Citation Analysis – On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities

Citation Analysis

On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities
Demian Pouzo, Martin Sola, Zacharias Psaradakis
https://arxiv.org/abs/2504.21669

Citation mentions

Cited references

Sections

4,169

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	Pouzo, D., Z. Psaradakis, and M. Sola (self)	2022	7	4	13.0	0.152	1.000	100%
2	Compiani, G. and Y. Kitamura	2016	2	2	4.0	0.043	0.644	100%
3	Cho, J. S. and H. White	2007	2	2	3.0	0.043	0.644	100%
4	Holzmann, H., A. Munk, and B. Stratman	2004	3	1	6.0	0.065	0.585	100%
5	Holzmann, H., A. Munk, and T. Gneiting	2006	3	1	6.0	0.065	0.585	100%
6	Yakowitz, S. J. and J. D. Spragins	1968	2	1	4.0	0.043	0.511	100%
7	Domowitz, I. and H. White	1982	1	1	1.0	0.022	0.406	100%
8	Huber, P. J	1967	1	1	1.0	0.022	0.406	100%
9	Bates, C. and H. White	1985	1	1	1.0	0.022	0.406	100%
10	White, H	1982	1	1	1.0	0.022	0.406	100%
11	White, H	1994	1	1	1.0	0.022	0.406	100%
12	Levine, D	1983	1	1	1.0	0.022	0.406	100%
13	Gourieroux, C., A. Monfort, and A. Trognon	1984	1	1	1.0	0.022	0.406	100%
14	Newey, W. K. and D. G. Steigerwald	1997	1	1	1.0	0.022	0.406	100%
15	Komunjer, I	2005	1	1	1.0	0.022	0.406	100%
16	Ghavidel, F. Z., J. Claesen, and T. Burzykowski	2015	1	1	1.0	0.022	0.406	100%
17	Diebold, F. X., J.-H. Lee, and G. C. Weinbach	1994	1	1	1.0	0.022	0.406	100%
18	Engel, C. and C. S. Hakkio	1996	1	1	1.0	0.022	0.406	100%
19	Hughes, J. P., P. Guttorp, and S. P. Charles	1999	1	1	1.0	0.022	0.406	100%
20	Ramesh, P. and J. G. Wilpon	1992	1	1	1.0	0.022	0.406	100%
21	Engel, C. and J. D. Hamilton	1990	1	1	1.0	0.022	0.406	100%
22	Ryd\'en, T., T. Ter\"asvirta, and S. \rAsbrink	1998	1	1	1.0	0.022	0.406	100%
23	Jeanne, O. and P. Masson	2000	1	1	1.0	0.022	0.406	100%
24	Bollen, N. P. B., S. F. Gray, and R. E. Whaley	2008	1	1	1.0	0.022	0.406	100%
25	Ephraim, Y. and N. Merhav	2002	1	1	1.0	0.022	0.406	100%
26	Mevel, L. and L. Finesso	2004	1	1	1.0	0.022	0.406	100%
27	Douc, R. and E. Moulines	2012	1	1	1.0	0.022	0.406	100%
28	McLachlan, G. J. and D. Peel	2000	1	1	2.0	0.022	0.406	100%
29	Fr\"uhwirth-Schnatter, S	2006	1	1	2.0	0.022	0.406	100%
30	Teicher, H	1963	1	1	2.0	0.022	0.406	100%
31	Hamilton, J. D	2016	1	1	2.0	0.022	0.406	100%
32	Carter, A. V. and D. G. Steigerwald	2012	1	1	2.0	0.022	0.406	100%
33	Andrews, D. W. K	1991	1	1	2.0	0.022	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Pouzo, D., Z. Psaradakis, and M. Sola (self)

2022

13.0

0.152

1.000

100%

Compiani, G. and Y. Kitamura

2016

4.0

0.043

0.644

100%

Cho, J. S. and H. White

2007

3.0

0.043

0.644

100%

Holzmann, H., A. Munk, and B. Stratman

2004

6.0

0.065

0.585

100%

Holzmann, H., A. Munk, and T. Gneiting

2006

6.0

0.065

0.585

100%

Yakowitz, S. J. and J. D. Spragins

1968

4.0

0.043

0.511

100%

Domowitz, I. and H. White

1982

1.0

0.022

0.406

100%

Huber, P. J

1967

1.0

0.022

0.406

100%

Bates, C. and H. White

1985

1.0

0.022

0.406

100%

White, H

1982

1.0

0.022

0.406

100%

White, H

1994

1.0

0.022

0.406

100%

Levine, D

1983

1.0

0.022

0.406

100%

Gourieroux, C., A. Monfort, and A. Trognon

1984

1.0

0.022

0.406

100%

Newey, W. K. and D. G. Steigerwald

1997

1.0

0.022

0.406

100%

Komunjer, I

2005

1.0

0.022

0.406

100%

Ghavidel, F. Z., J. Claesen, and T. Burzykowski

2015

1.0

0.022

0.406

100%

Diebold, F. X., J.-H. Lee, and G. C. Weinbach

1994

1.0

0.022

0.406

100%

Engel, C. and C. S. Hakkio

1996

1.0

0.022

0.406

100%

Hughes, J. P., P. Guttorp, and S. P. Charles

1999

1.0

0.022

0.406

100%

Ramesh, P. and J. G. Wilpon

1992

1.0

0.022

0.406

100%

Engel, C. and J. D. Hamilton

1990

1.0

0.022

0.406

100%

Ryd\'en, T., T. Ter\"asvirta, and S. \rAsbrink

1998

1.0

0.022

0.406

100%

Jeanne, O. and P. Masson

2000

1.0

0.022

0.406

100%

Bollen, N. P. B., S. F. Gray, and R. E. Whaley

2008

1.0

0.022

0.406

100%

Ephraim, Y. and N. Merhav

2002

1.0

0.022

0.406

100%

Mevel, L. and L. Finesso

2004

1.0

0.022

0.406

100%

Douc, R. and E. Moulines

2012

1.0

0.022

0.406

100%

McLachlan, G. J. and D. Peel

2000

2.0

0.022

0.406

100%

Fr\"uhwirth-Schnatter, S

2006

2.0

0.022

0.406

100%

Teicher, H

1963

2.0

0.022

0.406

100%

Hamilton, J. D

2016

2.0

0.022

0.406

100%

Carter, A. V. and D. G. Steigerwald

2012

2.0

0.022

0.406

100%

Andrews, D. W. K

1991

2.0

0.022

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.