Class information for:
Level 1: NONLINEAR TIME SERIES//BILINEAR MODEL//ARRANGED AUTOREGRESSION

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
20360 464 20.8 40%


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
9 4 COMPUTER SCIENCE, THEORY & METHODS//COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE//COMPUTER SCIENCE, INFORMATION SYSTEMS 1247339
34 3       STATISTICS & PROBABILITY//STAT//COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 105938
189 2             STATISTICS & PROBABILITY//NONPARAMETRIC REGRESSION//ANNALS OF STATISTICS 21720
20360 1                   NONLINEAR TIME SERIES//BILINEAR MODEL//ARRANGED AUTOREGRESSION 464

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 NONLINEAR TIME SERIES authKW 377483 9% 14% 41
2 BILINEAR MODEL authKW 354530 5% 22% 25
3 ARRANGED AUTOREGRESSION authKW 274198 1% 83% 5
4 LOCAL ASYMPTOTIC MOST STRINGENT TEST authKW 263232 1% 100% 4
5 TIME VARYING BILINEAR MODELS authKW 263232 1% 100% 4
6 BILINEAR TIME SERIES authKW 235026 1% 71% 5
7 PERIODIC BILINEAR MODELS authKW 197424 1% 100% 3
8 SELF EXCITING THRESHOLD AUTOREGRESSION authKW 197424 1% 100% 3
9 THRESHOLD AUTOREGRESSIVE MODEL authKW 189573 2% 26% 11
10 LOCAL ASYMPTOTIC NORMALITY authKW 179144 4% 15% 18

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 Statistics & Probability 27957 59% 0% 276
2 Social Sciences, Mathematical Methods 1221 6% 0% 30
3 Mathematics, Interdisciplinary Applications 898 10% 0% 48
4 Economics 798 15% 0% 69
5 Mathematical & Computational Biology 330 5% 0% 24
6 Automation & Control Systems 229 5% 0% 23
7 Management 132 4% 0% 19
8 Mathematics, Applied 116 8% 0% 35
9 Computer Science, Cybernetics 78 1% 0% 6
10 Biology 76 4% 0% 20

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 ECOLE COMMERCE GEST 131616 0% 100% 2
2 STAT MODELISAT ALEATOI 131616 0% 100% 2
3 COMP CIENT PESQUISA DESENVOLVIMENTO 65808 0% 100% 1
4 EQUIPPE UFR MSES 65808 0% 100% 1
5 STAT PROBA 65808 0% 100% 1
6 UMR 6085 MATH R HAEL SALEM 32903 0% 50% 1
7 MATH PL MODELISAT 32901 0% 25% 2
8 COURANT POVERTY EQU GROWTH DEV COUNTRIE 21935 0% 33% 1
9 DIPARTIMENTO SOCIOL COMUNICAZ 21935 0% 33% 1
10 SCI ECON SCI GEST 21935 0% 33% 1

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 STATISTICA SINICA 33066 6% 2% 30
2 JOURNAL OF TIME SERIES ANALYSIS 28817 4% 2% 18
3 JOURNAL OF FORECASTING 12048 3% 1% 15
4 BIOMETRIKA 5913 4% 1% 17
5 STATISTICS & PROBABILITY LETTERS 5186 5% 0% 24
6 RAIRO-AUTOMATIQUE-SYSTEMS ANALYSIS AND CONTROL 4782 0% 4% 2
7 COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 4693 5% 0% 24
8 JOURNAL OF ECONOMETRICS 4126 3% 0% 15
9 STATISTICAL METHODS AND APPLICATIONS 3835 1% 1% 4
10 JOURNAL OF APPLIED PROBABILITY 3699 3% 0% 14

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 NONLINEAR TIME SERIES 377483 9% 14% 41 Search NONLINEAR+TIME+SERIES Search NONLINEAR+TIME+SERIES
2 BILINEAR MODEL 354530 5% 22% 25 Search BILINEAR+MODEL Search BILINEAR+MODEL
3 ARRANGED AUTOREGRESSION 274198 1% 83% 5 Search ARRANGED+AUTOREGRESSION Search ARRANGED+AUTOREGRESSION
4 LOCAL ASYMPTOTIC MOST STRINGENT TEST 263232 1% 100% 4 Search LOCAL+ASYMPTOTIC+MOST+STRINGENT+TEST Search LOCAL+ASYMPTOTIC+MOST+STRINGENT+TEST
5 TIME VARYING BILINEAR MODELS 263232 1% 100% 4 Search TIME+VARYING+BILINEAR+MODELS Search TIME+VARYING+BILINEAR+MODELS
6 BILINEAR TIME SERIES 235026 1% 71% 5 Search BILINEAR+TIME+SERIES Search BILINEAR+TIME+SERIES
7 PERIODIC BILINEAR MODELS 197424 1% 100% 3 Search PERIODIC+BILINEAR+MODELS Search PERIODIC+BILINEAR+MODELS
8 SELF EXCITING THRESHOLD AUTOREGRESSION 197424 1% 100% 3 Search SELF+EXCITING+THRESHOLD+AUTOREGRESSION Search SELF+EXCITING+THRESHOLD+AUTOREGRESSION
9 THRESHOLD AUTOREGRESSIVE MODEL 189573 2% 26% 11 Search THRESHOLD+AUTOREGRESSIVE+MODEL Search THRESHOLD+AUTOREGRESSIVE+MODEL
10 LOCAL ASYMPTOTIC NORMALITY 179144 4% 15% 18 Search LOCAL+ASYMPTOTIC+NORMALITY Search LOCAL+ASYMPTOTIC+NORMALITY

