Citation Analysis – \LARGE Optimal Estimation for General Gaussian Processes

\LARGE Optimal Estimation for General Gaussian Processes
Tetsuya Takabatake, Jun Yu, Chen Zhang
https://arxiv.org/abs/2509.04987

177

Citation mentions

Cited references

Sections

2,493

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	Dahlhaus, R	2006	5	4	8.0	0.028	1.000	100%
2	Fukasawa, M. and T. Takabatake (self)	2019	5	4	6.5	0.028	0.928	80%
3	Wang, X., W. Xiao, J. Yu, and C. Zhang (self)	2024	8	4	10.0	0.045	0.909	75%
4	Cohen, S., F. Gamboa, C. Lacaux, and J.-M. Loubes	2013	8	5	11.0	0.045	0.909	75%
5	Dahlhaus, R	1989	11	7	15.5	0.062	0.899	73%
6	Shi, S., J. Yu, and C. Zhang (self)	2024b	4	3	4.5	0.023	0.843	75%
7	Adenstedt, R. K	1974	11	7	12.0	0.062	0.817	55%
8	Cheung, Y.-W. and F. X. Diebold	1994	4	2	5.0	0.023	0.811	100%
9	Lieberman, O., R. Rosemarin, and J. Rousseau	2012	17	6	18.0	0.096	0.744	41%
10	Granger, C. W	1980	3	2	4.0	0.017	0.737	100%
11	Hosking, J. R. M		3	2	5.0	0.017	0.737	100%
12	Gatheral, J., T. Jaisson, and M. Rosenbaum	2018	4	2	3.5	0.023	0.737	75%
13	Cheridito, P., H. Kawaguchi, and M. Maejima	2003	3	2	5.0	0.017	0.737	100%
14	Wang, X., W. Xiao, and J. Yu	2023	7	2	5.5	0.040	0.725	57%
15	Mandelbrot, B. B. and J. W. Van Ness	1968	2	2	3.0	0.011	0.644	100%
16	Brouste, A. and M. Fukasawa	2018	2	2	3.0	0.011	0.644	100%
17	Szymanski, G	2024	2	2	3.0	0.011	0.644	100%
18	Szymanski, G. and T. Takabatake (self)	2023	2	2	3.0	0.011	0.644	100%
19	Chong, C. H. and F. Mies	2025	2	2	3.0	0.011	0.644	100%
20	Hajek, J	1972	2	2	4.0	0.011	0.644	100%
21	Le Cam, L	1972	2	2	4.0	0.011	0.644	100%
22	Andersen, T. G., T. Bollerslev, F. X. Diebold, and...	2003	2	2	1.5	0.011	0.511	50%
23	Shi, S., J. Yu, and C. Zhang (self)	2024a	2	2	1.5	0.011	0.511	50%
24	Robinson, P. M	1995	2	2	1.5	0.011	0.511	50%
25	Bennedsen, M., K. Christensen, and P. Christensen	2024	2	2	1.5	0.011	0.511	50%
26	Ibragimov, I. A. and R. Z. Has'minski\u\i	1981	2	1	4.0	0.011	0.511	100%
27	Hult, H	2003	2	1	4.0	0.011	0.511	100%
28	Diebold, F. X. and G. D. Rudebusch	1989	1	1	1.0	0.006	0.406	100%
29	Diebold, F. X. and G. D. Rudebusch	1991	1	1	1.0	0.006	0.406	100%
30	Lo, A. W	1991	1	1	1.0	0.006	0.406	100%
31	Liu, G. and B. Jing	2018	1	1	1.0	0.006	0.406	100%
32	Shea, G. S	1991	1	1	1.0	0.006	0.406	100%
33	Diebold, F. X., S. Husted, and M. Rush	1991	1	1	1.0	0.006	0.406	100%
34	Cheung, Y.-W	1993	1	1	1.0	0.006	0.406	100%
35	Ding, Z., C. W. Granger, and R. F. Engle	1993	1	1	1.0	0.006	0.406	100%
36	Andersen, T. G. and T. Bollerslev	1997	1	1	1.0	0.006	0.406	100%
37	Lui, Y. L., P. C. Phillips, and J. Yu	2024	1	1	1.0	0.006	0.406	100%
38	Abadir, K. and G. Talmain	2002	1	1	1.0	0.006	0.406	100%
39	Potter, K. W	1976	1	1	1.0	0.006	0.406	100%
40	Diebold, F. X. and A. Inoue	2001	1	1	1.0	0.006	0.406	100%
41	Chevillon, G., A. Hecq, and S. Laurent	2018	1	1	1.0	0.006	0.406	100%
42	Schennach, S. M	2018	1	1	1.0	0.006	0.406	100%
43	Fukasawa, M., T. Takabatake, and R. Westphal (self)	2022	1	1	1.0	0.006	0.406	100%
44	Bolko, A. E., K. Christensen, M. S. Pakkanen, and ...	2023	1	1	1.0	0.006	0.406	100%
45	Chong, C. H. and V. Todorov	2025	1	1	1.0	0.006	0.406	100%
46	Mandelbrot, B	1965	1	1	1.0	0.006	0.406	100%
47	El Euch, O., M. Fukasawa, and M. Rosenbaum	2018	1	1	1.0	0.006	0.406	100%
48	Jusselin, P. and M. Rosenbaum	2020	1	1	1.0	0.006	0.406	100%
49	Geweke, J. and S. Porter-Hudak	1983	1	1	1.0	0.006	0.406	100%
50	Phillips, P. C. B. and K. Shimotsu	2004	1	1	1.0	0.006	0.406	100%
51	Shimotsu, K	2010	1	1	1.0	0.006	0.406	100%
52	Corsi, F	2009	1	1	1.0	0.006	0.406	100%
53	Rao, S. S. and J. Yang	2021	1	1	1.0	0.006	0.406	100%
54	Kleptsyna, M. L. and A. Le Breton	2002	1	1	1.0	0.006	0.406	100%
55	Yajima, Y	1985	1	1	1.0	0.006	0.406	100%
56	Tsai, H. and K. S. Chan	2005	1	1	1.0	0.006	0.406	100%
57	Shi, S. and J. Yu	2023	1	1	1.0	0.006	0.406	100%
58	Fox, R. and M. S. Taqqu	1986	1	1	2.0	0.006	0.406	100%
59			1	1	2.0	0.006	0.406	100%
60	Le Cam, L	1953	1	1	2.0	0.006	0.406	100%
61	Bahadur, R. R	1964	1	1	2.0	0.006	0.406	100%
62	Pfanzagl, J	1970	1	1	2.0	0.006	0.406	100%
63	Wald, A	1943	1	1	2.0	0.006	0.406	100%
64	Le Cam, L	1960	1	1	2.0	0.006	0.406	100%
65	Hopfner, R	2014	1	1	2.0	0.006	0.406	100%
66	Choi, S., W. J. Hall, and A. Schick	1996	1	1	2.0	0.006	0.406	100%
67	Eguchi, S. and H. Masuda	2018	1	1	2.0	0.006	0.406	100%
68	Bloomfield, P	1985	1	1	2.0	0.006	0.406	100%
69	Sinai, Y. G	1976	1	1	2.0	0.006	0.406	100%
70	Garnier, J. and K. S\olna	2018	1	1	2.0	0.006	0.406	100%
71	Adams, R. A. and J. J. Fournier	2003	4	1	2.0	0.023	0.139	0%
72	Lieberman, O. and P. C. B. Phillips	2004	3	1	1.5	0.017	0.126	0%
73	Takabatake, T (self)	2024	2	1	1.0	0.011	0.110	0%
74	Velasco, C. and P. M. Robinson	2000	1	1	0.5	0.006	0.087	0%
75	Harville, D. A	1998	1	1	0.5	0.006	0.087	0%
76	Ginovyan, M. S. and A. A. Sahakyan	2013	1	1	0.5	0.006	0.087	0%
77	Kawai, R	2013	1	1	0.5	0.006	0.087	0%
78	Brockwell, P. J. and R. A. Davis	1987	1	1	0.5	0.006	0.087	0%
79	Bennedsen, M., A. Lunde, and M. S. Pakkanen	2022	1	1	0.5	0.006	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Dahlhaus, R

