Class information for:
Level 1: NONLINEAR TIME SERIES//QUASI MAXIMUM LIKELIHOOD ESTIMATION//GEOMETRIC ERGODICITY

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
8813 1                   NONLINEAR TIME SERIES//QUASI MAXIMUM LIKELIHOOD ESTIMATION//GEOMETRIC ERGODICITY 1245

Terms with highest relevance score


rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 NONLINEAR TIME SERIES authKW 283750 5% 19% 58
2 QUASI MAXIMUM LIKELIHOOD ESTIMATION authKW 241056 2% 48% 20
3 GEOMETRIC ERGODICITY authKW 229438 3% 25% 37
4 ARCH MODELS authKW 194414 2% 30% 26
5 JOURNAL OF TIME SERIES ANALYSIS journal 166455 6% 9% 71
6 STRICT STATIONARITY authKW 152769 1% 46% 13
7 LOCAL ASYMPTOTIC NORMALITY authKW 151214 2% 22% 27
8 SETAR MODELS authKW 148892 1% 59% 10
9 BILINEAR MODEL authKW 136346 2% 22% 25
10 GARCH MODELS authKW 121386 3% 12% 39

Web of Science journal categories


chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Statistics & Probability 90921 65% 0% 815
2 Social Sciences, Mathematical Methods 20419 16% 0% 198
3 Mathematics, Interdisciplinary Applications 8657 19% 0% 239
4 Economics 6858 26% 0% 321
5 Computer Science, Interdisciplinary Applications 386 5% 0% 67
6 Mathematical & Computational Biology 309 3% 0% 40
7 Management 201 3% 0% 40
8 Mathematics 173 7% 0% 83
9 Mathematics, Applied 145 6% 0% 70
10 Business, Finance 109 2% 0% 20

Address terms


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 ECOLE COMMERCE GEST 50626 0% 100% 2
2 STAT MODELISAT ALEATOI 50626 0% 100% 2
3 SUSTAINABIL TECHNOL POLICY 46274 1% 23% 8
4 GREMARS EQUIPPE 28473 0% 38% 3
5 ACCOUNTING ADM COIMBRA 25313 0% 100% 1
6 BANK J AN 25313 0% 100% 1
7 DIPATRIMENTO METODI QUANTITAT ECON 25313 0% 100% 1
8 ECON QUANTITAT METHODS DEMQI 25313 0% 100% 1
9 EQUIPE ANAL MATH LIQUEES 25313 0% 100% 1
10 EQUIPPE UFR MSES 25313 0% 100% 1

Journals


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 JOURNAL OF TIME SERIES ANALYSIS 166455 6% 9% 71
2 ECONOMETRIC THEORY 70810 5% 5% 61
3 STATISTICA SINICA 34352 4% 3% 50
4 STATISTICS & PROBABILITY LETTERS 25243 7% 1% 86
5 JOURNAL OF ECONOMETRICS 23448 5% 2% 58
6 JOURNAL OF FORECASTING 13455 2% 2% 26
7 ECONOMETRICS JOURNAL 10292 1% 4% 11
8 STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS 7901 1% 3% 12
9 COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 7751 4% 1% 51
10 ANNALS OF STATISTICS 6866 3% 1% 33

Author Key Words


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 NONLINEAR TIME SERIES 283750 5% 19% 58 Search NONLINEAR+TIME+SERIES Search NONLINEAR+TIME+SERIES
2 QUASI MAXIMUM LIKELIHOOD ESTIMATION 241056 2% 48% 20 Search QUASI+MAXIMUM+LIKELIHOOD+ESTIMATION Search QUASI+MAXIMUM+LIKELIHOOD+ESTIMATION
3 GEOMETRIC ERGODICITY 229438 3% 25% 37 Search GEOMETRIC+ERGODICITY Search GEOMETRIC+ERGODICITY
4 ARCH MODELS 194414 2% 30% 26 Search ARCH+MODELS Search ARCH+MODELS
5 STRICT STATIONARITY 152769 1% 46% 13 Search STRICT+STATIONARITY Search STRICT+STATIONARITY
6 LOCAL ASYMPTOTIC NORMALITY 151214 2% 22% 27 Search LOCAL+ASYMPTOTIC+NORMALITY Search LOCAL+ASYMPTOTIC+NORMALITY
7 SETAR MODELS 148892 1% 59% 10 Search SETAR+MODELS Search SETAR+MODELS
8 BILINEAR MODEL 136346 2% 22% 25 Search BILINEAR+MODEL Search BILINEAR+MODEL
9 GARCH MODELS 121386 3% 12% 39 Search GARCH+MODELS Search GARCH+MODELS
10 STATIONARITY 117153 4% 8% 56 Search STATIONARITY Search STATIONARITY

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 1003 REALIZED VOLATILITY//HIGH FREQUENCY DATA//VALUE AT RISK
2 28588 PARTIALLY ADAPTIVE ESTIMATOR//FIXED SET UP MODELS//MOST ROBUST ESTIMATE
3 28830 FINITE SAMPLE TEST//SERIAL RANK STATISTICS//SERIAL RANKS
4 7998 BUSINESS CYCLES//BUSINESS CYCLE//TERM SPREAD
5 14756 TIME SERIES OF COUNTS//INAR MODELS//BINOMIAL THINNING
6 25288 LOCALLY STATIONARY PROCESSES//LOCAL STATIONARITY//LOCALLY STATIONARY TIME SERIES
7 5477 CHANGE POINT//CHANGE POINT ESTIMATION//CHANGE POINT PROBLEM
8 4950 LONG MEMORY//FRACTIONAL INTEGRATION//LONG RANGE DEPENDENCE
9 8677 SEASONAL ADJUSTMENT//PORTMANTEAU TEST//ADDITIVE OUTLIER
10 22238 STOCHASTIC STREAMFLOW GENERATION//SYNTHETIC FLOOD WAVE//PERIODIC TIME SERIES

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