398	88	61	241	149	20	3.3	10	0.19	0.22
2009	0.58	0.46	0.75	0.61	36	824	297	620	5018	96	56	251	152	27	4.4	10	0.28	0.23
2010	0.47	0.46	0.6	0.5	44	868	380	525	5543	90	42	232	115	24	4.6	8	0.18	0.2
2011	0.55	0.51	0.61	0.58	57	925	295	563	6107	80	44	222	129		0	2	0.04	0.23
2012	0.42	0.5	0.72	0.45	74	999	293	717	6824	101	42	233	105		0	5	0.07	0.21
2013	0.31	0.54	0.71	0.49	57	1056	607	749	7574	131	41	265	130	26	3.5	13	0.23	0.24
2014	0.4	0.53	0.67	0.4	38	1094	270	735	8311	131	52	268	106	36	4.9	10	0.26	0.22
2015	0.67	0.52	0.65	0.5	51	1145	225	744	9055	95	64	270	135	33	4.4	11	0.22	0.22
2016	0.49	0.5	0.62	0.46	49	1194	235	735	9790	89	44	277	127	40	5.4	5	0.1	0.2
2017	0.36	0.52	0.6	0.49	53	1247	325	743	10533	100	36	269	132	43	5.8	8	0.15	0.21
2018	0.36	0.53	0.58	0.5	57	1304	387	753	11286	102	37	248	123	11	1.5	13	0.23	0.22
2019	0.46	0.54	0.62	0.41	53	1357	181	846	12132	110	51	248	102		0	8	0.15	0.21
2020	0.66	0.64	0.76	0.6	51	1408	74	1076	13208	110	73	263	157	51	4.7	2	0.04	0.3
2021	0.47	0.74	0.67	0.62	40	1448	41	977	14185	104	49	263	164	61	6.2	4	0.1	0.27
2022	0.3	0.73	0.65	0.68	48	1496	69	974	15159	91	27	254	172	42	4.3	4	0.08	0.22
2023	0.36	0.69	0.58	0.5	38	1534	27	894	16053	88	32	249	124	38	4.3	6	0.16	0.2
2024	0.3	0.81	0.54	0.3	32	1566	16	853	16906	86	26	230	68	35	4.1	2	0.06	0.23
2025	0.46		0.34	0.35	61	1627	6	559	17465	70	32	209	74		0	11	0.18

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	1980	AN INTRODUCTION TO LONGâMEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING. (1980). Joyeux, Roselyne ; C. W. J. Granger, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:1:y:1980:i:1:p:15-29. Full description at Econpapers \|\| Download paper	889
2	1998	Errorâcorrection Mechanism Tests for Cointegration in a Singleâequation Framework. (1998). Mestre, Ricardo ; Dolado, Juan ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:3:p:267-283. Full description at Econpapers \|\| Download paper	414
3	1983	THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS. (1983). Porterhudak, Susan ; Geweke, John. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:4:y:1983:i:4:p:221-238. Full description at Econpapers \|\| Download paper	404
4	1983	DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUAREDâRESIDUAL AUTOCORRELATIONS. (1983). Li, W K ; McLeod, A I. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:4:y:1983:i:4:p:269-273. Full description at Econpapers \|\| Download paper	358
5	2006	A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks. (2006). Lee, Junsoo ; Enders, Walter ; Becker, Ralf. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409. Full description at Econpapers \|\| Download paper	308
6	2013	Combining non-cointegration tests. (2013). Bayer, Christian ; Hanck, Christoph. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:83-95. Full description at Econpapers \|\| Download paper	267
7	1986	ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS. (1986). Chan, K S ; Ong, H T. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:7:y:1986:i:3:p:179-190. Full description at Econpapers \|\| Download paper	256
8	1998	Unit roots and smooth transitions. (1998). Leybourne, Stephen ; Newbold, Paul ; Vougas, Dimitrios. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:1:p:83-97. Full description at Econpapers \|\| Download paper	233
9	1992	VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING. (1992). Ahn, Sung K ; Reinsel, Gregory C. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:13:y:1992:i:4:p:353-375. Full description at Econpapers \|\| Download paper	223
10	1982	AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM. (1982). Shumway, R H ; Stoffer, D S. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:3:y:1982:i:4:p:253-264. Full description at Econpapers \|\| Download paper	210
11	1996	MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES. (1996). Masry, Elias. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:17:y:1996:i:6:p:571-599. Full description at Econpapers \|\| Download paper	200
12	1983	NONPARAMETRIC ESTIMATORS FOR TIME SERIES. (1983). Robinson, P M. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:4:y:1983:i:3:p:185-207. Full description at Econpapers \|\| Download paper	192
13	1989	ON GENERALIZED FRACTIONAL PROCESSES. (1989). Woodward, Wayne A ; Zhang, Nienfan ; Gray, Henry L. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:10:y:1989:i:3:p:233-257. Full description at Econpapers \|\| Download paper	183
14	2008	Fractional integration and structural breaks at unknown periods of time. (2008). Gil-Alana, Luis. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:163-185. Full description at Econpapers \|\| Download paper	174
