{"id":"https://openalex.org/W18499801","doi":"https://doi.org/10.1007/978-3-662-01131-7_11","title":"Exploring Time Series Using Semi- and Nonparametric Methods","display_name":"Exploring Time Series Using Semi- and Nonparametric Methods","publication_year":1998,"publication_date":"1998-01-01","ids":{"openalex":"https://openalex.org/W18499801","doi":"https://doi.org/10.1007/978-3-662-01131-7_11","mag":"18499801"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-662-01131-7_11","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-662-01131-7_11","pdf_url":null,"source":{"id":"https://openalex.org/S4306506691","display_name":"COMPSTAT","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"COMPSTAT","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5110285959","display_name":"Dag Tj\u00f8stheim","orcid":null},"institutions":[{"id":"https://openalex.org/I4432739","display_name":"University of Bergen","ror":"https://ror.org/03zga2b32","country_code":"NO","type":"education","lineage":["https://openalex.org/I4432739"]}],"countries":["NO"],"is_corresponding":true,"raw_author_name":"Dag Tj\u00f8stheim","raw_affiliation_strings":["Department of Mathematics, University of Bergen, 5007, Bergen, Norway"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Bergen, 5007, Bergen, Norway","institution_ids":["https://openalex.org/I4432739"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5110285959"],"corresponding_institution_ids":["https://openalex.org/I4432739"],"apc_list":null,"apc_paid":null,"fwci":1.0933,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.74552684,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"125","last_page":"136"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9865999817848206,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9865999817848206,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9847999811172485,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9728000164031982,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.6944125890731812},{"id":"https://openalex.org/keywords/nonparametric-statistics","display_name":"Nonparametric statistics","score":0.6858710050582886},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.6612350940704346},{"id":"https://openalex.org/keywords/curse-of-dimensionality","display_name":"Curse of dimensionality","score":0.5934242606163025},{"id":"https://openalex.org/keywords/bilinear-interpolation","display_name":"Bilinear interpolation","score":0.5638206005096436},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5433060526847839},{"id":"https://openalex.org/keywords/linearity","display_name":"Linearity","score":0.49833106994628906},{"id":"https://openalex.org/keywords/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.4920355975627899},{"id":"https://openalex.org/keywords/parametric-statistics","display_name":"Parametric statistics","score":0.4857378602027893},{"id":"https://openalex.org/keywords/setar","display_name":"SETAR","score":0.4848805367946625},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4312290847301483},{"id":"https://openalex.org/keywords/star-model","display_name":"STAR model","score":0.4302841126918793},{"id":"https://openalex.org/keywords/parametric-model","display_name":"Parametric model","score":0.4274800419807434},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4112113118171692},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.3591349720954895},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3566626310348511},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.21543651819229126},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.11867696046829224}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.6944125890731812},{"id":"https://openalex.org/C102366305","wikidata":"https://www.wikidata.org/wiki/Q1097688","display_name":"Nonparametric statistics","level":2,"score":0.6858710050582886},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.6612350940704346},{"id":"https://openalex.org/C111030470","wikidata":"https://www.wikidata.org/wiki/Q1430460","display_name":"Curse of dimensionality","level":2,"score":0.5934242606163025},{"id":"https://openalex.org/C205203396","wikidata":"https://www.wikidata.org/wiki/Q612143","display_name":"Bilinear interpolation","level":2,"score":0.5638206005096436},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5433060526847839},{"id":"https://openalex.org/C77170095","wikidata":"https://www.wikidata.org/wiki/Q1753188","display_name":"Linearity","level":2,"score":0.49833106994628906},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.4920355975627899},{"id":"https://openalex.org/C117251300","wikidata":"https://www.wikidata.org/wiki/Q1849855","display_name":"Parametric