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Citation Analysis

\bf Vector AutoRegressive Moving Average Models: \\ A Review
Marie-Christine Düker, David S. Matteson, Ruey S. Tsay, Ines Wilms
https://arxiv.org/abs/2406.19702
272
Citation mentions
210
Cited references
7
Sections
10,742
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 Lutkepohl, H 2005 7 4 12.0 0.026 1.000 100%
2 Tsay, R (self) 2013 8 3 16.0 0.029 1.000 100%
3 Tiao, G. and Tsay, R (self) 1989 8 4 16.0 0.029 1.000 100%
4 Akaike, H 1976 4 3 8.0 0.015 0.928 100%
5 Poskitt, D 1992 4 3 8.0 0.015 0.928 100%
6 Tiao, G. and Box, G 1981 3 3 5.0 0.011 0.843 100%
7 Tsay, R. and Wood, D (self) 2022 3 3 5.0 0.011 0.843 100%
8 Dufour, J.-M. and Pelletier, D 2022 3 3 6.0 0.011 0.843 100%
9 Wilms, I., Basu, S., Bien, J., and Matteson, D (self) 2023 3 3 6.0 0.011 0.843 100%
10 Tsay, R (self) 1989 3 2 6.0 0.011 0.737 100%
11 Hannan, E. J. and Deistler, M 1988 2 2 4.0 0.007 0.644 100%
12 Reinsel, G 1993 2 2 4.0 0.007 0.644 100%
13 Dunsmuir, W. and Hannan, E 1976 2 2 4.0 0.007 0.644 100%
14 Hannan, E. and Kavalieris, L 1984 2 2 4.0 0.007 0.644 100%
15 Lutkepohl, H 2006 2 2 4.0 0.007 0.644 100%
16 Box, G. and Tiao, G 1977 2 2 4.0 0.007 0.644 100%
17 Kohn, R 1979 2 2 4.0 0.007 0.644 100%
18 Boubacar Ma\"\inassara, Y. and Francq, C 2011 2 2 4.0 0.007 0.644 100%
19 Katayama, N 2012 2 2 4.0 0.007 0.644 100%
20 Yap, S. and Reinsel, G 1995 3 1 6.0 0.011 0.585 100%
21 Ling, S. and McAleer, M 2003 3 1 6.0 0.011 0.585 100%
22 Hallin, M 1978 3 1 6.0 0.011 0.585 100%
23 Gallego, J 2009 2 1 4.0 0.007 0.511 100%
24 Mauricio, J. A 1995 2 1 4.0 0.007 0.511 100%
25 Metaxoglou, K. and Smith, A 2007 2 1 4.0 0.007 0.511 100%
26 Dufour, J. and Jouini, T 2014 2 1 4.0 0.007 0.511 100%
27 Hosking, J 1980 2 1 4.0 0.007 0.511 100%
28 Hosking, J 1981 2 1 4.0 0.007 0.511 100%
29 Li, W. and McLeod, A 1981 2 1 4.0 0.007 0.511 100%
30 Gourieroux, C., Monfort, A., and Renne, J.-P 2020 2 1 4.0 0.007 0.511 100%
31 Dufour, J.-M. and Stevanovi\'c, D 2013 2 1 4.0 0.007 0.511 100%
32 Galeano, P. and Pena, D 2007 2 1 4.0 0.007 0.511 100%
33 Francq, C. and Zako\ian, J.-M 2001 2 1 4.0 0.007 0.511 100%
34 Box, G. and Jenkins, G 1976 1 1 1.0 0.004 0.406 100%
35 Amendola, A., Niglio, M., and Vitale, C 2010 1 1 1.0 0.004 0.406 100%
36 Wallis, K 1977 1 1 1.0 0.004 0.406 100%
37 Zellner, A. and Palm, F 1974 1 1 1.0 0.004 0.406 100%
38 Fernandez-Villaverde, J., Rubio-Ram\'\irez, J. F.,... 2007 1 1 1.0 0.004 0.406 100%