15	1994	LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES. (1994). Bai, Jushan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:15:y:1994:i:5:p:453-472. Full description at Econpapers \|\| Download paper	170
16	1998	The mean squared error of Geweke and PorterâHudaks estimator of the memory parameter of a longâmemory time series. (1998). Hurvich, Clifford ; Deo, Rohit ; Brodsky, Julia. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:1:p:19-46. Full description at Econpapers \|\| Download paper	163
17	1995	ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS. (1995). Fuller, Wayne A ; Park, Heon Jin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:16:y:1995:i:4:p:415-429. Full description at Econpapers \|\| Download paper	161
18	2002	Comparison of unit root tests for time series with level shifts. (2002). Saikkonen, Pentti ; LÃ¼tkepohl, Helmut ; Lanne, Markku ; Lutkepohl, Helmut. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:23:y:2002:i:6:p:667-685. Full description at Econpapers \|\| Download paper	148
19	2005	Unitâroot testing against the alternative hypothesis of up to m structural breaks. (2005). Kapetanios, George. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:1:p:123-133. Full description at Econpapers \|\| Download paper	143
20	2018	Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987. Full description at Econpapers \|\| Download paper	138
21	2003	A Sieve Bootstrap For The Test Of A Unit Root. (2003). Park, Joon ; Chang, Yoosoon. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:4:p:379-400. Full description at Econpapers \|\| Download paper	122
22	2006	IntegerâValued GARCH Process. (2006). Ferland, Rene ; Oraichi, Driss ; Latour, Alain. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:6:p:923-942. Full description at Econpapers \|\| Download paper	117
23	2013	Structural breaks in time series. (2013). Horvath, Lajos ; Aue, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:1-16. Full description at Econpapers \|\| Download paper	108
24	2000	Fast Filtering and Smoothing for Multivariate State Space Models. (2000). Koopman, Siem Jan ; Durbin, J. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:21:y:2000:i:3:p:281-296. Full description at Econpapers \|\| Download paper	105
25	1994	ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NONâLINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY. (1994). Li, W K ; Mak, T K. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:15:y:1994:i:6:p:627-636. Full description at Econpapers \|\| Download paper	103
26	2010	A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component. (2010). Perron, Pierre ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:5:p:305-328. Full description at Econpapers \|\| Download paper	100
27	1982	TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES. (1982). Hinich, Melvin J. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:3:y:1982:i:3:p:169-176. Full description at Econpapers \|\| Download paper	99
28	2003	ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOVâSWITCHING AUTOREGRESSIVE MODELS. (2003). Spagnolo, Fabio ; Psaradakis, Zacharias. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:2:p:237-252. Full description at Econpapers \|\| Download paper	93
29	1995	BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS. (1995). Chen, Cathy W. S. ; Lee, Jack C. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:16:y:1995:i:5:p:483-492. Full description at Econpapers \|\| Download paper	92
30	2000	Leastâsquares Estimation of an Unknown Number of Shifts in a Time Series. (2000). Lavielle, Marc ; Moulines, Eric. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:21:y:2000:i:1:p:33-59. Full description at Econpapers \|\| Download paper	91
31	2000	Semiparametric Inference in Seasonal and Cyclical Long Memory Processes. (2000). Arteche, Josu ; Robinson, Peter M. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:21:y:2000:i:1:p:1-25. Full description at Econpapers \|\| Download paper	84
32	2004	A Dependence Metric for Possibly Nonlinear Processes. (2004). Racine, Jeffrey ; Maasoumi, Esfandiar. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:649-669. Full description at Econpapers \|\| Download paper	81
33	2017	Testing for Panel Cointegration Using Common Correlated Effects Estimators. (2017). Carrion-i-Silvestre, Josep ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:610-636. Full description at Econpapers \|\| Download paper	81
34	1995	ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES. (1995). Hurvich, Clifford ; Ray, Bonnie K. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:16:y:1995:i:1:p:17-41. Full description at Econpapers \|\| Download paper	80