statistics","level":2,"score":0.4857378602027893},{"id":"https://openalex.org/C30795276","wikidata":"https://www.wikidata.org/wiki/Q7389877","display_name":"SETAR","level":5,"score":0.4848805367946625},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4312290847301483},{"id":"https://openalex.org/C194657046","wikidata":"https://www.wikidata.org/wiki/Q7394685","display_name":"STAR model","level":4,"score":0.4302841126918793},{"id":"https://openalex.org/C24574437","wikidata":"https://www.wikidata.org/wiki/Q7135228","display_name":"Parametric model","level":3,"score":0.4274800419807434},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4112113118171692},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.3591349720954895},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3566626310348511},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.21543651819229126},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.11867696046829224},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-662-01131-7_11","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-662-01131-7_11","pdf_url":null,"source":{"id":"https://openalex.org/S4306506691","display_name":"COMPSTAT","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"COMPSTAT","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":45,"referenced_works":["https://openalex.org/W34017239","https://openalex.org/W112595622","https://openalex.org/W376804515","https://openalex.org/W378230560","https://openalex.org/W1479829363","https://openalex.org/W1507259579","https://openalex.org/W1600201222","https://openalex.org/W1603041026","https://openalex.org/W1818791402","https://openalex.org/W1965650400","https://openalex.org/W1973878688","https://openalex.org/W1975430198","https://openalex.org/W1988789713","https://openalex.org/W1992272072","https://openalex.org/W1999454708","https://openalex.org/W2006430387","https://openalex.org/W2007573203","https://openalex.org/W2010461984","https://openalex.org/W2015225829","https://openalex.org/W2016548833","https://openalex.org/W2035730307","https://openalex.org/W2036787087","https://openalex.org/W2039476715","https://openalex.org/W2056929675","https://openalex.org/W2063909393","https://openalex.org/W2070681743","https://openalex.org/W2074931146","https://openalex.org/W2080802633","https://openalex.org/W2090708121","https://openalex.org/W2118234389","https://openalex.org/W2128159220","https://openalex.org/W2133799878","https://openalex.org/W2199290170","https://openalex.org/W2329341088","https://openalex.org/W2520340496","https://openalex.org/W2797583072","https://openalex.org/W3123526588","https://openalex.org/W3124423801","https://openalex.org/W3124934897","https://openalex.org/W4242688646","https://openalex.org/W4248070518","https://openalex.org/W4249303080","https://openalex.org/W6665457730","https://openalex.org/W6789961967","https://openalex.org/W7062106823"],"related_works":["https://openalex.org/W4320078083","https://openalex.org/W2019155478","https://openalex.org/W1988789713","https://openalex.org/W1611117054","https://openalex.org/W4238343629","https://openalex.org/W1547559323","https://openalex.org/W304218021","https://openalex.org/W3123153965","https://openalex.org/W3004904934","https://openalex.org/W4366145459"],"abstract_inverted_index":{"Exploratory":[0],"procedures":[1],"are":[2],"essential":[3],"ingredients":[4],"at":[5,28],"various":[6],"stages":[7],"of":[8,62,91,117],"time":[9],"series":[10],"model":[11,44],"building.":[12],"For":[13],"example,":[14],"since":[15],"linearity":[16,22,33],"represents":[17],"a":[18,21,42,73],"great":[19],"simplification,":[20],"test":[23],"ought":[24],"to":[25,39,87],"be":[26,82],"implemented":[27],"an":[29],"early":[30],"stage.":[31],"If":[32,71],"is":[34,38,76],"rejected,":[35],"one":[36,104],"possibility":[37],"search":[40],"for":[41,114],"parametric":[43],"among":[45,84],"such":[46,105,118],"classical":[47],"models":[48,65,102],"as":[49],"the":[50,52,55,58,89,112],"threshold,":[51],"exponential":[53],"autoregressive,":[54],"bilinear,":[56],"or":[57],"more":[59],"flexible":[60],"class":[61],"smooth":[63],"transition":[64],"(cf.":[66],"Granger":[67],"&":[68],"Ter\u00e4svirta,":[69],"1993).":[70],"instead":[72],"nonparametric":[74],"approach":[75],"followed,":[77],"some":[78],"simplification":[79],"would":[80],"usually":[81],"required,":[83],"other":[85],"things,":[86],"avoid":[88],"curse":[90],"dimensionality.":[92],"Selecting":[93],"significant":[94],"lags":[95,99],"and":[96,115],"modelling":[97],"those":[98],"by":[100],"additive":[101],"represent":[103],"simplification.":[106],"I":[107],"will":[108],"indicate":[109],"briefly":[110],"both":[111],"testing":[113],"estimation":[116],"models.":[119]},"counts_by_year":[{"year":2013,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