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.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 LIANG, RB , NIU, CZ , XIA, Q , ZHANG, ZQ , (2015) NONLINEARITY TESTING AND MODELING FOR THRESHOLD MOVING AVERAGE MODELS.JOURNAL OF APPLIED STATISTICS. VOL. 42. ISSUE 12. P. 2614 -2630 17 85% 0
2 CHEN, DQ , WANG, HB , (2011) THE STATIONARITY AND INVERTIBILITY OF A CLASS OF NONLINEAR ARMA MODELS.SCIENCE CHINA-MATHEMATICS. VOL. 54. ISSUE 3. P. 469 -478 17 81% 0
3 FONSECA, G , (2004) ON THE STATIONARITY OF FIRST-ORDER NONLINEAR TIME SERIES MODELS: SOME DEVELOPMENTS.STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS. VOL. 8. ISSUE 2. P. - 18 82% 0
4 BENTARZI, M , DJEDDOU, L , (2014) ADAPTIVE ESTIMATION OF PERIODIC FIRST-ORDER THRESHOLD AUTOREGRESSIVE MODEL.COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION. VOL. 43. ISSUE 7. P. 1611-1630 15 65% 0
5 LI, D , TONG, H , (2016) NESTED SUB-SAMPLE SEARCH ALGORITHM FOR ESTIMATION OF THRESHOLD MODELS.STATISTICA SINICA. VOL. 26. ISSUE 4. P. 1543 -1554 15 60% 0
6 LI, D , LING, SQ , LI, WK , (2013) ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS.ECONOMETRIC THEORY. VOL. 29. ISSUE 3. P. 482-516 16 59% 1
7 TONG, H , (2011) THRESHOLD MODELS IN TIME SERIES ANALYSIS-30 YEARS ON.STATISTICS AND ITS INTERFACE. VOL. 4. ISSUE 2. P. 107 -118 18 50% 22
8 LI, D , LI, WK , LING, SQ , (2011) ON THE LEAST SQUARES ESTIMATION OF THRESHOLD AUTOREGRESSIVE AND MOVING-AVERAGE MODELS.STATISTICS AND ITS INTERFACE. VOL. 4. ISSUE 2. P. 183-196 12 80% 0
9 BOUCHER, TR , CLINE, DBH , (2007) STABILITY OF CYCLIC THRESHOLD AND THRESHOLD-LIKE AUTOREGRESSIVE TIME SERIES MODELS.STATISTICA SINICA. VOL. 17. ISSUE 1. P. 43-62 10 100% 0
10 LI, D , LING, SQ , (2012) ON THE LEAST SQUARES ESTIMATION OF MULTIPLE-REGIME THRESHOLD AUTOREGRESSIVE MODELS.JOURNAL OF ECONOMETRICS. VOL. 167. ISSUE 1. P. 240-253 15 54% 11

Classes with closest relation at Level 1


Rank Class id link
1 11419 TERM SPREAD//MARKOV SWITCHING//MARKOV SWITCHING MODELS
2 1852 GARCH//GARCH MODELS//VALUE AT RISK
3 33546 MOST ROBUST ESTIMATE//HAMPELS PROBLEM//OPTIMAL BOUNDED INFLUENCE FUNCTION
4 21918 BICORRELATION//SECTORAL SHARES//TRICORRELATION
5 9961 PORTMANTEAU TEST//ADDITIVE OUTLIER//RESIDUAL AUTOCORRELATION
6 12978 CONDITIONAL MODE//NONPARAMETRIC REGRESSION ESTIMATION//BAHADUR EXACT SLOPE
7 20746 PERIODICALLY CORRELATED PROCESSES//CYCLOSTATIONARITY//ALMOST PERIODICALLY CORRELATED PROCESSES
8 10894 SMOOTH TEST//LACK OF FIT TEST//CONSISTENT TEST
9 14470 TIME SERIES OF COUNTS//BINOMIAL THINNING//INTEGER VALUED TIME SERIES
10 31011 SPURIOUS REGRESSION//INTEGRATED TIME SERIES//FUNCTIONAL COEFFICIENTS

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