Citation Analysis

% \bf Multiple Change-point detections in parameters of time series models
Arnaud Dufays, Aristide Houndetoungan, Alain Coën
https://arxiv.org/abs/2402.05329
169
Citation mentions
81
Cited references
14
Sections
9,590
Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

# Reference Year Mentions Breadth Sec. Wtd Share Composite Main %
1 Bai, J. and Perron, P. 1998 5 4 8.0 0.030 1.000 100%
2 Yau, Chun Yip and Zhao, Zifeng 2016 13 6 23.0 0.077 1.000 100%
3 Dicker, Lee and Huang, Baosheng and Lin, Xihong 2013 6 3 11.0 0.036 1.000 100%
4 Meligkotsidou, Loukia and Vrontos, Ioannis D 2008 11 4 21.0 0.065 1.000 100%
5 Bai, Jushan and Perron, Pierre 2003 4 3 8.0 0.024 0.928 100%
6 Fung, W. and Hsieh, David 2001 3 3 5.0 0.018 0.843 100%
7 Fung, William and Hsieh, David A 2004 4 2 8.0 0.024 0.811 100%
8 Eo, Yunjong 2016 5 4 4.5 0.030 0.737 40%
9 Huber, Florian and Kastner, Gregor and Feldkircher... 2019 5 4 4.5 0.030 0.737 40%
10 Chan, Ngai Hang and Yau, Chun Yip and Zhang, Rong-... 2014 3 2 4.0 0.018 0.737 100%
11 Fernandez, Carmen and Ley, Eduardo and Steel, Mark... 2001 4 2 6.5 0.024 0.737 75%
12 Dufays, A. and Rombouts, J. VK (self) 2020 7 4 5.5 0.041 0.659 29%
13 Chernoff, Herman and Zacks, Shelemyahu 1964 2 2 2.0 0.012 0.644 100%
14 Killick, Rebecca and Fearnhead, Paul and Eckley, I... 2012 2 2 3.0 0.012 0.644 100%
15 Stephens, D. A. 1994 2 2 3.0 0.012 0.644 100%
16 Ueda, Naonori and Nakano, Ryohei 1998 2 2 3.0 0.012 0.644 100%
17 Fung, William and Hsieh, David and Naik, Narayan a... 2008 2 2 3.0 0.012 0.644 100%
18 Patton, Andrew and Ramodarai, Tarun and Streatfiel... 2015 2 2 3.0 0.012 0.644 100%
19 Zhang, Yiyun and Li, Runze and Tsai, Chih-Ling 2010 2 2 4.0 0.012 0.644 100%
20 Korkas, Karolos K and Fryzlewiczv, Piotr 2017 2 2 4.0 0.012 0.644 100%
21 Benoit Carmichael and Alain Coen 2018 2 2 4.0 0.012 0.644 100%
22 Shiller, R.J. 2015 2 2 4.0 0.012 0.644 100%
23 Giordani, P. and Kohn, R. 2008 9 5 6.5 0.053 0.606 22%
24 Chib, S. 1998 3 3 2.0 0.018 0.585 33%
25 Perron, Pierre and others 2006 2 1 4.0 0.012 0.511 100%
26 George, Edward I. and McCulloch, Robert E. 1993 2 2 2.5 0.012 0.511 50%
27 Bauwens, L. and Dufays, A. and De Backer, B. (self) 2011 2 1 4.0 0.012 0.511 100%
28 ter Braak, C. J. F. 2006 2 1 4.0 0.012 0.511 100%
29 Agarwal, Vikhash and Naik, Narayanan 2004 2 1 4.0 0.012 0.511 100%
30 Carhart, M. M. 1997 2 1 4.0 0.012 0.511 100%
31 Chen, Nai-Fu and Roll, Richard and Ross, Stephen A 1986 2 1 4.0 0.012 0.511 100%
32 Ambrose, Brent . W. and D'Lima, W. 2016 2 1 4.0 0.012 0.511 100%
33 Geweke, J. and Porter-Hudak, S. 1983 1 1 1.0 0.006 0.406 100%
34 Hamilton, J.D. 1989 1 1 1.0 0.006 0.406 100%
35 Bauwens, L. and Koop, G. and Korobilis, D. and Rom... 2015 1 1 1.0 0.006 0.406 100%
36 Andrews, Donald WK 1993 1 1 1.0 0.006 0.406 100%
37 Fryzlewicz, Piotr and others 2014 1 1 1.0 0.006 0.406 100%
38 Fearnhead, P.P. and Liu, Z. 2007 1 1 1.0 0.006 0.406 100%
