SCIESCOPUSQ3
JOURNAL OF TIME SERIES ANALYSIS
WILEY, United States
JOURNAL OF TIME SERIES ANALYSIS is an academic journal published by WILEY (United States). Identifiers: ISSN 0143-9782, eISSN 1467-9892. Indexed in SCIE, SCOPUS. Metrics: JIF 1.0, CiteScore 2.1, SJR 0.944, SNIP 1.27. Subject areas: INTERDISCIPLINARY APPLICATIONS, MATHEMATICS, STATISTICS & PROBABILITY. tlooto lists 2,020 papers from this journal.
CiteScore
2.10
Scopus citation metric
SJR
0.944
SCImago rank
SNIP
1.27
Source normalized impact
Percentage rank
-
JIF percentile rank
Journal profile
- ISSN
- 0143-9782
- eISSN
- 1467-9892
- Abbreviation
- J TIME SER ANAL
- Publisher
- WILEY
- Country
- United States
Web of Science categories
SCIEINTERDISCIPLINARY APPLICATIONS, MATHEMATICS, STATISTICS & PROBABILITY
Scopus ASJC categories
1804 Statistics2604 Applied Mathematics2613 Statistics and Probability
Keywords
Mathematics, Interdisciplinary Applications | Statistics & Probability
Papers in this journal
Recent papers
- Constrained Fiducial Inference for Gaussian Models
2026
- Testing Distributional Granger Causality With Entropic Optimal Transport
2026 · 1 citations
- Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference
2026
- Marchenko–Pastur Laws for Daniell Smoothed Periodograms
2026
- Testing for Rough Volatility When Prices Are Purely Discontinuous
2026
Most cited papers
- AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
1980 · 3,519 citations
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
1983 · 3,194 citations
- Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework
1998 · 2,401 citations
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
1982 · 1,625 citations
- DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED‐RESIDUAL AUTOCORRELATIONS
1983 · 1,201 citations