Class information for:
Level 1: LONG MEMORY//FRACTIONAL INTEGRATION//FRACTIONAL COINTEGRATION

Basic class information
ID Publications Average number
of references		 Avg. shr. active
ref. in WoS
5618 1533 28.7 49%


Bar chart of Publication_year

Last years might be incomplete

Classes in level above (level 2)


ID, lev.
above		 Publications Label for level above
445 15497 LONG MEMORY//JOURNAL OF TIME SERIES ANALYSIS//JOURNAL OF ECONOMETRICS

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 LONG MEMORY Author keyword 271 49% 26% 397
2 FRACTIONAL INTEGRATION Author keyword 116 56% 9% 141
3 FRACTIONAL COINTEGRATION Author keyword 78 78% 3% 52
4 LONG RANGE DEPENDENCE Author keyword 54 24% 13% 198
5 LOG PERIODOGRAM REGRESSION Author keyword 32 85% 1% 17
6 FRACTIONAL DIFFERENCING Author keyword 30 64% 2% 29
7 ARFIMA MODELS Author keyword 23 76% 1% 16
8 JOURNAL OF TIME SERIES ANALYSIS Journal 15 14% 6% 98
9 ARFIMA Author keyword 14 40% 2% 27
10 GEGENBAUER PROCESS Author keyword 14 100% 0% 7

Web of Science journal categories

Author Key Words


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		 LCSH search Wikipedia search
1 LONG MEMORY 271 49% 26% 397 Search LONG+MEMORY Search LONG+MEMORY
2 FRACTIONAL INTEGRATION 116 56% 9% 141 Search FRACTIONAL+INTEGRATION Search FRACTIONAL+INTEGRATION
3 FRACTIONAL COINTEGRATION 78 78% 3% 52 Search FRACTIONAL+COINTEGRATION Search FRACTIONAL+COINTEGRATION
4 LONG RANGE DEPENDENCE 54 24% 13% 198 Search LONG+RANGE+DEPENDENCE Search LONG+RANGE+DEPENDENCE
5 LOG PERIODOGRAM REGRESSION 32 85% 1% 17 Search LOG+PERIODOGRAM+REGRESSION Search LOG+PERIODOGRAM+REGRESSION
6 FRACTIONAL DIFFERENCING 30 64% 2% 29 Search FRACTIONAL+DIFFERENCING Search FRACTIONAL+DIFFERENCING
7 ARFIMA MODELS 23 76% 1% 16 Search ARFIMA+MODELS Search ARFIMA+MODELS
8 ARFIMA 14 40% 2% 27 Search ARFIMA Search ARFIMA
9 GEGENBAUER PROCESS 14 100% 0% 7 Search GEGENBAUER+PROCESS Search GEGENBAUER+PROCESS
10 LOCAL WHITTLE ESTIMATOR 13 80% 1% 8 Search LOCAL+WHITTLE+ESTIMATOR Search LOCAL+WHITTLE+ESTIMATOR

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 LOG PERIODOGRAM REGRESSION 208 84% 7% 114
2 RANGE DEPENDENCE 147 65% 9% 142
3 NONSTATIONARY HYPOTHESES 116 75% 6% 85
4 LONG RANGE DEPENDENCE 66 28% 13% 200
5 LOCAL WHITTLE ESTIMATION 64 73% 3% 49
6 FRACTIONAL INTEGRATION 61 55% 5% 77
7 LONG MEMORY PROCESSES 59 78% 3% 39
8 GAUSSIAN SEMIPARAMETRIC ESTIMATION 47 86% 2% 24
9 LONG MEMORY 44 27% 9% 138
10 WHITTLE ESTIMATION 44 88% 1% 21

Journals


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 JOURNAL OF TIME SERIES ANALYSIS 15 14% 6% 98

Reviews


Title Publ. year Cit. Active
references		 % act. ref.
to same field
Long memory processes and fractional integration in econometrics 1996 431 74 58%
Robust estimation in long-memory processes under additive outliers 2009 2 18 67%
How can we define the concept of long memory? An econometric survey 2005 13 49 37%
A review of aggregation techniques for agent-based models: understanding the presence of long-term memory 2015 0 37 32%

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 ICS NCID 4 75% 0.2% 3
2 SAMOS MATISSE CES 4 75% 0.2% 3
3 NAVARRA INT DEV 4 56% 0.3% 5
4 EDIFICIO BIBLIOTECA 3 100% 0.2% 3
5 LS C T 3 60% 0.2% 3
6 CARDIFF MATH 2 12% 0.8% 12
7 ECON LICADA ECONOMETRIA ESTADIST 3 1 50% 0.1% 2
8 SUPER GEST GABES 1 100% 0.1% 2
9 STAT OKONOMETR 1 30% 0.2% 3
10 EMPIR FINANCE 1 13% 0.4% 6

Related classes at same level (level 1)


Rank Relatedness score Related classes
1 0.0000159507 PORTMANTEAU TEST//VARIANCE RATIO TEST//FIXED SMOOTHING ASYMPTOTICS
2 0.0000110314 LOCALLY STATIONARY PROCESSES//LOCAL STATIONARITY//LOCALLY STATIONARY PROCESS
3 0.0000103734 SEASONAL COINTEGRATION//SEASONAL UNIT ROOT TESTS//SEASONAL UNIT ROOTS
4 0.0000102906 REALIZED VOLATILITY//GARCH//MARKET MICROSTRUCTURE NOISE
5 0.0000101611 FRACTIONAL BROWNIAN MOTION//ROUGH PATHS//MALLIAVIN CALCULUS
6 0.0000096408 NEW KEYNESIAN MACROECONOMETRICS//DISCRETE TIME REPRESENTATION//CONTINUOUS TIME STOCHASTIC PROCESS
7 0.0000085460 INTEGRATED TIME SERIES//FUNCTIONAL COEFFICIENTS//NONPARAMETRIC KERNEL ESTIMATORS
8 0.0000080217 NONPARAMETRIC REGRESSION ESTIMATION//PARTITIONING ESTIMATE//INFINITE ORDER AUTOREGRESSIVE PROCESS
9 0.0000075871 PURCHASING POWER PARITY//REAL EXCHANGE RATES//SEQUENTIAL PANEL SELECTION METHOD
10 0.0000074325 CONDITIONAL LIKELIHOOD FUNCTION//KRONECKER INDICES//CORNER METHOD