algal blooms |
4 |

early warning system |
4 |

garch |
4 |

long range dependence |
4 |

red-tide |
4 |

threshold model |
4 |

time series forecasting |
4 |

varx modelling |
4 |

asymptotic distribution |
3 |

barium - toxicity |
3 |

benchmarking |
3 |

buffered threshold model |
3 |

cadmium - toxicity |
3 |

capital gain tax |
3 |

categorical time series |
3 |

fuzzy sets |
3 |

garch model |
3 |

gps trajectory data segmentation |
3 |

guidelines as topic |
3 |

hidden markov model |
3 |

likelihood ratio test |
3 |

newton's method |
3 |

numerical integral simulation |
3 |

particle swarm optimization |
3 |

polycyclic hydrocarbons, aromatic - toxicity |
3 |

prediction of demand |
3 |

probabilistic logic |
3 |

qmle |
3 |

regime switching |
3 |

residual autocorrelation |
3 |

steady-state probability distribution |
3 |

volatility |
3 |

0167-6687 |
2 |

absolute residual autocorrelation |
2 |

acbve |
2 |

adjustment coefficient |
2 |

arfima |
2 |

asymptotic distributions |
2 |

asymptotic normality |
2 |

asymptotic properties |
2 |

auto-regressive integrated moving average |
2 |

autoregression |
2 |

autoregressive conditional duration |
2 |

autoregressive conditional duration model |
2 |

autoregressive conditional duration models |
2 |

autoregressive moving average model |
2 |

barrier strategy |
2 |

basket trading |
2 |

binomial expansion technique |
2 |

bootstrap method |
2 |

by-claim |
2 |

co-integration |
2 |

cointegration |
2 |

common shock |
2 |

compound binomial risk model |
2 |

compound poisson |
2 |

conditional correlation |
2 |

conditional heteroscedasticity |
2 |

conditional means |
2 |

conditional quantile estimation |
2 |

conservation of natural resources |
2 |

correlated aggregate claims |
2 |

credit ratings |
2 |

credit risk |
2 |

data mining. |
2 |

default data |
2 |

delayed claims |
2 |

diagnostic checking |
2 |

discrete-time risk model |
2 |

dynamic model |
2 |

em algorithm |
2 |

environmental monitoring |
2 |

environmental remediation - economics - methods - statistics and numerical data |
2 |