35	1993	POWER OF THE NEURAL NETWORK LINEARITY TEST. (1993). TerÃ¤svirta, Timo ; Terasvirta, Timo ; Lin, Chienfu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:14:y:1993:i:2:p:209-220. Full description at Econpapers \|\| Download paper	80
36	1988	ON THE CORRELATION STRUCTURE FOR THE GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTIC PROCESS. (1988). Bollerslev, Tim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:9:y:1988:i:2:p:121-131. Full description at Econpapers \|\| Download paper	78
37	2001	Testing Stochastic Cycles in Macroeconomic Time Series. (2001). Gil-Alana, Luis ; Gilalana, L A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:22:y:2001:i:4:p:411-430. Full description at Econpapers \|\| Download paper	76
38	1984	ARMA MODELS WITH ARCH ERRORS. (1984). Weiss, Andrew A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:5:y:1984:i:2:p:129-143. Full description at Econpapers \|\| Download paper	74
39	1999	Gaussian Semiparametric Estimation of Nonâstationary Time Series. (1999). Velasco, Carlos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:20:y:1999:i:1:p:87-127. Full description at Econpapers \|\| Download paper	72
40	1990	A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS. (1990). Piccolo, Domenico. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:11:y:1990:i:2:p:153-164. Full description at Econpapers \|\| Download paper	71
41	1993	BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER. (1993). Wohar, Mark ; AGIAKLOGLOU, CHRISTOS ; Newbold, Paul. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:14:y:1993:i:3:p:235-246. Full description at Econpapers \|\| Download paper	71
42	1993	A CORRECTED AKAIKE INFORMATION CRITERION FOR VECTOR AUTOREGRESSIVE MODEL SELECTION. (1993). Hurvich, Clifford ; Tsai, Chihling. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:14:y:1993:i:3:p:271-279. Full description at Econpapers \|\| Download paper	71
43	1984	ORDER DETERMINATION OF MULTIVARIATE AUTOREGRESSIVE TIME SERIES WITH UNIT ROOTS. (1984). Paulsen, Jostein. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:5:y:1984:i:2:p:115-127. Full description at Econpapers \|\| Download paper	67
44	1994	STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS. (1994). Tsay, Ruey S ; McCulloch, Robert E. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:15:y:1994:i:5:p:523-539. Full description at Econpapers \|\| Download paper	66
45	2006	Uniform Limit Theory for Stationary Autoregression. (2006). Phillips, Peter ; Giraitis, Liudas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:51-60. Full description at Econpapers \|\| Download paper	66
46	1985	COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS. (1985). LÃ¼tkepohl, Helmut ; Lutkepohl, Helmut. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:6:y:1985:i:1:p:35-52. Full description at Econpapers \|\| Download paper	63
47	1999	Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers. (1999). Vogelsang, Timothy. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:20:y:1999:i:2:p:237-252. Full description at Econpapers \|\| Download paper	62
48	2007	Effects of outliers on the identification and estimation of GARCH models. (2007). Ruiz, Esther ; PeÃ±a, Daniel ; Carnero, M. Angeles ; Pea, Daniel. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:4:p:471-497. Full description at Econpapers \|\| Download paper	61
49	1991	NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES. (1991). Hallman, Jeff ; C. W. J. Granger, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:12:y:1991:i:3:p:207-224. Full description at Econpapers \|\| Download paper	60
50	2003	Gaussian Semiâparametric Estimation of Fractional Cointegration. (2003). Velasco, Carlos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:24:y:2003:i:3:p:345-378. Full description at Econpapers \|\| Download paper	57

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2018	Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987. Full description at Econpapers \|\| Download paper	56
2	1998	Errorâcorrection Mechanism Tests for Cointegration in a Singleâequation Framework. (1998). Mestre, Ricardo ; Dolado, Juan ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:3:p:267-283. Full description at Econpapers \|\| Download paper	55
3	2013	Combining non-cointegration tests. (2013). Bayer, Christian ; Hanck, Christoph. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:83-95. Full description at Econpapers \|\| Download paper	46
4	1980	AN INTRODUCTION TO LONGâMEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING. (1980). Joyeux, Roselyne ; C. W. J. Granger, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:1:y:1980:i:1:p:15-29. Full description at Econpapers \|\| Download paper	43