39 Komunjer, I. and Ng, S 2011 1 1 1.0 0.004 0.406 100%
40 Vinod, H 1996 1 1 1.0 0.004 0.406 100%
41 Cooley, T. and Dwyer, M 1998 1 1 1.0 0.004 0.406 100%
42 Brockwell, P. and Davis, R 1991 1 1 2.0 0.004 0.406 100%
43 Hannan, E 1969 1 1 2.0 0.004 0.406 100%
44 Hannan, E 1971 1 1 2.0 0.004 0.406 100%
45 Akaike, H 1974 1 1 2.0 0.004 0.406 100%
46 Nsiri, S. and Roy, R 1992 1 1 2.0 0.004 0.406 100%
47 Nsiri, S. and Roy, R 1996 1 1 2.0 0.004 0.406 100%
48 Ratsimalahelo, Z 2001 1 1 2.0 0.004 0.406 100%
49 Poskitt, D 2016 1 1 2.0 0.004 0.406 100%
50 Bhansali, R 2020 1 1 2.0 0.004 0.406 100%
51 Athanasopoulos, G. and Vahid, F 2008 1 1 2.0 0.004 0.406 100%
52 Athanasopoulos, G., Poskitt, D., and Vahid, F 2012 1 1 2.0 0.004 0.406 100%
53 Tsay, R (self) 1991 1 1 2.0 0.004 0.406 100%
54 Koreisha, S. and Pukkila, T 1987 1 1 2.0 0.004 0.406 100%
55 Deistler, M., Dunsmuir, W., and Hannan, E 1978 1 1 2.0 0.004 0.406 100%
56 Akaike, H 1973 1 1 2.0 0.004 0.406 100%
57 Tunnicliffe Wilson, G 1973 1 1 2.0 0.004 0.406 100%
58 Nicholls, D 1976 1 1 2.0 0.004 0.406 100%
59 Nicholls, D 1977 1 1 2.0 0.004 0.406 100%
60 Nicholls, D. and Hall, A 1979 1 1 2.0 0.004 0.406 100%
61 Hall, A. and Nicholls, D 1980 1 1 2.0 0.004 0.406 100%
62 Rissanen, J. and Caines, P 1979 1 1 2.0 0.004 0.406 100%
63 Reinsel, G 1979 1 1 2.0 0.004 0.406 100%
64 Hillmer, S. C. and Tiao, G 1979 1 1 2.0 0.004 0.406 100%
65 Hannan, E., Dunsmuir, W., and Deistler, M 1980 1 1 2.0 0.004 0.406 100%
66 Ansley, C 1980 1 1 2.0 0.004 0.406 100%
67 Kohn, R. and Ansley, C 1982 1 1 2.0 0.004 0.406 100%
68 Mittnik, S 1990 1 1 2.0 0.004 0.406 100%
69 Mittnik, S 1993 1 1 2.0 0.004 0.406 100%
70 McElroy, T 2017 1 1 2.0 0.004 0.406 100%
71 Mauricio, J. A 1997 1 1 2.0 0.004 0.406 100%
72 Mauricio, J. A 2002 1 1 2.0 0.004 0.406 100%
73 Jonasson, K. and Ferrando, S 2008 1 1 2.0 0.004 0.406 100%
74 Jonasson, K 2008 1 1 2.0 0.004 0.406 100%
75 Kharrati-Kopaei, M., Nematollahi, A., and Shishebo... 2009 1 1 2.0 0.004 0.406 100%
76 Ansley, C. and Kohn, R 1983 1 1 2.0 0.004 0.406 100%
77 Solo, V 1984 1 1 2.0 0.004 0.406 100%
78 Deistler, M 1985 1 1 2.0 0.004 0.406 100%
79 Shea, B 1989 1 1 2.0 0.004 0.406 100%
80 Shea, B 1987 1 1 2.0 0.004 0.406 100%
81 Shea, B 1988 1 1 2.0 0.004 0.406 100%
82 Zadrozny, P 1989 1 1 2.0 0.004 0.406 100%
83 Zadrozny, P 1992 1 1 2.0 0.004 0.406 100%
84 Klein, A., Melard, G., and Zahaf, T 2000 1 1 2.0 0.004 0.406 100%
85 Klein, A., Melard, G., and Spreij, P 2005 1 1 2.0 0.004 0.406 100%
