Citation Analysis – \bf On a new robust method of inference for general time series models

\bf On a new robust method of inference for general time series models
Zihan Wang, Xinghao Qiao, Dong Li, Howell Tong
https://arxiv.org/abs/2503.08655

Citation mentions

Cited references

Sections

4,272

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	Ling, Shiqing and McAleer, Michael	2003	3	3	5.0	0.035	0.843	100%
2	Ling, Shiqing and McAleer, Michael	2010	4	2	6.0	0.047	0.811	100%
3	Francq, Christian and Zako\"\i	2019	3	2	4.0	0.035	0.737	100%
4	Ling, Shiqing and Li, Wai Keung	1997	2	2	3.0	0.023	0.644	100%
5	Li, Dong and Tao, Yuxin and Yang, Yaxing and Zhang...	2023	2	2	3.0	0.023	0.644	100%
6	Francq, Christian and Zako\"\i	2015	4	1	8.0	0.047	0.644	100%
7	Box, George EP and Jenkins, Gwilym M and Reinsel, ...	2016	2	1	2.0	0.023	0.511	100%
8	Bardet, Jean-Marc and Wintenberger, Olivier	2009	2	1	2.0	0.023	0.511	100%
9			2	1	2.0	0.023	0.511	100%
10	Francq, Christian and Zako\"\i	2004	2	1	2.0	0.023	0.511	100%
11	Fan, Jianqing and Qi, Lei and Xiu, Dacheng	2014	2	1	2.0	0.023	0.511	100%
12	Huber, Peter J.	1981	2	1	2.0	0.023	0.511	100%
13	Wooldridge, Jeffrey M	2020	2	1	2.0	0.023	0.511	100%
14	Jeantheau, Thierry	1998	2	1	4.0	0.023	0.511	100%
15	Ling, Shiqing	1999	2	1	4.0	0.023	0.511	100%
16	Pena, Daniel and Tsay, Ruey S.	2021	1	1	1.0	0.012	0.406	100%
17	Woodward, Wayne A. and Sadler, Bivin Philip and Ro...	2024	1	1	1.0	0.012	0.406	100%
18			1	1	1.0	0.012	0.406	100%
19			1	1	1.0	0.012	0.406	100%
20			1	1	1.0	0.012	0.406	100%
21			1	1	1.0	0.012	0.406	100%
22	Yao, Qiwei and Brockwell, Peter J	2006	1	1	1.0	0.012	0.406	100%
23	Boubacar Mainassara, Yacouba and Saussereau, Bruno	2018	1	1	1.0	0.012	0.406	100%
24	Wilms, Ines and Basu, Sumanta and Bien, Jacob and ...	2023	1	1	1.0	0.012	0.406	100%
25			1	1	1.0	0.012	0.406	100%
26			1	1	1.0	0.012	0.406	100%
27			1	1	1.0	0.012	0.406	100%
28			1	1	1.0	0.012	0.406	100%
29	Straumann, Daniel and Mikosch, Thomas	2006	1	1	1.0	0.012	0.406	100%
30	Jiang, Feiyu and Li, Dong and Zhu, Ke	2021	1	1	1.0	0.012	0.406	100%
31	Yu, Cheng and Li, Dong and Jiang, Feiyu and Zhu, K...	2024	1	1	1.0	0.012	0.406	100%
32			1	1	1.0	0.012	0.406	100%
33	Francq, Christian and Lepage, Guillaume and Zako\"...	2011	1	1	1.0	0.012	0.406	100%
34			1	1	1.0	0.012	0.406	100%
35			1	1	1.0	0.012	0.406	100%
36			1	1	1.0	0.012	0.406	100%
37			1	1	1.0	0.012	0.406	100%
38			1	1	1.0	0.012	0.406	100%
39			1	1	1.0	0.012	0.406	100%
40			1	1	1.0	0.012	0.406	100%
41			1	1	1.0	0.012	0.406	100%
42	Bai, Jushan	2003	1	1	1.0	0.012	0.406	100%
43	Li, Guodong and Li, Wai Keung	2008	1	1	1.0	0.012	0.406	100%
44	Zhu, Ke and Ling, Shiqing	2015	1	1	1.0	0.012	0.406	100%
45	Zhu, Ke	2019	1	1	1.0	0.012	0.406	100%
46	Zhang, Xingfa and Zhang, Rongmao and Li, Yuan and ...	2022	1	1	1.0	0.012	0.406	100%
47	Li, Guodong and Li, Yang and Tsai, Chih-Ling	2015	1	1	1.0	0.012	0.406	100%
48	Zheng, Yao and Zhu, Qianqian and Li, Guodong and X...	2018	1	1	1.0	0.012	0.406	100%
49	Zhu, Qianqian and Zheng, Yao and Li, Guodong	2018	1	1	1.0	0.012	0.406	100%
50	Wang, Guochang and Zhu, Ke and Li, Guodong and Li,... (self)	2022	1	1	1.0	0.012	0.406	100%
51	Zhu, Qianqian and Tan, Songhua and Zheng, Yao and ...	2023	1	1	1.0	0.012	0.406	100%
52	Mukherjee, K	2020	1	1	1.0	0.012	0.406	100%
53	Loh, Po-Ling	2025	1	1	1.0	0.012	0.406	100%
54	Berkes, Istvan and Horvath, Lajos	2004	1	1	1.0	0.012	0.406	100%
55	Gue	1994	1	1	2.0	0.012	0.406	100%
56	Cline, Daren BH and Pu, Huay-min H	2004	1	1	2.0	0.012	0.406	100%
57	Bougerol, Philippe and Picard, Nico	1992	1	1	2.0	0.012	0.406	100%
58	Brockwell, Peter J and Liu, Jian and Tweedie, Rich...	1992	1	1	2.0	0.012	0.406	100%
59	Li, CW and Li, Wai Keung	1996	1	1	2.0	0.012	0.406	100%
60			1	1	2.0	0.012	0.406	100%
61	Haggan, Vale	1981	1	1	2.0	0.012	0.406	100%
62	Chen, Guang-yong and Gan, Min and Chen, Guo-long	2018	1	1	2.0	0.012	0.406	100%
63	Li, Dong and Zhang, Xingfa and Zhu, Ke and Ling, S...	2018	1	1	2.0	0.012	0.406	100%
64	Phillips, Peter CB and Perron, Pierre	1988	1	1	2.0	0.012	0.406	100%
65	Malik, Henrick J and Abraham, Bovas	1973	1	1	1.0	0.012	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Ling, Shiqing and McAleer, Michael