5	1983	THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS. (1983). Porterhudak, Susan ; Geweke, John. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:4:y:1983:i:4:p:221-238. Full description at Econpapers \|\| Download paper	42
6	2006	A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks. (2006). Lee, Junsoo ; Enders, Walter ; Becker, Ralf. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:3:p:381-409. Full description at Econpapers \|\| Download paper	39
7	2017	Testing for Panel Cointegration Using Common Correlated Effects Estimators. (2017). Carrion-i-Silvestre, Josep ; Banerjee, Anindya. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:610-636. Full description at Econpapers \|\| Download paper	21
8	1982	AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM. (1982). Shumway, R H ; Stoffer, D S. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:3:y:1982:i:4:p:253-264. Full description at Econpapers \|\| Download paper	19
9	2013	Structural breaks in time series. (2013). Horvath, Lajos ; Aue, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:1:p:1-16. Full description at Econpapers \|\| Download paper	17
10	1983	DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUAREDâRESIDUAL AUTOCORRELATIONS. (1983). Li, W K ; McLeod, A I. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:4:y:1983:i:4:p:269-273. Full description at Econpapers \|\| Download paper	16
11	2006	IntegerâValued GARCH Process. (2006). Ferland, Rene ; Oraichi, Driss ; Latour, Alain. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:6:p:923-942. Full description at Econpapers \|\| Download paper	14
12	1995	BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS. (1995). Chen, Cathy W. S. ; Lee, Jack C. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:16:y:1995:i:5:p:483-492. Full description at Econpapers \|\| Download paper	14
13	2005	Unitâroot testing against the alternative hypothesis of up to m structural breaks. (2005). Kapetanios, George. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:26:y:2005:i:1:p:123-133. Full description at Econpapers \|\| Download paper	13
14	2017	Time-Varying Transition Probabilities for Markov Regime Switching Models. (2017). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Bazzi, Marco. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:3:p:458-478. Full description at Econpapers \|\| Download paper	13
15	1994	LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES. (1994). Bai, Jushan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:15:y:1994:i:5:p:453-472. Full description at Econpapers \|\| Download paper	13
16	2016	Filtering, Prediction and Simulation Methods for Noncausal Processes. (2016). Jasiak, Joann ; gourieroux, christian. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:37:y:2016:i:3:p:405-430. Full description at Econpapers \|\| Download paper	11
17	1993	POWER OF THE NEURAL NETWORK LINEARITY TEST. (1993). TerÃ¤svirta, Timo ; Terasvirta, Timo ; Lin, Chienfu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:14:y:1993:i:2:p:209-220. Full description at Econpapers \|\| Download paper	11
18	2022	Wasserstein autoregressive models for density time series. (2022). Kokoszka, Piotr ; Zhang, Chao ; Petersen, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:30-52. Full description at Econpapers \|\| Download paper	10
19	2014	QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS. (2014). Christou, Vasiliki ; Fokianos, Konstantinos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:35:y:2014:i:1:p:55-78. Full description at Econpapers \|\| Download paper	10
20	2016	Poisson QMLE of Count Time Series Models. (2016). Francq, Christian ; Ahmad, Ali. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:37:y:2016:i:3:p:291-314. Full description at Econpapers \|\| Download paper	9
21	1996	SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS. (1996). Comte, F. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:17:y:1996:i:1:p:19-36. Full description at Econpapers \|\| Download paper	9
22	1996	MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES. (1996). Masry, Elias. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:17:y:1996:i:6:p:571-599. Full description at Econpapers \|\| Download paper	9
23	1990	A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS. (1990). Piccolo, Domenico. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:11:y:1990:i:2:p:153-164. Full description at Econpapers \|\| Download paper	9
24	1987	FIRSTâORDER INTEGERâVALUED AUTOREGRESSIVE (INAR(1)) PROCESS. (1987). Alosh, M A ; Alzaid, A A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:8:y:1987:i:3:p:261-275. Full description at Econpapers \|\| Download paper	9