2006

8.0

0.028

1.000

100%

Fukasawa, M. and T. Takabatake (self)

2019

6.5

0.028

0.928

80%

Wang, X., W. Xiao, J. Yu, and C. Zhang (self)

2024

10.0

0.045

0.909

75%

Cohen, S., F. Gamboa, C. Lacaux, and J.-M. Loubes

2013

11.0

0.045

0.909

75%

Dahlhaus, R

1989

15.5

0.062

0.899

73%

Shi, S., J. Yu, and C. Zhang (self)

2024b

4.5

0.023

0.843

75%

Adenstedt, R. K

1974

12.0

0.062

0.817

55%

Cheung, Y.-W. and F. X. Diebold

1994

5.0

0.023

0.811

100%

Lieberman, O., R. Rosemarin, and J. Rousseau

2012

18.0

0.096

0.744

41%

Granger, C. W

1980

4.0

0.017

0.737

100%

Hosking, J. R. M

5.0

0.017

0.737

100%

Gatheral, J., T. Jaisson, and M. Rosenbaum

2018

3.5

0.023

0.737

75%

Cheridito, P., H. Kawaguchi, and M. Maejima

2003

5.0

0.017

0.737

100%

Wang, X., W. Xiao, and J. Yu

2023

5.5

0.040

0.725

57%

Mandelbrot, B. B. and J. W. Van Ness

1968

3.0

0.011

0.644

100%

Brouste, A. and M. Fukasawa

2018

3.0

0.011

0.644

100%

Szymanski, G

2024

3.0

0.011

0.644

100%

Szymanski, G. and T. Takabatake (self)

2023

3.0

0.011

0.644

100%

Chong, C. H. and F. Mies

2025

3.0

0.011

0.644

100%

Hajek, J

1972

4.0

0.011

0.644

100%

Le Cam, L

1972

4.0

0.011

0.644

100%

Andersen, T. G., T. Bollerslev, F. X. Diebold, and...

