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

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
5121 1669 29.3 50%


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
5121 1                   LONG MEMORY//FRACTIONAL INTEGRATION//LONG RANGE DEPENDENCE 1669

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 LONG MEMORY authKW 4362984 26% 54% 439
2 FRACTIONAL INTEGRATION authKW 1804400 10% 60% 165
3 LONG RANGE DEPENDENCE authKW 1083954 13% 28% 209
4 FRACTIONAL COINTEGRATION authKW 833616 4% 76% 60
5 ARFIMA MODEL authKW 401557 2% 73% 30
6 FRACTIONAL DIFFERENCING authKW 382163 2% 67% 31
7 LONG MEMORY PROCESS authKW 289797 2% 41% 39
8 LOG PERIODOGRAM REGRESSION authKW 278256 1% 89% 17
9 ARFIMA authKW 256389 2% 48% 29
10 GEGENBAUER PROCESS authKW 237820 1% 100% 13

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 78997 53% 1% 881
2 Social Sciences, Mathematical Methods 35702 18% 1% 303
3 Economics 21419 39% 0% 646
4 Mathematics, Interdisciplinary Applications 15311 22% 0% 366
5 Business, Finance 1557 5% 0% 79
6 Computer Science, Interdisciplinary Applications 436 5% 0% 83
7 Management 425 4% 0% 65
8 Mathematical & Computational Biology 69 1% 0% 25
9 Political Science 48 1% 0% 23
10 Mathematics, Applied 26 3% 0% 50

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 EDIFICIO BIBLIOTECA 54882 0% 100% 3
2 NAVARRA INT DEV 41572 0% 45% 5
3 SAMOS MATISSE CES 41160 0% 75% 3
4 SUPER GEST GABES 36588 0% 100% 2
5 ICS NCID 32927 0% 60% 3
6 LS C T 32927 0% 60% 3
7 ECON 23528 22% 0% 365
8 PL COMPUTAT STAT 22510 0% 31% 4
9 CREATES 20347 1% 8% 14
10 EMPIR FINANCE 19060 0% 15% 7

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 JOURNAL OF TIME SERIES ANALYSIS 237576 6% 13% 98
2 ECONOMETRIC THEORY 85799 5% 6% 78
3 JOURNAL OF ECONOMETRICS 49120 6% 3% 98
4 ANNALS OF STATISTICS 16137 4% 2% 59
5 BERNOULLI 13978 2% 3% 30
6 JOURNAL OF FORECASTING 13371 2% 2% 30
7 STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS 11742 1% 4% 17
8 ECONOMICS LETTERS 11212 5% 1% 77
9 ECONOMETRIC REVIEWS 10718 1% 4% 15
10 STOCHASTIC PROCESSES AND THEIR APPLICATIONS 9914 3% 1% 43

