Citation Analysis – High-Dimensional Matrix-Variate Diffusion Index Models for Time Series Forecasting

High-Dimensional Matrix-Variate Diffusion Index Models for Time Series Forecasting
Zhiren Ma, Qian Zhao, Riquan Zhang, Zhaoxing Gao
https://arxiv.org/abs/2508.04259

Citation mentions

Cited references

Sections

4,751

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	Chen, Rong and Xiao, Han and Yang, Dan	2021	8	6	14.0	0.094	1.000	100%
2	Chen, Elynn Y and Fan, Jianqing	2023	12	8	22.0	0.141	1.000	100%
3	Lam, Clifford and Yao, Qiwei	2012	5	2	8.0	0.059	0.874	100%
4	Ahn, Seung C and Horenstein, Alex R	2013	2	2	3.0	0.024	0.644	100%
5	Wang, Dong and Liu, Xialu and Chen, Rong	2019	2	2	3.0	0.024	0.644	100%
6	Stock, James H and Watson, Mark W	2005	2	1	2.0	0.024	0.511	100%
7	Lam, Clifford and Yao, Qiwei and Bathia, Neil	2011	2	1	2.0	0.024	0.511	100%
8	Chang, Jinyuan and Guo, Bin and Yao, Qiwei	2015	2	1	2.0	0.024	0.511	100%
9	Box, George EP and Jenkins, Gwilym M	1976	1	1	1.0	0.012	0.406	100%
10	Engle, Robert F	1982	1	1	1.0	0.012	0.406	100%
11	Engle, Robert F and Kroner, Kenneth F	1995	1	1	1.0	0.012	0.406	100%
12	Tong, Howell	1990	1	1	1.0	0.012	0.406	100%
13	Brockwell, Peter J and Davis, Richard A	1991	1	1	1.0	0.012	0.406	100%
14	Tiao, George C and Box, George EP	1981	1	1	1.0	0.012	0.406	100%
15	Tsay, Ruey S	2005	1	1	1.0	0.012	0.406	100%
16	Tiao, George C and Tsay, Ruey S	1989	1	1	1.0	0.012	0.406	100%
17	Lu	2005	1	1	1.0	0.012	0.406	100%
18	Tsay, Ruey S	2013	1	1	1.0	0.012	0.406	100%
19	Box, George EP and Jenkins, Gwilym M	1970	1	1	1.0	0.012	0.406	100%
20	Bollerslev, Tim	1986	1	1	1.0	0.012	0.406	100%
21	Sims, C	1982	1	1	1.0	0.012	0.406	100%
22	James H Stock and Mark W Watson	2002	1	1	1.0	0.012	0.406	100%
23	James H Stock and Mark W Watson	2002	1	1	1.0	0.012	0.406	100%
24	Bu	2011	1	1	1.0	0.012	0.406	100%
25	Belloni, Alexandre and Chernozhukov, Victor	2013	1	1	1.0	0.012	0.406	100%
26	Javanmard, Adel and Montanari, Andrea	2014	1	1	1.0	0.012	0.406	100%
27	Adamek, Robert and Smeekes, Stephan and Wilms, Ine...	2023	1	1	1.0	0.012	0.406	100%
28	Fan, Jianqing and Liao, Yuan and Mincheva, Martina	2011	1	1	1.0	0.012	0.406	100%