86 Klein, A. and Spreij, P 2006 1 1 2.0 0.004 0.406 100%
87 Klein, A., Melard, G., and Saidi, A 2008 1 1 2.0 0.004 0.406 100%
88 Klein, A. and Melard, G 2020 1 1 2.0 0.004 0.406 100%
89 Klein, A. and Melard, G 2023 1 1 2.0 0.004 0.406 100%
90 Bao, Y. and Hua, Y 2014 1 1 2.0 0.004 0.406 100%
91 Spliid, H 1983 1 1 2.0 0.004 0.406 100%
92 Koreisha, S. and Pukkila, T 1989 1 1 2.0 0.004 0.406 100%
93 Poskitt, D. and Salau, M 1994 1 1 2.0 0.004 0.406 100%
94 Poskitt, D. and Salau, M 1995 1 1 2.0 0.004 0.406 100%
95 Salau, M 1997 1 1 2.0 0.004 0.406 100%
96 Salau, M. O 1999 1 1 2.0 0.004 0.406 100%
97 Kascha, C 2012 1 1 2.0 0.004 0.406 100%
98 Reinsel, G., Basu, S., and Yap, S 1992 1 1 2.0 0.004 0.406 100%
99 De Frutos, R. and Serrano, G 2002 1 1 2.0 0.004 0.406 100%
100 Dufour, J.-M. and Jouini, T 2005 1 1 2.0 0.004 0.406 100%
101 Jouini, T 2015 1 1 2.0 0.004 0.406 100%
102 Dias, G. and Kapetanios, G 2018 1 1 2.0 0.004 0.406 100%
103 Kapetanios, G 2003 1 1 2.0 0.004 0.406 100%
104 Zheng, Y 2024 1 1 2.0 0.004 0.406 100%
105 Shaarawy, S 1989 1 1 2.0 0.004 0.406 100%
106 Albassam, M., Soliman, E., and Ali, S 2023 1 1 2.0 0.004 0.406 100%
107 Ravishanker, N. and Ray, B 1997 1 1 2.0 0.004 0.406 100%
108 Li, H. and Tsay, R (self) 1998 1 1 2.0 0.004 0.406 100%
109 Chan, J., Eisenstat, E., and Koop, G 2016 1 1 2.0 0.004 0.406 100%
110 Roy, A., McElroy, T., and Linton, P 2019 1 1 2.0 0.004 0.406 100%
111 Shaarawy, S 2023 1 1 2.0 0.004 0.406 100%
112 Chan, W. and Wallis, K 1978 1 1 2.0 0.004 0.406 100%
113 Jenkins, G. and Alavi, A 1981 1 1 2.0 0.004 0.406 100%
114 Tiao, G. and Tsay, R (self) 1983 1 1 2.0 0.004 0.406 100%
115 Tsay, R. and Tiao, G (self) 1984 1 1 2.0 0.004 0.406 100%
116 Cooper, D. and Wood, E 1982 1 1 2.0 0.004 0.406 100%
117 Tsay, R. and Tiao, G (self) 1985 1 1 2.0 0.004 0.406 100%
118 Pena, D. and Box, G. E 1987 1 1 2.0 0.004 0.406 100%
119 Toscano, E. and Reisen, V. A 2000 1 1 2.0 0.004 0.406 100%
120 Lutkepohl, H. and Poskitt, D 1996 1 1 2.0 0.004 0.406 100%
121 Koreisha, S. and Pukkila, T 2004 1 1 2.0 0.004 0.406 100%
122 Pukkila, T., Koreisha, S., and Kallinen, A 1990 1 1 2.0 0.004 0.406 100%
123 Boubacar Ma\"\inassara, Y 2012 1 1 2.0 0.004 0.406 100%
124 Kathari, S. and Tangirala, A 2020 1 1 2.0 0.004 0.406 100%
125 Hallin, M. and Liu, H 2023 1 1 2.0 0.004 0.406 100%
126 Mahdi, E. and Ian McLeod, A 2012 1 1 2.0 0.004 0.406 100%
127 Pena, D. and Rodriguez, J 2002 1 1 2.0 0.004 0.406 100%
