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Citation Analysis

Semiparametric Estimation of Fractional Integration: An Evaluation of Local Whittle Methods
Jason R. Blevins
https://arxiv.org/abs/2511.15689
113
Citation mentions
45
Cited references
6
Sections
7,892
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 Hurvich, C. M. and W. W. Chen 2000 11 7 21.0 0.097 1.000 100%
2 Shimotsu, K. and P. C. B. Phillips 2005 12 8 22.0 0.106 1.000 100%
3 Shimotsu, K 2010 15 7 28.0 0.133 1.000 100%
4 Arteche, J. and J. Orbe 2017 10 5 19.0 0.088 1.000 100%
5 Robinson, P. M 1995a 5 3 6.5 0.044 0.928 80%
6 Baum, C. F., S. Hurn, and K. Lindsay 2020 3 3 6.0 0.027 0.843 100%
7 Velasco, C 1999 4 2 7.0 0.035 0.811 100%
8 Andrews, D. W. K. and Y. Sun 2004 4 2 5.0 0.035 0.811 100%
9 Bai, J. and P. Perron 2003 4 2 8.0 0.035 0.811 100%
10 Hou, J. and P. Perron 2014 2 2 3.0 0.018 0.644 100%
11 Nielsen, M. O. and P. H. Frederiksen 2005 2 2 3.0 0.018 0.644 100%
12 Blevins, J. R (self) 2025 2 2 3.0 0.018 0.644 100%
13 Baillie, R. T., G. Kapetanios, and F. Papailias 2014 2 2 4.0 0.018 0.644 100%
14 Diebold, F. X. and A. Inoue 2001 2 2 4.0 0.018 0.644 100%
15 Granger, C. W. and N. Hyung 2004 2 2 4.0 0.018 0.644 100%
16 Bai, J. and P. Perron 1998 2 2 4.0 0.018 0.644 100%
17 Qu, Z 2011 2 2 4.0 0.018 0.644 100%
18 Robinson, P. M. and M. Henry 2003 2 1 2.0 0.018 0.511 100%
19 Granger, C. W. and R. Joyeux 1980 1 1 1.0 0.009 0.406 100%
20 Hosking, J. R. M 1981 1 1 1.0 0.009 0.406 100%
21 Geweke, J. and S. Porter-Hudak 1983 1 1 1.0 0.009 0.406 100%
22 Robinson, P. M 1995b 1 1 1.0 0.009 0.406 100%
23 K\"unsch, H. R 1987 1 1 1.0 0.009 0.406 100%
24 Abadir, K. M., W. Distaso, and L. Giraitis 2007 1 1 1.0 0.009 0.406 100%
25 Arteche, J 2020 1 1 1.0 0.009 0.406 100%
26 Wingert, S., C. Leschinski, and P. Sibbertsen 2020 1 1 1.0 0.009 0.406 100%
27 Nielsen, M. O 2007 1 1 1.0 0.009 0.406 100%
28 Shimotsu, K 2012 1 1 1.0 0.009 0.406 100%
29 Chen, K. and M. Wang 2017 1 1 1.0 0.009 0.406 100%
30 Li, D., P. M. Robinson, and H. L. Shang 2021 1 1 1.0 0.009 0.406 100%
31 Baek, C., M.-C. D\"uker, and V. Pipiras 2023 1 1 1.0 0.009 0.406 100%
32 Andrews, D. W. K. and P. Guggenberger 2003 1 1 1.0 0.009 0.406 100%
33 Garc\'\ia-Enr\'\iquez, J. and J. Hualde 2019 1 1 1.0 0.009 0.406 100%
34 Whittle, P 1951 1 1 2.0 0.009 0.406 100%
35 Brillinger, D. R 1981 1 1 2.0 0.009 0.406 100%
36 Henry, M. and P. M. Robinson 1996 1 1 2.0 0.009 0.406 100%
37 Henry, M 2001 1 1 2.0 0.009 0.406 100%
38 Jensen, A. N. and M. O. Nielsen 2014 1 1 2.0 0.009 0.406 100%
39 Phillips, P. C. B. and K. Shimotsu 2004 1 1 2.0 0.009 0.406 100%
40 Beran, J 1994 1 1 2.0 0.009 0.406 100%
41 Caporale, G. M., L. A. Gil-Alana, and C. Poza 2022 1 1 2.0 0.009 0.406 100%
42 Shimotsu, K 2006 1 1 2.0 0.009 0.406 100%
43 Ohanissian, A., J. R. Russell, and R. S. Tsay 2008 1 1 2.0 0.009 0.406 100%
44 Sibbertsen, P., C. Leschinski, and M. Busch 2018 1 1 2.0 0.009 0.406 100%
45 McCloskey, A. and P. Perron 2013 1 1 2.0 0.009 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.