25	1998	Unit roots and smooth transitions. (1998). Leybourne, Stephen ; Newbold, Paul ; Vougas, Dimitrios. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:1:p:83-97. Full description at Econpapers \|\| Download paper	9
26	2017	Volatility Modeling with a Generalized t Distribution. (2017). Harvey, Andrew ; Rao, Tata Subba ; Lange, Rutger-Jan ; Wilson, Granville Tunnicliffe. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:175-190. Full description at Econpapers \|\| Download paper	8
27	1986	ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS. (1986). Chan, K S ; Ong, H T. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:7:y:1986:i:3:p:179-190. Full description at Econpapers \|\| Download paper	8
28	2008	Fractional integration and structural breaks at unknown periods of time. (2008). Gil-Alana, Luis. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:29:y:2008:i:1:p:163-185. Full description at Econpapers \|\| Download paper	8
29	2017	Functional Generalized Autoregressive Conditional Heteroskedasticity. (2017). Horvath, Lajos ; Pellatt, Daniel F ; Aue, Alexander. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:1:p:3-21. Full description at Econpapers \|\| Download paper	8
30	2007	New Improved Tests for Cointegration with Structural Breaks. (2007). Westerlund, Joakim ; Edgerton, David. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:28:y:2007:i:2:p:188-224. Full description at Econpapers \|\| Download paper	8
31	2013	On composite likelihood estimation of a multivariate INAR(1) model. (2013). Pedeli, Xanthi ; Karlis, Dimitris. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:34:y:2013:i:2:p:206-220. Full description at Econpapers \|\| Download paper	7
32	2022	Stationarity and ergodicity of Markov switching positive conditional mean models. (2022). Francq, Christian ; Aknouche, Abdelhakim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:3:p:436-459. Full description at Econpapers \|\| Download paper	7
33	1998	On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series. (1998). Dahlhaus, Rainer ; Giraitis, Liudas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:6:p:629-655. Full description at Econpapers \|\| Download paper	7
34	2004	Analysis of low count time series data by poisson autoregression. (2004). McCabe, Brendan ; Freeland, R. K. ; B. P. M. McCabe, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:5:p:701-722. Full description at Econpapers \|\| Download paper	7
35	1989	ON GENERALIZED FRACTIONAL PROCESSES. (1989). Woodward, Wayne A ; Zhang, Nienfan ; Gray, Henry L. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:10:y:1989:i:3:p:233-257. Full description at Econpapers \|\| Download paper	7
36	1994	STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS. (1994). Tsay, Ruey S ; McCulloch, Robert E. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:15:y:1994:i:5:p:523-539. Full description at Econpapers \|\| Download paper	6
37	2010	A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component. (2010). Perron, Pierre ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:31:y:2010:i:5:p:305-328. Full description at Econpapers \|\| Download paper	6
38	2006	Uniform Limit Theory for Stationary Autoregression. (2006). Phillips, Peter ; Giraitis, Liudas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:51-60. Full description at Econpapers \|\| Download paper	6
39	2014	A FAST FRACTIONAL DIFFERENCE ALGORITHM. (2014). Nielsen, Morten ; Noack, Andreas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:35:y:2014:i:5:p:428-436. Full description at Econpapers \|\| Download paper	6
40	2011	A negative binomial integerâvalued GARCH model. (2011). Zhu, Fukang. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:32:y:2011:i:1:p:54-67. Full description at Econpapers \|\| Download paper	6
41	2018	Boundary Limit Theory for Functional Local to Unity Regression. (2018). Phillips, Peter ; Bykhovskaya, Anna. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:4:p:523-562. Full description at Econpapers \|\| Download paper	6
42	2022	Periodic autoregressive conditional duration. (2022). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:5-29. Full description at Econpapers \|\| Download paper	6
43	2006	Bayesian Model Uncertainty In Smooth Transition Autoregressions. (2006). Lopes, Hedibert F. ; Salazar, Esther. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:1:p:99-117. Full description at Econpapers \|\| Download paper	5
44	1984	ARMA MODELS WITH ARCH ERRORS. (1984). Weiss, Andrew A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:5:y:1984:i:2:p:129-143. Full description at Econpapers \|\| Download paper	5