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 LONG MEMORY 4362984 26% 54% 439 Search LONG+MEMORY Search LONG+MEMORY
2 FRACTIONAL INTEGRATION 1804400 10% 60% 165 Search FRACTIONAL+INTEGRATION Search FRACTIONAL+INTEGRATION
3 LONG RANGE DEPENDENCE 1083954 13% 28% 209 Search LONG+RANGE+DEPENDENCE Search LONG+RANGE+DEPENDENCE
4 FRACTIONAL COINTEGRATION 833616 4% 76% 60 Search FRACTIONAL+COINTEGRATION Search FRACTIONAL+COINTEGRATION
5 ARFIMA MODEL 401557 2% 73% 30 Search ARFIMA+MODEL Search ARFIMA+MODEL
6 FRACTIONAL DIFFERENCING 382163 2% 67% 31 Search FRACTIONAL+DIFFERENCING Search FRACTIONAL+DIFFERENCING
7 LONG MEMORY PROCESS 289797 2% 41% 39 Search LONG+MEMORY+PROCESS Search LONG+MEMORY+PROCESS
8 LOG PERIODOGRAM REGRESSION 278256 1% 89% 17 Search LOG+PERIODOGRAM+REGRESSION Search LOG+PERIODOGRAM+REGRESSION
9 ARFIMA 256389 2% 48% 29 Search ARFIMA Search ARFIMA
10 GEGENBAUER PROCESS 237820 1% 100% 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.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 CAPORALE, GM , GIL-ALANA, LA , (2013) LONG MEMORY IN US REAL OUTPUT PER CAPITA.EMPIRICAL ECONOMICS. VOL. 44. ISSUE 2. P. 591 -611 45 85% 2
2 NIELSEN, MO , FREDERIKSEN, PH , (2005) FINITE SAMPLE COMPARISON OF PARAMETRIC, SEMIPARAMETRIC, AND WAVELET ESTIMATORS OF FRACTIONAL INTEGRATION.ECONOMETRIC REVIEWS. VOL. 24. ISSUE 4. P. 405-443 40 83% 15
3 FAY, G , MOULINES, E , ROUEFF, F , TAQQU, MS , (2009) ESTIMATORS OF LONG-MEMORY: FOURIER VERSUS WAVELETS.JOURNAL OF ECONOMETRICS. VOL. 151. ISSUE 2. P. 159-177 31 91% 27
4 BAILLIE, RT , (1996) LONG MEMORY PROCESSES AND FRACTIONAL INTEGRATION IN ECONOMETRICS.JOURNAL OF ECONOMETRICS. VOL. 73. ISSUE 1. P. 5 -59 44 59% 500
5 HASSLER, U , (2011) ESTIMATION OF FRACTIONAL INTEGRATION UNDER TEMPORAL AGGREGATION.JOURNAL OF ECONOMETRICS. VOL. 162. ISSUE 2. P. 240-247 37 71% 6
6 SHIMOTSU, K , (2012) EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONALLY COINTEGRATED SYSTEMS.JOURNAL OF ECONOMETRICS. VOL. 169. ISSUE 2. P. 266-278 26 96% 9
7 ACHARD, S , GANNAZ, I , (2016) MULTIVARIATE WAVELET WHITTLE ESTIMATION IN LONG-RANGE DEPENDENCE.JOURNAL OF TIME SERIES ANALYSIS. VOL. 37. ISSUE 4. P. 476 -512 28 85% 0
8 BARROS, CP , GIL-ALANA, LA , (2013) INFLATION FORECASTING IN ANGOLA: A FRACTIONAL APPROACH.AFRICAN DEVELOPMENT REVIEW-REVUE AFRICAINE DE DEVELOPPEMENT. VOL. 25. ISSUE 1. P. 91-104 28 85% 4
9 GRASSI, S , DE MAGISTRIS, PS , (2014) WHEN LONG MEMORY MEETS THE KALMAN FILTER: A COMPARATIVE STUDY.COMPUTATIONAL STATISTICS & DATA ANALYSIS. VOL. 76. ISSUE . P. 301-319 29 76% 5
10 PAPAILIAS, F , DIAS, GF , (2015) FORECASTING LONG MEMORY SERIES SUBJECT TO STRUCTURAL CHANGE: A TWO-STAGE APPROACH.INTERNATIONAL JOURNAL OF FORECASTING. VOL. 31. ISSUE 4. P. 1056 -1066 25 86% 0

Classes with closest relation at Level 1


Rank Class id link
1 31011 SPURIOUS REGRESSION//INTEGRATED TIME SERIES//FUNCTIONAL COEFFICIENTS
2 21880 ESTIMATIVE PREDICTION LIMIT//PATH FORECAST//PREDICTION LIMIT
3 56 PURCHASING POWER PARITY//UNIT ROOT//UNIT ROOT TEST
4 1852 GARCH//GARCH MODELS//VALUE AT RISK
5 23478 LOCALLY STATIONARY PROCESSES//LOCAL STATIONARITY//LOCALLY STATIONARY TIME SERIES
6 32302 DISCRETE TIME REPRESENTATION//MIXED SAMPLING FREQUENCIES//NEW KEYNESIAN MACROECONOMETRICS
7 21683 CONSERVATIVE FLOW//EVANESCENT RANDOM FIELDS//MIXED MOVING AVERAGE
8 35452 PARTIAL AUTOCORRELATION FUNCTIONS//RIGID FUNCTIONS//BAXTERS CONDITION
9 18902 MARTINGALE APPROXIMATION//CHAINS WITH COMPLETE CONNECTIONS//STRICTLY STATIONARY PROCESS
10 7014 HIGH FREQUENCY DATA//REALIZED VOLATILITY//MICROSTRUCTURE NOISE

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