39 Rigaill, Guillem and Lebarbier, E 2012 1 1 1.0 0.006 0.406 100%
40 Maheu, J. and Song, Y. 2013 1 1 1.0 0.006 0.406 100%
41 Raftery, Adrian E and Ka 2010 1 1 1.0 0.006 0.406 100%
42 Koop, Gary and Korobilis, Dimitris 2012 1 1 1.0 0.006 0.406 100%
43 Yuan, Ming and Lin, Yi 2006 1 1 1.0 0.006 0.406 100%
44 Bollen, Nicolas and Whaley, Robert E. 2009 1 1 1.0 0.006 0.406 100%
45 Robert Tibshirani 1994 1 1 2.0 0.006 0.406 100%
46 Ishwaran, Hemant and Rao, J. Sunil 2005 1 1 2.0 0.006 0.406 100%
47 Fan, Jianqing and Li, R. 2001 1 1 2.0 0.006 0.406 100%
48 Fan, Jianqing and Peng, Heng and others 2004 1 1 2.0 0.006 0.406 100%
49 Ro\vc 2014 1 1 2.0 0.006 0.406 100%
50 Zhao, Qinpei and Hautama 2012 1 1 2.0 0.006 0.406 100%
51 Liu, J. and Wu, S. and Zidek, J. V. 1997 1 1 2.0 0.006 0.406 100%
52 Zhang, Nancy R and Siegmund, David O 2007 1 1 2.0 0.006 0.406 100%
53 Kim, Jeankyung and Kim, Hyune-Ju 2016 1 1 2.0 0.006 0.406 100%
54 Liao, W. 2008 1 1 2.0 0.006 0.406 100%
55 Vrugt, J. A. and ter Braak, C. J. F. and Diks, C. ... 2009 1 1 2.0 0.006 0.406 100%
56 Brooks, Stephen P and Gelman, Andrew 1998 1 1 2.0 0.006 0.406 100%
57 Cho, Haeran and Fryzlewicz, Piotr 2015 1 1 2.0 0.006 0.406 100%
58 Mcilhagga, William H 2016 1 1 2.0 0.006 0.406 100%
59 Qian, J. and Hastie, T. and Friedman, J. and Tibsh... 2013 1 1 2.0 0.006 0.406 100%
60 Mitchell, Mark and Pulvino, Todd 2001 1 1 2.0 0.006 0.406 100%
61 Getmansky, Mila and Lo, Andrew W and Makarov, Igor 2004 1 1 2.0 0.006 0.406 100%
62 John Y. Campbell 2000 1 1 2.0 0.006 0.406 100%
63 Pagliari, J. L. And Scherer, K. A. And Monopoli, R... 2005 1 1 2.0 0.006 0.406 100%
64 Ambrose, B. W. And Lee, D. W. and Peek, J. 2007 1 1 2.0 0.006 0.406 100%
65 Ardia, D. and Dufays, A. and Ordas, C. (self) 2019 1 1 2.0 0.006 0.406 100%
66 Eckley, Idris A. and Fearnhead, Paul and Killick, ... 2011 1 1 2.0 0.006 0.406 100%
67 David E. Rapach and Jack K. Strauss and Guofu Zhou 2009 1 1 2.0 0.006 0.406 100%
68 Gerlach, Richard and Carter, Chris and Kohn, Rober... 2000 3 1 1.5 0.018 0.126 0%
69 Malsiner-Walli, Gertraud and Wagner, Helga 2016 1 1 0.5 0.006 0.087 0%
70 Ro\vc 2018 1 1 0.5 0.006 0.087 0%
71 Primiceri, G-E. 2005 1 1 0.5 0.006 0.087 0%
72 Bitto, Angela and Fru 2019 1 1 0.5 0.006 0.087 0%
73 Kim, Sangjoon and Shephard, Neil and Chib, Siddhar... 1998 1 1 0.5 0.006 0.087 0%
74 McCausland, William J and Miller, Shirley and Pell... 2011 1 1 0.5 0.006 0.087 0%
75 Kastner, Gregor and Fru 2014 1 1 0.5 0.006 0.087 0%
76 Chan, Joshua CC and Koop, Gary and Leon-Gonzalez, ... 2012 1 1 0.5 0.006 0.087 0%
77 1 1 0.5 0.006 0.087 0%
78 Dufays, Arnaud and Zhuo, Li and Rombouts, Jeroen a... (self) 2020 1 1 0.5 0.006 0.087 0%
79 Pesaran, M. Hashem and Pettenuzzo, D. and Timmerma... 2006 1 1 0.5 0.006 0.087 0%
80 Maheu, John M and Song, Yong 2014 1 1 0.5 0.006 0.087 0%
81 Herbst, Edward and Schorfheide, Frank 2014 1 1 0.5 0.006 0.087 0%
Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.