45	2012	Testing for parameter stability in nonlinear autoregressive models. (2012). Kamgaing, Joseph Tadjuidje ; Kirch, Claudia. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:33:y:2012:i:3:p:365-385. Full description at Econpapers \|\| Download paper	5
46	2019	Long Memory, Realized Volatility and Heterogeneous Autoregressive Models. (2019). Rho, Seunghwa ; Cho, Dooyeon ; Baillie, Richard T ; Calonaci, Fabio. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:40:y:2019:i:4:p:609-628. Full description at Econpapers \|\| Download paper	5
47	2009	On modelling and diagnostic checking of vector periodic autoregressive time series models. (2009). Duchesne, Pierre ; Ursu, Eugen. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:30:y:2009:i:1:p:70-96. Full description at Econpapers \|\| Download paper	5
48	1998	Existence and Stochastic Structure of a Nonânegative Integerâvalued Autoregressive Process. (1998). Latour, Alain. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:19:y:1998:i:4:p:439-455. Full description at Econpapers \|\| Download paper	5
49	2006	Inference in Autoregression under Heteroskedasticity. (2006). Xu, Ke-Li ; Phillips, Peter. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:2:p:289-308. Full description at Econpapers \|\| Download paper	5
50	2004	Partial Likelihood Inference For Time Series Following Generalized Linear Models. (2004). Fokianos, Konstantinos ; Kedem, Benjamin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:25:y:2004:i:2:p:173-197. Full description at Econpapers \|\| Download paper	5

Citing documents used to compute impact factor: 32

Year	Title
2025	Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2025). Fisher, Zachary F ; Kim, Younghoon ; Pipiras, Vladas. In: Papers. RePEc:arx:papers:2307.10454. Full description at Econpapers \|\| Download paper
2025	A Seasonal Transmuted Geometric INAR Process: Modeling and Applications in Count Time Series. (2025). Daghestani, Amira F ; Ghodake, Aishwarya ; Awale, Manik ; Bakouch, Hassan S ; Alomair, Gadir. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:15:p:2334-:d:1707381. Full description at Econpapers \|\| Download paper
2025	Identification of Impulse Response Functions for Nonlinear Dynamic Models. (2025). Lee, Quinlan ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2506.13531. Full description at Econpapers \|\| Download paper
2025	Comparative analysis of financial data differentiation techniques using LSTM neural network. (2025). Gajda, Janusz ; Stempie, Dominik. In: Papers. RePEc:arx:papers:2505.19243. Full description at Econpapers \|\| Download paper
2025	Bubble Modeling and Tagging: A Stochastic Nonlinear Autoregression Approach. (2025). Yang, Xuanling ; Zhang, Ting ; Li, Dong. In: Papers. RePEc:arx:papers:2401.07038. Full description at Econpapers \|\| Download paper
2025	Confidence Sets for the Emergence, Collapse, and Recovery Dates of a Bubble. (2025). Kurozumi, Eiji ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.16172. Full description at Econpapers \|\| Download paper
2025	Assessing the impact of Covid-19 on the Italian comic book industry: a panel vector autoregressive analysis of financial ratios. (2025). Magrini, Alessandro ; Rimediotti, Luca. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:4:d:10.1007_s11135-025-02122-w. Full description at Econpapers \|\| Download paper
2025	GDP-GFCF Dynamics Across Global Economies: A Comparative Study of Panel Regressions and Random Forest. (2025). Raczkowski, Konrad ; Filip, Dariusz ; Klopotek, Robert A ; Landowska, Alina. In: Papers. RePEc:arx:papers:2504.20993. Full description at Econpapers \|\| Download paper
2025	Learning about tail risk: Machine learning and combination with regularization in market risk management. (2025). Wang, Jianzhou ; Lu, Helen ; Zhang, Dongxue ; Xing, Qianyi. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048324002135. Full description at Econpapers \|\| Download paper
2025	Diagnostic checking of periodic vector autoregressive time series models with dependent errors. (2025). Manassara, Yacouba Boubacar ; Ursu, Eugen. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000861. Full description at Econpapers \|\| Download paper
2025	Tensor time series imputation through tensor factor modelling. (2025). Cen, Zetai ; Lam, Clifford. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127231. Full description at Econpapers \|\| Download paper
2025	Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers. (2025). Lin, Yicong ; Lucas, Andrae ; Ye, Shiqi. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250042. Full description at Econpapers \|\| Download paper
