Class information for: |
Basic class information |
| ID | Publications | Average number of references |
Avg. shr. active ref. in WoS |
|---|---|---|---|
| 26405 | 210 | 23.7 | 31% |
Classes in level above (level 2) |
| ID, lev. above |
Publications | Label for level above |
|---|---|---|
| 1050 | 9586 | COMPLETE CONVERGENCE//COMPLETE MOMENT CONVERGENCE//THEORY OF PROBABILITY AND ITS APPLICATIONS |
Terms with highest relevance score |
| Rank | Term | Type of term | Relevance score (tfidf) |
Class's shr. of term's tot. occurrences |
Shr. of publ. in class containing term |
Num. of publ. in class |
|---|---|---|---|---|---|---|
| 1 | RANDOM CARRIER | Author keyword | 3 | 100% | 1% | 3 |
| 2 | MULTIVARIATE STABLE DISTRIBUTION | Author keyword | 3 | 50% | 2% | 4 |
| 3 | MULTIVARIATE STABLE DISTRIBUTIONS | Author keyword | 3 | 60% | 1% | 3 |
| 4 | STABLE DISTRIBUTIONS | Author keyword | 2 | 12% | 9% | 19 |
| 5 | BAYESIAN ESTIMATION TECHNIQUES | Author keyword | 2 | 67% | 1% | 2 |
| 6 | MIXED STABLE MODEL | Author keyword | 2 | 67% | 1% | 2 |
| 7 | PARETIAN DISTRIBUTION | Author keyword | 2 | 67% | 1% | 2 |
| 8 | POISSON SPECTRAL MEASURE | Author keyword | 2 | 67% | 1% | 2 |
| 9 | ALPHA STABLE DISTRIBUTIONS | Author keyword | 2 | 20% | 4% | 8 |
| 10 | NOISE MODULATION | Author keyword | 2 | 43% | 1% | 3 |
Web of Science journal categories |
Author Key Words |
Key Words Plus |
| Rank | Web of Science journal category | Relevance score (tfidf) |
Class's shr. of term's tot. occurrences |
Shr. of publ. in class containing term |
Num. of publ. in class |
|---|---|---|---|---|---|
| 1 | ALPHA STABLE DISTRIBUTIONS | 2 | 67% | 1% | 2 |
| 2 | STABLE INDEX ALPHA | 2 | 50% | 1% | 3 |
| 3 | DISTRIBUTION PARAMETERS | 1 | 13% | 5% | 11 |
| 4 | TAIL THICKNESS | 1 | 33% | 1% | 3 |
| 5 | INDEX ALPHA | 1 | 33% | 1% | 2 |
| 6 | SAMPLED LEVY PROCESSES | 1 | 50% | 0% | 1 |
| 7 | STABLE MEASURES | 1 | 50% | 0% | 1 |
| 8 | STABLE DISTRIBUTION PARAMETERS | 1 | 29% | 1% | 2 |
| 9 | STABLE DISTRIBUTIONS | 1 | 10% | 3% | 6 |
| 10 | TRADING PERFORMANCE | 0 | 20% | 0% | 1 |
Journals |
Reviews |
| Title | Publ. year | Cit. | Active references |
% act. ref. to same field |
|---|---|---|---|---|
| Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence | 2001 | 5 | 35 | 26% |
Address terms |
| Rank | Address term | Relevance score (tfidf) |
Class's shr. of term's tot. occurrences |
Shr. of publ. in class containing term |
Num. of publ. in class |
|---|---|---|---|---|---|
| 1 | KOLLEGIUM LOSS BAU 2 | 1 | 100% | 1.0% | 2 |
| 2 | STAT MATH ECON | 1 | 17% | 2.9% | 6 |
| 3 | EQUITIES | 1 | 50% | 0.5% | 1 |
| 4 | FAK WIRT AFT | 1 | 50% | 0.5% | 1 |
| 5 | MATH ECON STAT | 1 | 50% | 0.5% | 1 |
| 6 | PROJECT COMMUN | 1 | 50% | 0.5% | 1 |
| 7 | SECTOR | 1 | 50% | 0.5% | 1 |
| 8 | STATE OR | 1 | 50% | 0.5% | 1 |
| 9 | UNIT ECONOMETR SYST THEORY | 1 | 50% | 0.5% | 1 |
| 10 | KOLLEGIUM LOSS | 1 | 20% | 1.4% | 3 |
Related classes at same level (level 1) |
| Rank | Relatedness score | Related classes |
|---|---|---|
| 1 | 0.0000252226 | CONSERVATIVE FLOW//EVANESCENT RANDOM FIELDS//MIXED MOVING AVERAGE |
| 2 | 0.0000241849 | IMPULSIVE NOISE//AMPLITUDE PROBABILITY DISTRIBUTION APD//LOCALLY OPTIMUM DETECTION |
| 3 | 0.0000176994 | SMOOTH TEST//EMPIRICAL CHARACTERISTIC FUNCTION//TEST FOR MULTIVARIATE NORMALITY |
| 4 | 0.0000162214 | EXTREME VALUE INDEX//HILL ESTIMATOR//TAIL INDEX |
| 5 | 0.0000112397 | DE FINETTI THEOREM//DEFINETTI THEOREM//KOLMOGOROV FELLER WEAK LAW OF LARGE NUMBERS |
| 6 | 0.0000107717 | REALIZED VOLATILITY//GARCH//MARKET MICROSTRUCTURE NOISE |
| 7 | 0.0000107272 | TIME SERIES OF COUNTS//INAR MODELS//BINOMIAL THINNING |
| 8 | 0.0000093956 | PORTMANTEAU TEST//VARIANCE RATIO TEST//FIXED SMOOTHING ASYMPTOTICS |
| 9 | 0.0000081385 | MODIFIED MAXIMUM LIKELIHOOD//MODIFIED LIKELIHOOD//GENERALIZED LOGISTIC |
| 10 | 0.0000080434 | SEASONAL COINTEGRATION//SEASONAL UNIT ROOT TESTS//SEASONAL UNIT ROOTS |