Keyphrases
Academia Sinica
7%
American Statistical Association
7%
ARCH Model
6%
Asymptotic Distribution
21%
Autocorrelation
5%
Autoregressive Conditional Heteroscedasticity Model
6%
Autoregressive Integrated Moving Average (ARIMA)
6%
Autoregressive Model
8%
Autoregressive Moving Average
7%
Autoregressive Time Series Model
5%
Bootstrap Method
5%
Cointegration
6%
Conditional Heteroscedasticity
17%
Conditional Mean
6%
Conditional Variance
7%
Copyright
100%
Diagnostic Checking
15%
EM Algorithm
6%
Estimation Method
13%
Fractionally Integrated
5%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
27%
Goodness-of-fit Test
6%
Heteroscedastic
5%
Hong Kong
7%
Hydrological Time Series
5%
Least Absolute Deviation Estimation
6%
Long Memory
7%
Maximum Likelihood Estimation
6%
Maximum Likelihood Estimator
10%
Mixture Autoregressive Model
5%
Model Adequacy
7%
Popular
5%
Quasi-maximum Likelihood Estimation
5%
Random Coefficients
5%
Realized Covariance Matrix
6%
Regime Switching
5%
Regression Model
5%
Residual Autocorrelation
19%
Simulation Experiment
8%
Simulation Study
10%
Spatial Random Fields
5%
Statistical Science
9%
Stochastic Volatility Model
6%
Test Statistic
9%
Threshold Autoregressive Model
13%
Threshold Model
8%
Time Series Model
29%
Time Series Modeling
6%
Unit Root
9%
Volatility
13%
Mathematics
Asymptotic Distribution
22%
Asymptotics
20%
Autocorrelation
20%
Autoregression
12%
Autoregressive Model
30%
Bootstrap Method
5%
Conditional Variance
7%
Conditionals
59%
Covariance Matrix
9%
Crosscorrelation
5%
EM Algorithm
5%
Estimation Method
9%
GARCH Model
16%
Gaussian Distribution
10%
Goodness of Fit Test
9%
Heteroscedasticity
22%
Least Absolute Deviation
6%
Least Square
7%
Matrix (Mathematics)
7%
Maximum Likelihood Estimation
6%
Maximum Likelihood Estimator
12%
Model Index
5%
Model Selection
6%
Monte Carlo
10%
Null
5%
Piecewise Linear
5%
Random Coefficient
5%
Random Field
5%
Real Data
10%
Residuals
28%
Simulation Study
9%
Square Estimator
5%
Stationarity
7%
Statistical Science
13%
Statistics
11%
Stochastic Volatility Model
5%
Test Statistic
14%
Time Series Model
39%
Time Series Modeling
10%
Variance
11%