2003

1.5

0.011

0.511

50%

Shi, S., J. Yu, and C. Zhang (self)

2024a

1.5

0.011

0.511

50%

Robinson, P. M

1995

1.5

0.011

0.511

50%

Bennedsen, M., K. Christensen, and P. Christensen

2024

1.5

0.011

0.511

50%

Ibragimov, I. A. and R. Z. Has'minski\u\i

1981

4.0

0.011

0.511

100%

Hult, H

2003

4.0

0.011

0.511

100%

Diebold, F. X. and G. D. Rudebusch

1989

1.0

0.006

0.406

100%

Diebold, F. X. and G. D. Rudebusch

1991

1.0

0.006

0.406

100%

Lo, A. W

1991

1.0

0.006

0.406

100%

Liu, G. and B. Jing

2018

1.0

0.006

0.406

100%

Shea, G. S

1991

1.0

0.006

0.406

100%

Diebold, F. X., S. Husted, and M. Rush

1991

1.0

0.006

0.406

100%

Cheung, Y.-W

1993

1.0

0.006

0.406

100%

Ding, Z., C. W. Granger, and R. F. Engle

1993

1.0

0.006

0.406

100%

Andersen, T. G. and T. Bollerslev

1997

1.0

0.006

0.406

100%

Lui, Y. L., P. C. Phillips, and J. Yu

2024

1.0

0.006

0.406

100%

Abadir, K. and G. Talmain

2002

1.0

0.006

0.406

100%

Potter, K. W

1976

1.0

0.006

0.406

100%

Diebold, F. X. and A. Inoue

2001

1.0

0.006

0.406

100%

Chevillon, G., A. Hecq, and S. Laurent

2018

1.0

0.006

0.406

100%

Schennach, S. M

2018

1.0

0.006

0.406

100%

Fukasawa, M., T. Takabatake, and R. Westphal (self)

2022

1.0

0.006

0.406

100%

Bolko, A. E., K. Christensen, M. S. Pakkanen, and ...

2023

1.0

0.006

0.406

100%

Chong, C. H. and V. Todorov

2025

1.0

0.006

0.406

100%

Mandelbrot, B

1965

1.0

0.006

0.406

100%

El Euch, O., M. Fukasawa, and M. Rosenbaum

2018

1.0

0.006

0.406

100%

Jusselin, P. and M. Rosenbaum

2020

1.0

0.006

0.406

100%

Geweke, J. and S. Porter-Hudak

1983

1.0

0.006

0.406

100%

Phillips, P. C. B. and K. Shimotsu

2004

1.0

0.006

0.406

100%

Shimotsu, K

2010

1.0

0.006

0.406

100%

Corsi, F

2009

1.0

0.006

0.406

100%

Rao, S. S. and J. Yang

2021

1.0

0.006

0.406

100%

Kleptsyna, M. L. and A. Le Breton

2002

1.0

0.006

0.406

100%

Yajima, Y

1985

1.0

0.006

0.406

100%

Tsai, H. and K. S. Chan

2005

1.0

0.006

0.406

100%

Shi, S. and J. Yu

2023

1.0

0.006

0.406

100%

Fox, R. and M. S. Taqqu

1986

2.0

0.006

0.406

100%

2.0

0.006

0.406

100%

Le Cam, L

1953

2.0

0.006

0.406

100%

Bahadur, R. R

1964

2.0

0.006

0.406

100%

Pfanzagl, J

1970

2.0

0.006

0.406

100%

Wald, A

1943

2.0

0.006

0.406

100%

Le Cam, L

1960

2.0

0.006

0.406

100%

Hopfner, R

2014

2.0

0.006

0.406

100%

Choi, S., W. J. Hall, and A. Schick

1996

2.0

0.006

0.406

100%

Eguchi, S. and H. Masuda

2018

2.0

0.006

0.406

100%

Bloomfield, P

1985

2.0

0.006

0.406

100%

Sinai, Y. G

1976

2.0

0.006

0.406

100%

Garnier, J. and K. S\olna

2018

2.0

0.006

0.406

100%

Adams, R. A. and J. J. Fournier

2003

2.0

0.023

0.139

Lieberman, O. and P. C. B. Phillips

2004

1.5

0.017

0.126

Takabatake, T (self)

2024

1.0

0.011

0.110

Velasco, C. and P. M. Robinson

2000

0.5

0.006

0.087

Harville, D. A

1998

0.5

0.006

0.087

Ginovyan, M. S. and A. A. Sahakyan

2013

0.5

0.006

0.087

Kawai, R

2013

0.5

0.006

0.087

Brockwell, P. J. and R. A. Davis

1987

0.5

0.006

0.087

Bennedsen, M., A. Lunde, and M. S. Pakkanen

2022

0.5

0.006

0.087

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.