Editorial announcement

Abstract

On behalf of both the editorial board and the readership of the Journal of Time Series Analysis, I would like to take this opportunity to thank Professor Steve Leybourne and Professor Dag Tjøstheim very much for their dedicated service as Co-Editors of the Journal of Time Series Analysis since January 2013, and as Associate Editors of the journal prior to that. Both have stepped down with effect from 28th February 2023. I am, however, very pleased to announce that both Steve and Dag have agreed to become Advisory Editors of the Journal of Time Series Analysis in each case with effect from 1st March 2023.

I am delighted to welcome Alexander Aue and Christian Francq as new Co-Editors of the Journal of Time Series Analysis, in each case effective from 1st March 2023.

Alexander Aue is a professor in the Department of Statistics at the University of California, Davis. His research interests are in time series analysis, structural breaks and high-dimensional statistics. His most recent work is on devising methodology for functional time series and on applying random matrix theory to high-dimensional inference problems.

Christian Francq is a member of the CREST Laboratory and professor of Applied Mathematics at the University of Lille and ENSAE, where he teaches time series analysis and financial econometrics. His main research interests include financial and time series econometrics, as well as theoretical econometrics. He is the author and co-author of several articles published in statistical and econometric journals. His current research focuses on risk estimation, estimation of volatility models and models for time-varying betas.