expected discounted penalty function |
2 |

extreme value theory |
2 |

factor model |
2 |

feedback effect |
2 |

financial engineering. |
2 |

gaussian process |
2 |

gehan‐type rank statistics |
2 |

gerber–shiu function |
2 |

goodness-of-fit test |
2 |

gramcharlier density |
2 |

heavy tail |
2 |

heterogeneous censoring |
2 |

hidden markov model (hmm) |
2 |

high-dimension |
2 |

high-frequency |
2 |

high‐dimensional survival data |
2 |

hyperbolic decay |
2 |

hyperbolic garch model |
2 |

hysteretic model |
2 |

insurance claims modeling |
2 |

integrated covariance matrix |
2 |

integro-differential equation |
2 |

interactive hidden markov model (ihmm) |
2 |

intercorrelated |
2 |

kurtosis |
2 |

lagrange multiplier test |
2 |

least absolute deviation |
2 |

linear programming |
2 |

linear regression |
2 |

local least absolute deviation estimator |
2 |

logistic mixture |
2 |

long memory |
2 |

long-range dependence |
2 |

lundberg-type inequality |
2 |

ma-garch model |
2 |

main claim |
2 |

market microstructure |
2 |

markov analysis |
2 |

mgarch |
2 |

mixture component testing |
2 |

mixture exponential distribution |
2 |

mixture time series |
2 |

mixtures |
2 |

model diagnostic checking |
2 |

models, theoretical |
2 |

multivariate autoregressive model |
2 |

multivariate tvcc model |
2 |

net-profit condition |
2 |

pairs trading |
2 |

panel data |
2 |

parameter estimation |
2 |

portmanteau test |
2 |

power statistic |
2 |

pre-averaging |
2 |

quasilikelihood ratio test |
2 |

random matrix theory |
2 |

randomized dividends |
2 |

realized covariance matrices |
2 |

realized kurtosis |
2 |

realized variance |
2 |

relative value trading |
2 |

residual autocorrelations |
2 |

return maximization |
2 |

risk control |
2 |

ruin probability |
2 |

skewness |
2 |

spiked covariance matrix |
2 |

squared residual autocorrelation |
2 |

statistical arbitrage |
2 |

statistical inference |
2 |

stochastic difference equation |
2 |

stochastic return on investments |
2 |

sure screening property |
2 |

tail behaviour |
2 |

tgarch-gc model |
2 |

threshold |
2 |

threshold garch model |
2 |

threshold ma-garch model |
2 |

threshold models |
2 |

time of ruin |
2 |

trading volume |
2 |

value-at-risk |
2 |

vector autoregressive moving average |
2 |

volatility clustering |
2 |

water pollution - prevention and control |
2 |

weibull distribution |
2 |

wishart distribution |
2 |

additive outlier |
1 |

aic principle |
1 |

alpha-mixing |
1 |

arch |
1 |

arch model |
1 |

arch models |
1 |

arima and arch models |
1 |

arma time series |
1 |

attractor |
1 |

autocorrelation |
1 |

autocorrelations |
1 |

autopersistence function |
1 |

autopersistence graph |
1 |

autoregressive conditional heteroscedasticity |
1 |

autoregressive conditional intensity |
1 |

autoregressive model |
1 |

autoregressive moving-average process |
1 |

autoregressive process |
1 |

autoregressive random variance process |
1 |

autoregressive transformation |
1 |

average derivative estimation |
1 |

bayes estimates |
1 |

bayes factor |
1 |

bayesian inference |
1 |

bias correction |
1 |

bic |
1 |

bilinear time series |
1 |

binary time series |
1 |

bivariate brownian motion |
1 |

bootstrap |
1 |

box–jenkins approach |
1 |

break-point |
1 |

broken trend |
1 |

brownian motion |
1 |

business and economics |
1 |

callbacks |
1 |

causality in volatility |
1 |

chao phraya river |
1 |

chaos |
1 |

chaotic time series |
1 |

checking model adequacy |
1 |

classification |
1 |

complexity |
1 |

conditional heteroscedastic arma model |
1 |

conditional variance |
1 |

consistency |
1 |

corrected akaike information criterion |
1 |

correlation integral |
1 |

cramér-von mises test |
1 |

cross-correlation function |
1 |

cross-correlation tests |
1 |

cross-validation |
1 |

daily rainfall |
1 |

data augmentation |
1 |

data reconstruction |
1 |

diagnostic test |
1 |

diagonal |
1 |

dimension reduction |
1 |

discrete wavelet transformation |
1 |

double sampling |
1 |

double-threshold autoregression |
1 |

dynamical systems |
1 |

economic systems and theories, economic history |
1 |

empirical bayes estimates |
1 |

estimating subgroup means |
1 |

evolutionary algorithms |
1 |

exceedances |
1 |

expectation-maximization algorithm |
1 |

false nearest neighbours |