128 Arbues, I 2008 1 1 2.0 0.004 0.406 100%
129 Boubacar Ma\"\inassara, Y. and Saussereau, B 2018 1 1 2.0 0.004 0.406 100%
130 Ilmi Amir, A. and Boubacar Ma\"\inassara, Y 2020 1 1 2.0 0.004 0.406 100%
131 Hallin, M. and Paindaveine, D 2004 1 1 2.0 0.004 0.406 100%
132 Hallin, M. and Paindaveine, D 2005 1 1 2.0 0.004 0.406 100%
133 Paparoditis, E 2005 1 1 2.0 0.004 0.406 100%
134 Poskitt, D. S. and Tremayne, A 1982 1 1 2.0 0.004 0.406 100%
135 Velilla, S. and Thu, H 2018 1 1 2.0 0.004 0.406 100%
136 Velilla, S. and Nguyen, H 2019 1 1 2.0 0.004 0.406 100%
137 Granger, C 1969 1 1 2.0 0.004 0.406 100%
138 Granger, C 1980 1 1 2.0 0.004 0.406 100%
139 Kang, H 1981 1 1 2.0 0.004 0.406 100%
140 Eberts, R. and Steece, B 1984 1 1 2.0 0.004 0.406 100%
141 Newbold, P. and Hotopp, S 1986 1 1 2.0 0.004 0.406 100%
142 Taylor, S 1989 1 1 2.0 0.004 0.406 100%
143 Osborn, D. R 1984 1 1 2.0 0.004 0.406 100%
144 Boudjellaba, B., Dufour, J.-M., and Roy, R 1991 1 1 2.0 0.004 0.406 100%
145 Boudjellaba, H., Dufour, J.-M., and Roy, R 1994 1 1 2.0 0.004 0.406 100%
146 James, C., Koreisha, S., and Partch, M 1985 1 1 2.0 0.004 0.406 100%
147 Hundley, G. and Koreisha, S 1987 1 1 2.0 0.004 0.406 100%
148 Das, S 2003 1 1 2.0 0.004 0.406 100%
149 Dufour, J.-M. and Renault, E 1998 1 1 2.0 0.004 0.406 100%
150 Dufour, J.-M. and Taamouti, A 2010 1 1 2.0 0.004 0.406 100%
151 Himdi, K. and Roy, R 1997 1 1 2.0 0.004 0.406 100%
152 Hallin, M. and Saidi, A 2005 1 1 2.0 0.004 0.406 100%
153 Haugh, L 1976 1 1 2.0 0.004 0.406 100%
154 Yamamoto, T 1980 1 1 2.0 0.004 0.406 100%
155 Yamamoto, T 1981 1 1 2.0 0.004 0.406 100%
156 Hung, K. and Alt, F 1994 1 1 2.0 0.004 0.406 100%
157 Aksu, C. and Narayan, J 1991 1 1 2.0 0.004 0.406 100%
158 Grillenzoni, C 1991 1 1 2.0 0.004 0.406 100%
159 R Core Team 2024 1 1 2.0 0.004 0.406 100%
160 Reinsel, G 1995 1 1 2.0 0.004 0.406 100%
161 Oke, T. and Oller, L.-E 1999 1 1 2.0 0.004 0.406 100%
162 Pena, D. and Sanchez, I 2007 1 1 2.0 0.004 0.406 100%
163 Anthanasopoulos, G. and Vahid, F 2008 1 1 2.0 0.004 0.406 100%
164 Guo, H., Liu, X., and Sun, Z 2016 1 1 2.0 0.004 0.406 100%
165 Yang, H., Pan, Z., Tao, Q., and Qiu, J 2018 1 1 2.0 0.004 0.406 100%
166 Isufi, E., Loukas, A., Perraudin, N., and Leus, G 2019 1 1 2.0 0.004 0.406 100%
167 Shi, Y. and Sheng, Y 2023 1 1 2.0 0.004 0.406 100%
168 Angulo, V 1999 1 1 2.0 0.004 0.406 100%
169 Boubacar Ma\"\inassara, Y 2011 1 1 2.0 0.004 0.406 100%
170 Funovits, B 2020 1 1 2.0 0.004 0.406 100%
171 Velasco, C 2023 1 1 2.0 0.004 0.406 100%