29	Fan, Jianqing and Liao, Yuan and Mincheva, Martina	2013	1	1	1.0	0.012	0.406	100%
30	Leng, Chenlei and Tang, Cheng Yong	2012	1	1	1.0	0.012	0.406	100%
31	Yin, Jianxin and Li, Hongzhe	2012	1	1	1.0	0.012	0.406	100%
32	Zhao, Junlong and Leng, Chenlei (self)	2014	1	1	1.0	0.012	0.406	100%
33	Zhou, Hua and Li, Lexin	2014	1	1	1.0	0.012	0.406	100%
34	Wang, Dong and Shen, Haipeng and Truong, Young	2016	1	1	1.0	0.012	0.406	100%
35	Gao, Zhaoxing (self)	2020	1	1	1.0	0.012	0.406	100%
36	Chang, Jinyuan and He, Jing and Yang, Lin and Yao,...	2023	1	1	1.0	0.012	0.406	100%
37	Han, Yuefeng and Chen, Rong and Zhang, Cun-Hui and... (self)	2024	1	1	1.0	0.012	0.406	100%
38	Anderson, Theodore Wilbur	1958	1	1	1.0	0.012	0.406	100%
39	Anderson, Theodore Wilbur	1963	1	1	1.0	0.012	0.406	100%
40	Gu, Shihao and Kelly, Bryan and Xiu, Dacheng	2020	1	1	1.0	0.012	0.406	100%
41	He, Ai and Huang, Dashan and Li, Jiaen and Zhou, G...	2023	1	1	1.0	0.012	0.406	100%
42	Huang, Dashan and Jiang, Fuwei and Li, Kunpeng and...	2022	1	1	1.0	0.012	0.406	100%
43	Gao, Zhaoxing and Tsay, Ruey S (self)	2019	1	1	1.0	0.012	0.406	100%
44	Gao, Zhaoxing and Tsay, Ruey S (self)	2023	1	1	1.0	0.012	0.406	100%
45	Gao, Zhaoxing and Tsay, Ruey S (self)	2023	1	1	1.0	0.012	0.406	100%
46	Gao, Zhaoxing and Tsay, Ruey S (self)	2025	1	1	1.0	0.012	0.406	100%
47	Bai, Jushan	2003	1	1	1.0	0.012	0.406	100%
48	Bai, Jushan and Ng, Serena	2002	1	1	1.0	0.012	0.406	100%
49	Bai, Jushan and Ng, Serena	2006	1	1	1.0	0.012	0.406	100%
50	Bai, Jushan and Ng, Serena	2008	1	1	1.0	0.012	0.406	100%
51	Bai, Jushan and Ng, Serena	2023	1	1	1.0	0.012	0.406	100%
52	Bernanke, Ben S and Boivin, Jean and Eliasz, Piotr	2005	1	1	1.0	0.012	0.406	100%
53	Liu, Xialu and Chen, Rong	2016	1	1	1.0	0.012	0.406	100%
54	Li, Runze and Zhong, Wei and Zhu, Liping	2012	1	1	2.0	0.012	0.406	100%
55	Shao, Xiaofeng and Zhang, Jingsi (self)	2014	1	1	2.0	0.012	0.406	100%
56	Guo, Xu and Ren, Haojie and Zou, Changliang and Li...	2023	1	1	2.0	0.012	0.406	100%
57	Tibshirani, Robert	1996	1	1	2.0	0.012	0.406	100%
58	Diebold, Francis X and Mariano, Roberto S	1991	1	1	2.0	0.012	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Chen, Rong and Xiao, Han and Yang, Dan