1 |

far model |
1 |

forecasting |
1 |

fractional differencing |
1 |

full rank maximum likelihood estimator |
1 |

full-rank and reduced-rank maximum likelihood estimators |
1 |

garch models |
1 |

gaussian measures |
1 |

generalized degrees of freedom |
1 |

generalized extreme value distribution |
1 |

generalized linear model |
1 |

generalized linear models |
1 |

generalized pareto distribution |
1 |

geometric ergodicity |
1 |

gibbs sampling |
1 |

goodness of fit |
1 |

goodness-of-fit |
1 |

hadamard product |
1 |

hidden variables |
1 |

horvitz-thompson estimator |
1 |

hydrologic systems |
1 |

hydrological time series |
1 |

imputation |
1 |

independent realization |
1 |

index series |
1 |

infill asymptotics |
1 |

intervention analysis |
1 |

iteratively weighted least squares |
1 |

kalman filter |
1 |

kernel estimates |
1 |

kernel smoothing |
1 |

kullback-leibler information |
1 |

l-spline |
1 |

lagrange-multiplier test |
1 |

least squares estimator |
1 |

limiting distribution |
1 |

local likelihood |
1 |

local linear smoother |
1 |

local models |
1 |

local polynomial fitting |
1 |

long memory models |
1 |

long-memory time series |
1 |

markov chain |
1 |

markov chain monte carlo |
1 |

markov regression model |
1 |

mathematics |
1 |

maximum likelihood |
1 |

maximum likelihood estimation |
1 |

maximum likelihood estimator |
1 |

maximum product of spacings |
1 |

mekong river |
1 |

micro-ergodic parameters |
1 |

misclassification |
1 |

mixture |
1 |

mixture autoregressive model |
1 |

mixture model |
1 |

mixture vector autoregressive model |
1 |

model adequacy |
1 |

model checking |
1 |

model identification |
1 |

model selection |
1 |

monotonic function estimation |
1 |

monte carlo markov chain |
1 |

moran's statistic |
1 |

multiple time series |
1 |

multivariate arch errors |
1 |

multivariate arch model |
1 |

multivariate arch process |
1 |

multivariate autoregressive conditional heteroscedasticity |
1 |

multivariate portmanteau statistic |
1 |

multivariate residual autocorrelation |
1 |

multivariate time series |
1 |

multivaritae time series |
1 |

neighbourhood selection |
1 |

neural networks |
1 |

noise level |
1 |

non-gaussian innovations |
1 |

non-linear time series analysis |
1 |

non-linearity |
1 |

nonconstant correlation |
1 |

nonlinear models |
1 |

nonlinear time series |
1 |

nonlinear time series models |
1 |

nonparametric autoregression |
1 |

nonparametric regression |
1 |

nonparametric time series |
1 |

observed information matrix |
1 |

order determination |
1 |

order selection |
1 |

overdispersion |
1 |

parsimony |
1 |

partially linear model |
1 |

partially nonstationary |
1 |

phase space |
1 |

phase space reconstruction |
1 |

phase-space |
1 |

physics |
1 |

portmanteau statistic |
1 |

portmanteau tests: stationarity and ergodicity |
1 |

posterior odds ratio |
1 |

prediction |
1 |

predictive distributions |
1 |

principal hessian direction |
1 |

projection pursuit |
1 |

radial basis functions |
1 |

random coefficient model |
1 |

random coefficients |
1 |

randomized seasonal unit root |
1 |

randomized unit root |
1 |

reduced rank mle |
1 |

regular and seasonal differencing |
1 |

regular and seasonal unit roots |
1 |

residual autocovariance |
1 |

residual autocovariance estimator |
1 |

response model |
1 |

robust estimation |
1 |

s-index |
1 |

score statistic |
1 |

score test |
1 |

score-based test |
1 |

semiparametrics |
1 |

single-index coefficient models |
1 |

single-index model |
1 |

space-time data |
1 |

squared residuals |
1 |

standard errors |
1 |

star product |
1 |

state space model |
1 |

stationarity |
1 |

stochastic integral |
1 |

stochastic volatility |
1 |

strongly mixing |
1 |

strongly mixing sequence |
1 |

structural change |
1 |

subset model |
1 |

sum of squared residual autocorrelations |
1 |

super-consistency |
1 |

superdiagonal and sub-diagonal models |
1 |

superpopulation model |
1 |

testing for statistical independence |
1 |

threshold autoregressive (tar) time series models |
1 |

threshold time series model |
1 |

time series |
1 |

unit root |
1 |

unit root test |
1 |

unstable arma models |
1 |

varying-coefficient model |
1 |

vector ar-garch model |
1 |

vector autoregression |
1 |

wiener process |
1 |

ρ-mixing |
1 |