2003

5.0

0.035

0.843

100%

Ling, Shiqing and McAleer, Michael

2010

6.0

0.047

0.811

100%

Francq, Christian and Zako\"\i

2019

4.0

0.035

0.737

100%

Ling, Shiqing and Li, Wai Keung

1997

3.0

0.023

0.644

100%

Li, Dong and Tao, Yuxin and Yang, Yaxing and Zhang...

2023

3.0

0.023

0.644

100%

Francq, Christian and Zako\"\i

2015

8.0

0.047

0.644

100%

Box, George EP and Jenkins, Gwilym M and Reinsel, ...

2016

2.0

0.023

0.511

100%

Bardet, Jean-Marc and Wintenberger, Olivier

2009

2.0

0.023

0.511

100%

2.0

0.023

0.511

100%

Francq, Christian and Zako\"\i

2004

2.0

0.023

0.511

100%

Fan, Jianqing and Qi, Lei and Xiu, Dacheng

2014

2.0

0.023

0.511

100%

Huber, Peter J.

1981

2.0

0.023

0.511

100%

Wooldridge, Jeffrey M

2020

2.0

0.023

0.511

100%

Jeantheau, Thierry

1998

4.0

0.023

0.511

100%

Ling, Shiqing

1999

4.0

0.023

0.511

100%

Pena, Daniel and Tsay, Ruey S.

2021

1.0

0.012

0.406

100%

Woodward, Wayne A. and Sadler, Bivin Philip and Ro...

2024

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

Yao, Qiwei and Brockwell, Peter J

2006

1.0

0.012

0.406

100%

Boubacar Mainassara, Yacouba and Saussereau, Bruno

2018

1.0

0.012

0.406

100%

Wilms, Ines and Basu, Sumanta and Bien, Jacob and ...

2023

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

Straumann, Daniel and Mikosch, Thomas

2006

1.0

0.012

0.406

100%

Jiang, Feiyu and Li, Dong and Zhu, Ke

2021

1.0

0.012

0.406

100%

Yu, Cheng and Li, Dong and Jiang, Feiyu and Zhu, K...

2024

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

Francq, Christian and Lepage, Guillaume and Zako\"...

2011

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

1.0

0.012

0.406

100%

Bai, Jushan

2003

1.0

0.012

0.406

100%

Li, Guodong and Li, Wai Keung

2008

1.0

0.012

0.406

100%

Zhu, Ke and Ling, Shiqing

2015

1.0

0.012

0.406

100%

Zhu, Ke

2019

1.0

0.012

0.406

100%

Zhang, Xingfa and Zhang, Rongmao and Li, Yuan and ...

2022

1.0

0.012

0.406

100%

Li, Guodong and Li, Yang and Tsai, Chih-Ling

2015

1.0

0.012

0.406

100%

Zheng, Yao and Zhu, Qianqian and Li, Guodong and X...

2018

1.0

0.012

0.406

100%

Zhu, Qianqian and Zheng, Yao and Li, Guodong

2018

1.0

0.012

0.406

100%

Wang, Guochang and Zhu, Ke and Li, Guodong and Li,... (self)

2022

1.0

0.012

0.406

100%

Zhu, Qianqian and Tan, Songhua and Zheng, Yao and ...

2023

1.0

0.012

0.406

100%

Mukherjee, K

2020

1.0

0.012

0.406

100%

Loh, Po-Ling

2025

1.0

0.012

0.406

100%

Berkes, Istvan and Horvath, Lajos

2004

1.0

0.012

0.406

100%

Gue

1994

2.0

0.012

0.406

100%

Cline, Daren BH and Pu, Huay-min H

2004

2.0

0.012

0.406

100%

Bougerol, Philippe and Picard, Nico

1992

2.0

0.012

0.406

100%

Brockwell, Peter J and Liu, Jian and Tweedie, Rich...

1992

2.0

0.012

0.406

100%

Li, CW and Li, Wai Keung

1996

2.0

0.012

0.406

100%

2.0

0.012

0.406

100%

Haggan, Vale

1981

2.0

0.012

0.406

100%

Chen, Guang-yong and Gan, Min and Chen, Guo-long

2018

2.0

0.012

0.406

100%

Li, Dong and Zhang, Xingfa and Zhu, Ke and Ling, S...

2018

2.0

0.012

0.406

100%

Phillips, Peter CB and Perron, Pierre

1988

2.0

0.012

0.406

100%

Malik, Henrick J and Abraham, Bovas

1973

1.0

0.012

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.