2025	Tensor time series imputation through tensor factor modelling. (2025). Lam, Clifford ; Cen, Zetai. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000284. Full description at Econpapers \|\| Download paper
2025	A beta prime ARMA model for positive time series. (2025). Almohaimeed, Bader ; Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:123873. Full description at Econpapers \|\| Download paper
2025	Semi-functional varying coefficient mode-based regression. (2025). Wang, Tao. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:207:y:2025:i:c:s0047259x2400109x. Full description at Econpapers \|\| Download paper
2025	Mode-based estimation of the center of symmetry. (2025). Chacn, Jos E ; Serrano, Javier Fernndez. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:77:y:2025:i:5:d:10.1007_s10463-025-00942-z. Full description at Econpapers \|\| Download paper
2025	A bias reduced long run variance estimator with a new first-order kernel. (2025). Vogelsang, Timothy J ; Yang, Jingjing. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001776. Full description at Econpapers \|\| Download paper
2025	Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2025). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Working Papers. RePEc:boa:wpaper:202524. Full description at Econpapers \|\| Download paper
2025	Robust estimation of functional factor models with functional pairwise spatial signs. (2025). Ling, Nengxiang ; Yang, Shuquan. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:1:d:10.1007_s00180-024-01477-2. Full description at Econpapers \|\| Download paper
2025	Factor-guided estimation of large covariance matrix function with conditional functional sparsity. (2025). Li, Dong ; Qiao, Xinghao ; Wang, Zihan. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001241. Full description at Econpapers \|\| Download paper
2025	Enhancing high-dimensional dynamic conditional angular correlation model based on GARCH family models: Comparative performance analysis for portfolio optimization. (2025). Gao, Xuerui ; Sun, Zhangshuang ; Wang, Guoqiang ; Tao, Jiyuan ; Bai, Yanqin ; Luo, Kangyang. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500073x. Full description at Econpapers \|\| Download paper
2025	Sequential Monte Carlo for Noncausal Processes. (2025). Cubadda, Gianluca ; Grassi, Stefano ; Giancaterini, Francesco. In: Papers. RePEc:arx:papers:2501.03945. Full description at Econpapers \|\| Download paper
2025	Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240. Full description at Econpapers \|\| Download paper
2025	Test for the mean of high-dimensional functional time series. (2025). Jiang, Qing ; Feng, Zhenghui ; Yang, Lin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:201:y:2025:i:c:s0167947324001245. Full description at Econpapers \|\| Download paper
2025	Inference on breaks in weak location time series models with quasi-Fisher scores. (2025). Francq, Christian ; Zakoian, Jean-Michel ; Trapani, Lorenzo. In: MPRA Paper. RePEc:pra:mprapa:123741. Full description at Econpapers \|\| Download paper
2025	Clustering and classification of spatio-temporal data using spatial dynamic panel data models. (2025). Giordano, Francesco ; Milito, Sara ; Niglio, Marcella ; Parrella, Maria Lucia ; Feo, Giuseppe. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:19:y:2025:i:2:d:10.1007_s11634-024-00620-7. Full description at Econpapers \|\| Download paper
2025	Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555. Full description at Econpapers \|\| Download paper
2025	Within-regime volatility dynamics for observable- and Markov-switching score-driven models. (2025). Blazsek, Szabolcs ; Shadoff, Samantha R ; Kong, Dejun. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401660x. Full description at Econpapers \|\| Download paper
2025	Semiparametric Estimation and Application of Realized GARCH Model with Time-Varying Leverage Effect. (2025). Liu, Guangying ; Lin, Jinguan ; Mao, Yizhi ; Hao, Hongxia. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1506-:d:1648583. Full description at Econpapers \|\| Download paper
2025	Nonlinear Temperature Sensitivity of Residential Electricity Demand: Evidence from a Distributional Regression Approach. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2503.07213. Full description at Econpapers \|\| Download paper
2025	Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364. Full description at Econpapers \|\| Download paper
2025	Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2509.08591. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2025

Year	Citing document
2025	Identification of Impulse Response Functions for Nonlinear Dynamic Models. (2025). Lee, Quinlan ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2506.13531. Full description at Econpapers \|\| Download paper
