What is he best known for?
The fields of study he is best known for:
- Statistics
- Normal distribution
- Algebra
Andrew Harvey mainly focuses on Econometrics, Series, Statistics, Kalman filter and Autoregressive integrated moving average.
His Econometrics study incorporates themes from Univariate and Time series.
His work deals with themes such as Smoothing, Outlier and Applied mathematics, which intersect with Series.
His work on Likelihood function, Maximum likelihood sequence estimation, Model selection and Multivariate t-distribution as part of general Statistics research is frequently linked to Negative multinomial distribution, thereby connecting diverse disciplines of science.
His studies deal with areas such as Maximum likelihood and Algorithm as well as Kalman filter.
His work carried out in the field of Autoregressive integrated moving average brings together such families of science as Seasonality, Dynamic factor and Order of integration.
His most cited work include:
- Forecasting, Structural Time Series Models and the Kalman Filter (4885 citations)
- Time series models (1148 citations)
- Multivariate stochastic variance models (1092 citations)
What are the main themes of his work throughout his whole career to date?
Andrew Harvey focuses on Econometrics, Series, Statistics, Applied mathematics and Kalman filter.
Andrew Harvey has researched Econometrics in several fields, including Univariate and Time series.
His Series research incorporates elements of Multivariate statistics, State space, Outlier and Model selection.
His Applied mathematics research includes elements of Simultaneous equations model, Mathematical optimization, Asymptotic distribution, Monte Carlo method and Random walk.
His Asymptotic distribution study which covers Conditional probability distribution that intersects with Logarithm.
The various areas that he examines in his Kalman filter study include Algorithm and Error detection and correction.
He most often published in these fields:
- Econometrics (53.64%)
- Series (31.03%)
- Statistics (32.95%)
What were the highlights of his more recent work (between 2011-2021)?
- Econometrics (53.64%)
- Conditional probability distribution (7.28%)
- Statistics (32.95%)
In recent papers he was focusing on the following fields of study:
His main research concerns Econometrics, Conditional probability distribution, Statistics, Series and Applied mathematics.
His Econometrics study incorporates themes from Statistical theory and Statistical hypothesis testing.
In his study, Weibull distribution and Quantile is inextricably linked to Scale model, which falls within the broad field of Statistics.
His Series research is multidisciplinary, incorporating perspectives in Variable, Gompertz function and Time series.
He has researched Applied mathematics in several fields, including Matrix, Fisher information, Statistical parameter and Statistical distance.
In his work, Time series modeling and Model selection is strongly intertwined with Autoregressive model, which is a subfield of Volatility.
Between 2011 and 2021, his most popular works were:
- Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series (125 citations)
- EGARCH models with fat tails, skewness and leverage (82 citations)
- Filtering With Heavy Tails (79 citations)
In his most recent research, the most cited papers focused on:
- Statistics
- Normal distribution
- Algebra
Andrew Harvey mainly investigates Econometrics, Conditional probability distribution, Statistics, Volatility and Logarithm.
The Econometrics study combines topics in areas such as Wald test, Score test, Student's t-test, Test statistic and Series.
His work on Seasonal adjustment as part of his general Series study is frequently connected to Saturation level, thereby bridging the divide between different branches of science.
His Conditional probability distribution study also includes fields such as
- Asymptotic distribution which connect with Algorithm, Maximum likelihood and Skewness,
- Outlier that intertwine with fields like Autoregressive model.
His study in the fields of White test, Kernel density estimation, Z-test and Portmanteau test under the domain of Statistics overlaps with other disciplines such as Sign test.
His work carried out in the field of Logarithm brings together such families of science as Applied mathematics and Exponential function.
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