2021

14.0

0.094

1.000

100%

Chen, Elynn Y and Fan, Jianqing

2023

22.0

0.141

1.000

100%

Lam, Clifford and Yao, Qiwei

2012

8.0

0.059

0.874

100%

Ahn, Seung C and Horenstein, Alex R

2013

3.0

0.024

0.644

100%

Wang, Dong and Liu, Xialu and Chen, Rong

2019

3.0

0.024

0.644

100%

Stock, James H and Watson, Mark W

2005

2.0

0.024

0.511

100%

Lam, Clifford and Yao, Qiwei and Bathia, Neil

2011

2.0

0.024

0.511

100%

Chang, Jinyuan and Guo, Bin and Yao, Qiwei

2015

2.0

0.024

0.511

100%

Box, George EP and Jenkins, Gwilym M

1976

1.0

0.012

0.406

100%

Engle, Robert F

1982

1.0

0.012

0.406

100%

Engle, Robert F and Kroner, Kenneth F

1995

1.0

0.012

0.406

100%

Tong, Howell

1990

1.0

0.012

0.406

100%

Brockwell, Peter J and Davis, Richard A

1991

1.0

0.012

0.406

100%

Tiao, George C and Box, George EP

1981

1.0

0.012

0.406

100%

Tsay, Ruey S

2005

1.0

0.012

0.406

100%

Tiao, George C and Tsay, Ruey S

1989

1.0

0.012

0.406

100%

2005

1.0

0.012

0.406

100%

Tsay, Ruey S

2013

1.0

0.012

0.406

100%

Box, George EP and Jenkins, Gwilym M

1970

1.0

0.012

0.406

100%

Bollerslev, Tim

1986

1.0

0.012

0.406

100%

Sims, C

1982

1.0

0.012

0.406

100%

James H Stock and Mark W Watson

2002

1.0

0.012

0.406

100%

James H Stock and Mark W Watson

2002

1.0

0.012

0.406

100%

2011

1.0

0.012

0.406

100%

Belloni, Alexandre and Chernozhukov, Victor

2013

1.0

0.012

0.406

100%

Javanmard, Adel and Montanari, Andrea

2014

1.0

0.012

0.406

100%

Adamek, Robert and Smeekes, Stephan and Wilms, Ine...

2023

1.0

0.012

0.406

100%

Fan, Jianqing and Liao, Yuan and Mincheva, Martina

2011

1.0

0.012

0.406

100%

Fan, Jianqing and Liao, Yuan and Mincheva, Martina

2013

1.0

0.012

0.406

100%

Leng, Chenlei and Tang, Cheng Yong

2012

1.0

0.012

0.406

100%

Yin, Jianxin and Li, Hongzhe

2012

1.0

0.012

0.406

100%

Zhao, Junlong and Leng, Chenlei (self)

2014

1.0

0.012

0.406

100%

Zhou, Hua and Li, Lexin

2014

1.0

0.012

0.406

100%

Wang, Dong and Shen, Haipeng and Truong, Young

2016

1.0

0.012

0.406

100%

Gao, Zhaoxing (self)

2020

1.0

0.012

0.406

100%

Chang, Jinyuan and He, Jing and Yang, Lin and Yao,...

2023

1.0

0.012

0.406

100%

Han, Yuefeng and Chen, Rong and Zhang, Cun-Hui and... (self)

2024

1.0

0.012

0.406

100%

Anderson, Theodore Wilbur

1958

1.0

0.012

0.406

100%

Anderson, Theodore Wilbur

1963

1.0

0.012

0.406

100%

Gu, Shihao and Kelly, Bryan and Xiu, Dacheng

2020

1.0

0.012

0.406

100%

He, Ai and Huang, Dashan and Li, Jiaen and Zhou, G...

2023

1.0

0.012

0.406

100%

Huang, Dashan and Jiang, Fuwei and Li, Kunpeng and...

2022

1.0

0.012

0.406

100%

Gao, Zhaoxing and Tsay, Ruey S (self)

2019

1.0

0.012

0.406

100%

Gao, Zhaoxing and Tsay, Ruey S (self)

2023

1.0

0.012

0.406

100%

Gao, Zhaoxing and Tsay, Ruey S (self)

2023

1.0

0.012

0.406

100%

Gao, Zhaoxing and Tsay, Ruey S (self)

2025

1.0

0.012

0.406

100%

Bai, Jushan

2003

1.0

0.012

0.406

100%

Bai, Jushan and Ng, Serena

2002

1.0

0.012

0.406

100%

Bai, Jushan and Ng, Serena

2006

1.0

0.012

0.406

100%

Bai, Jushan and Ng, Serena

2008

1.0

0.012

0.406

100%

Bai, Jushan and Ng, Serena

2023

1.0

0.012

0.406

100%

Bernanke, Ben S and Boivin, Jean and Eliasz, Piotr

2005

1.0

0.012

0.406

100%

Liu, Xialu and Chen, Rong

2016

1.0

0.012

0.406

100%

Li, Runze and Zhong, Wei and Zhu, Liping

2012

2.0

0.012

0.406

100%

Shao, Xiaofeng and Zhang, Jingsi (self)

2014

2.0

0.012

0.406

100%

Guo, Xu and Ren, Haojie and Zou, Changliang and Li...

2023

2.0

0.012

0.406

100%

Tibshirani, Robert

1996

2.0

0.012

0.406

100%

Diebold, Francis X and Mariano, Roberto S

1991

2.0

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.