2025	Generalized Covariance Estimator under Misspecification and Constraints. (2025). Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2509.13492. Full description at Econpapers \|\| Download paper
2025	Confidence Sets for the Emergence, Collapse, and Recovery Dates of a Bubble. (2025). Kurozumi, Eiji ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.16172. Full description at Econpapers \|\| Download paper
2025	A new class of Z-valued INAR(1) models with application to mutual fund flows. (2025). Kang, Yao ; Zhang, Yuqing ; Wang, Shuhui ; Zhao, Zhiwen. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001764. Full description at Econpapers \|\| Download paper
2025	The information matrix of time-dependent models for vector time series. (2025). Mlard, Guy. In: Statistics & Probability Letters. RePEc:eee:stapro:v:226:y:2025:i:c:s0167715225001622. Full description at Econpapers \|\| Download paper
2025	Macroeconomic Determinants of the Interest Rate Term Structure: A Svensson Model Analysis. (2025). Benetti, Cristiane ; Varanda, Jos Monteiro ; Mori, Rogrio. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:4:p:108-:d:1634862. Full description at Econpapers \|\| Download paper
2025	Estimatorâs Properties of Specific Time-Dependent Multivariate Time Series. (2025). Mlard, Guy. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1163-:d:1625328. Full description at Econpapers \|\| Download paper

Recent citations received in 2024

Year	Citing document
2024	A Novel Voltage-Abnormal Cell Detection Method for Lithium-Ion Battery Mass Production Based on Data-Driven Model with Multi-Source Time Series Data. (2024). Liu, Zhenjie ; Wang, Xiang ; Long, Rihui ; He, Jianjun ; Huang, Fuxin ; Deng, Aibin. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:14:p:3472-:d:1435148. Full description at Econpapers \|\| Download paper
2024	Multiscale Change Point Detection for Univariate Time Series Data with Missing Value. (2024). Tian, Boping ; Alnemer, Ghada ; Haile, Tariku Tesfaye. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3189-:d:1496858. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Noise reduction for functional time series. (2023). Diks, Cees ; Wouters, Bram. In: Papers. RePEc:arx:papers:2307.02154. Full description at Econpapers \|\| Download paper
2023	Factor models for highâdimensional functional time series I: Representation results. (2023). Hallin, Marc ; Tavakoli, Shahin ; Nisol, Gilles. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:5-6:p:578-600. Full description at Econpapers \|\| Download paper
2023	Factor models for highâdimensional functional time series II: Estimation and forecasting. (2023). Hallin, Marc ; Nisol, Gilles ; Tavakoli, Shahin. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:5-6:p:601-621. Full description at Econpapers \|\| Download paper
2023	Bayesian modeling of spatial integer-valued time series. (2023). Chen, Cathy W. S. ; Hsiung, Mo-Hua. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s016794732300138x. Full description at Econpapers \|\| Download paper
2023	Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Multi-population modelling and forecasting life-table death counts. (2022). Shang, Han Lin ; Haberman, Steven ; Xu, Ruofan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:239-253. Full description at Econpapers \|\| Download paper
2022	Unified discrete-time factor stochastic volatility and continuous-time ItÃ´ models for combining inference based on low-frequency and high-frequency. (2022). Kim, Donggyu ; Wang, Yazhen ; Song, Xinyu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:192:y:2022:i:c:s0047259x22000860. Full description at Econpapers \|\| Download paper
2022	Testing for the cointegration rank between Periodically Integrated processes. (2022). del Barrio Castro, TomÃ¡s. In: MPRA Paper. RePEc:pra:mprapa:112730. Full description at Econpapers \|\| Download paper
2022	A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series. (2022). Webel, Karsten. In: Discussion Papers. RePEc:zbw:bubdps:312022. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	97	391
2	Journal of Time Series Analysis / Wiley Blackwell	54	176
3	Journal of Econometrics / Elsevier	238	152
4	Resources Policy / Elsevier	88	125
5	MPRA Paper / University Library of Munich, Germany	137	117
6	Mathematics / MDPI	20	110
7	Statistical Papers / Springer	20	105
8	Computational Statistics & Data Analysis / Elsevier	57	92
9	Econometrics and Statistics / Elsevier	14	91
10	Empirical Economics / Springer	73	81
11	Journal of Multivariate Analysis / Elsevier	57	76