Class information for:
Level 1: LONG MEMORY//FRACTIONAL INTEGRATION//LONG RANGE DEPENDENCE

Basic class information

Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes

The table includes all classes above and classes immediately below the current class.



Cluster id Level Cluster label #P
12 4 COMPUTER SCIENCE, THEORY & METHODS//COMPUTER SCIENCE, INFORMATION SYSTEMS//COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE 1181119
23 3       STATISTICS & PROBABILITY//STAT//COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 119395
616 2             STATISTICS & PROBABILITY//NONPARAMETRIC REGRESSION//LONG MEMORY 14308
4950 1                   LONG MEMORY//FRACTIONAL INTEGRATION//LONG RANGE DEPENDENCE 1725

Terms with highest relevance score



rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 LONG MEMORY authKW 4267736 26% 53% 443
2 FRACTIONAL INTEGRATION authKW 1796449 10% 59% 168
3 LONG RANGE DEPENDENCE authKW 1119692 12% 29% 215
4 FRACTIONAL COINTEGRATION authKW 818986 4% 73% 61
5 FRACTIONAL DIFFERENCING authKW 423274 2% 70% 33
6 ARFIMA MODEL authKW 391459 2% 71% 30
7 LONG MEMORY PROCESS authKW 316551 2% 42% 41
8 LOG PERIODOGRAM REGRESSION authKW 277876 1% 89% 17
9 ARFIMA authKW 251841 2% 48% 29
10 JOURNAL OF TIME SERIES ANALYSIS journal 238323 6% 13% 100

Web of Science journal categories



chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Statistics & Probability 76823 51% 0% 884
2 Social Sciences, Mathematical Methods 35037 18% 1% 305
3 Economics 20283 37% 0% 641
4 Mathematics, Interdisciplinary Applications 15479 22% 0% 375
5 Business, Finance 1189 4% 0% 71
6 Computer Science, Interdisciplinary Applications 448 5% 0% 86
7 Management 388 4% 0% 64
8 Mathematical & Computational Biology 78 2% 0% 27
9 Mathematics, Applied 37 3% 0% 56
10 Political Science 30 1% 0% 20

Address terms



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 ICS NCID 58459 0% 80% 4
2 EDIFICIO BIBLIOTECA 54807 0% 100% 3
3 SAMOS MATISSE CES 41103 0% 75% 3
4 NAVARRA INT DEV 38054 0% 42% 5
5 MATH NOUVELLES TECHNOL INFORMAT 36538 0% 100% 2
6 SUPER GEST GABES 36538 0% 100% 2
7 LS C T 32882 0% 60% 3
8 ECON 22779 21% 0% 369
9 PL COMPUTAT STAT 22479 0% 31% 4
10 EMPIR FINANCE 19034 0% 15% 7

Journals



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 JOURNAL OF TIME SERIES ANALYSIS 238323 6% 13% 100
2 ECONOMETRIC THEORY 83549 5% 6% 78
3 JOURNAL OF ECONOMETRICS 58753 6% 3% 108
4 ANNALS OF STATISTICS 14813 3% 1% 57
5 JOURNAL OF FORECASTING 12919 2% 2% 30
6 BERNOULLI 12658 2% 2% 30
7 STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS 11445 1% 4% 17
8 ECONOMICS LETTERS 10099 4% 1% 74
9 STOCHASTIC PROCESSES AND THEIR APPLICATIONS 9658 2% 1% 43
10 JOURNAL OF STATISTICAL PLANNING AND INFERENCE 8899 3% 1% 55

Author Key Words



chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 LONG MEMORY 4267736 26% 53% 443 Search LONG+MEMORY Search LONG+MEMORY
2 FRACTIONAL INTEGRATION 1796449 10% 59% 168 Search FRACTIONAL+INTEGRATION Search FRACTIONAL+INTEGRATION
3 LONG RANGE DEPENDENCE 1119692 12% 29% 215 Search LONG+RANGE+DEPENDENCE Search LONG+RANGE+DEPENDENCE
4 FRACTIONAL COINTEGRATION 818986 4% 73% 61 Search FRACTIONAL+COINTEGRATION Search FRACTIONAL+COINTEGRATION
5 FRACTIONAL DIFFERENCING 423274 2% 70% 33 Search FRACTIONAL+DIFFERENCING Search FRACTIONAL+DIFFERENCING
6 ARFIMA MODEL 391459 2% 71% 30 Search ARFIMA+MODEL Search ARFIMA+MODEL
7 LONG MEMORY PROCESS 316551 2% 42% 41 Search LONG+MEMORY+PROCESS Search LONG+MEMORY+PROCESS
8 LOG PERIODOGRAM REGRESSION 277876 1% 89% 17 Search LOG+PERIODOGRAM+REGRESSION Search LOG+PERIODOGRAM+REGRESSION
9 ARFIMA 251841 2% 48% 29 Search ARFIMA Search ARFIMA
10 GEGENBAUER PROCESS 220530 1% 93% 13 Search GEGENBAUER+PROCESS Search GEGENBAUER+PROCESS

Core articles

The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.

Classes with closest relation at Level 1



rank cluster_id2 link
1 30417 SPURIOUS REGRESSION//INTEGRATED TIME SERIES//FUNCTIONAL COEFFICIENTS
2 336 UNIT ROOT//COINTEGRATION//UNIT ROOT TEST
3 20271 MARTINGALE APPROXIMATION//BOUNDS FOR TAIL PROBABILITIES//HOEFFDINGS INEQUALITIES
4 25288 LOCALLY STATIONARY PROCESSES//LOCAL STATIONARITY//LOCALLY STATIONARY TIME SERIES
5 28094 MULTIPLE WAVELET COHERENCY//PARTIAL WAVELET COHERENCY//PRODUCER PRICE INDEX
6 1003 REALIZED VOLATILITY//HIGH FREQUENCY DATA//VALUE AT RISK
7 16733 CARMA PROCESS//FRACTIONAL LEVY PROCESS//INFINITELY DIVISIBLE PROCESSES
8 36634 DISCRETE TIME REPRESENTATION//NEW KEYNESIAN MACROECONOMETRICS//CONTINUOUS TIME ECONOMETRICS
9 8813 NONLINEAR TIME SERIES//QUASI MAXIMUM LIKELIHOOD ESTIMATION//GEOMETRIC ERGODICITY
10 2015 DETRENDED FLUCTUATION ANALYSIS//ECONOPHYSICS//MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS

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