Keywords in Publications
keywordsNo. of Authors
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
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