172 Lutkepohl, H. and Claessen, H 1997 1 1 2.0 0.004 0.406 100%
173 Bartel, H. and Lutkepohl, H 1998 1 1 2.0 0.004 0.406 100%
174 Poskitt, D 2003 1 1 2.0 0.004 0.406 100%
175 Poskitt, D 2006 1 1 2.0 0.004 0.406 100%
176 Melard, G., Roy, R., and Saidi, A 2006 1 1 2.0 0.004 0.406 100%
177 Cubadda, G., Hecq, A., and Palm, F. C 2009 1 1 2.0 0.004 0.406 100%
178 Yozgatligil, C. and Wei, W. W 2009 1 1 2.0 0.004 0.406 100%
179 McElroy, T 2022 1 1 2.0 0.004 0.406 100%
180 Zadrozny, P. and Chen, B 2019 1 1 2.0 0.004 0.406 100%
181 McAleer, M., Chan, F., Hoti, S., and Lieberman, O 2008 1 1 2.0 0.004 0.406 100%
182 McAleer, M., Hoti, S., and Chan, F 2009 1 1 2.0 0.004 0.406 100%
183 Serletis, A. and Shahmoradi, A 2006 1 1 2.0 0.004 0.406 100%
184 Rahman, S. and Serletis, A 2012 1 1 2.0 0.004 0.406 100%
185 Serletis, A. and Xu, L 2018 1 1 2.0 0.004 0.406 100%
186 Wu, E. M.-Y., Kuo, S.-L., and Liu, W.-C 2012 1 1 2.0 0.004 0.406 100%
187 Salisu, A., Isah, K., and Assandri, A 2019 1 1 2.0 0.004 0.406 100%
188 Do, H. Q., Bhatti, M. I., and Shahbaz, M 2020 1 1 2.0 0.004 0.406 100%
189 Wu, E. M.-Y. and Kuo, S.-L 2020 1 1 2.0 0.004 0.406 100%
190 Niglio, M. and Vitale, C. D 2015 1 1 2.0 0.004 0.406 100%
191 Steland, A 2020 1 1 2.0 0.004 0.406 100%
192 Golosnoy, V. and Seifert, M. I 2021 1 1 2.0 0.004 0.406 100%
193 Shelton Peiris, M. and Thavaneswaran, A 2001 1 1 2.0 0.004 0.406 100%
194 Zadrozny, P. and Mittnik, S 1994 1 1 2.0 0.004 0.406 100%
195 Chan, J. and Eisenstat, E 2017 1 1 2.0 0.004 0.406 100%
196 Alj, A., Jonasson, K., and Melard, G 2016 1 1 2.0 0.004 0.406 100%
197 Alj, A., Azrak, R., Ley, C., and Melard, G 2017 1 1 2.0 0.004 0.406 100%
198 Melard, G 2022 1 1 2.0 0.004 0.406 100%
199 Zhang, J. and Stine, R 2001 1 1 2.0 0.004 0.406 100%
200 Cavicchioli, M 2016 1 1 2.0 0.004 0.406 100%
201 Stelzer, R 2009 1 1 2.0 0.004 0.406 100%
202 Cavicchioli, M 2017b 1 1 2.0 0.004 0.406 100%
203 Pataracchia, B 2011 1 1 2.0 0.004 0.406 100%
204 Cavicchioli, M 2013 1 1 2.0 0.004 0.406 100%
205 Stelzer, R 2008 1 1 2.0 0.004 0.406 100%
206 Cavicchioli, M 2014 1 1 2.0 0.004 0.406 100%
207 Cavicchioli, M 2017a 1 1 2.0 0.004 0.406 100%
208 Cavicchioli, M 2020 1 1 2.0 0.004 0.406 100%
209 Pfaff, B 2008 1 1 1.0 0.004 0.406 100%
210 Wilms, I., Basu, S., Matteson, D., Bien, J., Nicho... (self) 2021 1 1 1.0 0.004 0.406 100%
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.

Citation intensity data generated from LaTeX source analysis.