Citation Analysis – \textbfImplicit score-driven filters \\ for time-varying parameter models

\textbfImplicit score-driven filters \\ for time-varying parameter models
Rutger-Jan Lange, Bram van Os, Dick van Dijk
https://arxiv.org/abs/2512.02744

157

Citation mentions

Cited references

Sections

9,607

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	Rockafellar, R. T	1976	5	3	7.0	0.032	1.000	100%
2	Asi, H. and J. C. Duchi	2019	8	3	13.0	0.051	1.000	100%
3	Creal, D., S. J. Koopman, and A. Lucas	2013	7	4	10.0	0.045	1.000	100%
4	Koopman, S. J., A. Lucas, and M. Scharth	2016	7	4	11.0	0.045	0.950	86%
5	Artemova, M., F. Blasques, J. van Brummelen, and S...	2022a	6	4	9.0	0.038	0.941	83%
6	Patrascu, A. and I. Necoara	2018	4	3	4.0	0.025	0.928	100%
7	Harvey, A. C	2013	4	3	4.0	0.025	0.928	100%
8	Straumann, D. and T. Mikosch	2006	3	3	5.0	0.019	0.843	100%
9	Boyd, S. and L. Vandenberghe	2004	3	3	5.0	0.019	0.843	100%
10	Nesterov, Y	2018	3	3	5.0	0.019	0.843	100%
11	Toulis, P. and E. M. Airoldi	2017	3	3	4.5	0.019	0.843	100%
12	Engle, R. F. and S. Manganelli	2004	4	2	6.0	0.025	0.811	100%
13	Lange, R.-J (self)	2024a	4	2	8.0	0.025	0.811	100%
14	Harvey, A. C. and A. Luati	2014	6	3	6.0	0.038	0.794	50%
15	Blasques, F., J. van Brummelen, S. J. Koopman, and...	2022	9	6	10.5	0.057	0.763	44%
16	Ryu, E. K. and S. Boyd	2016	3	2	4.5	0.019	0.737	100%
17	Toulis, P., T. Horel, and E. M. Airoldi	2021	3	2	3.0	0.019	0.737	100%
18	Benveniste, A., M. Metivier, and P. Priouret	2012	3	2	3.0	0.019	0.737	100%
19	Bougerol, P	1993	2	2	3.0	0.013	0.644	100%
20	Bauschke, H. H., J. M. Borwein, and P. L. Combette...	2003	2	2	2.5	0.013	0.644	100%
21	Bianchi, P	2016	2	2	2.5	0.013	0.644	100%
22	Kushner, H	2010	2	2	2.5	0.013	0.644	100%
23	Nagumo, J.-I. and A. Noda	1967	2	2	4.0	0.013	0.644	100%
24	Parikh, N. and S. Boyd	2014	2	2	4.0	0.013	0.644	100%
25	Adrian, T., N. Boyarchenko, and D. Giannone	2019	4	1	8.0	0.025	0.644	100%
26	Kalman, R. E	1960	2	1	2.0	0.013	0.511	100%
27	Robbins, H. and S. Monro	1951	2	1	1.0	0.013	0.511	100%
28	Anderson, B. D. and J. B. Moore	2012	2	1	4.0	0.013	0.511	100%
29	Bof, N., R. Carli, and L. Schenato	2018	2	2	2.5	0.013	0.511	50%
30	Koenker, R. and G. Bassett	1978	2	1	4.0	0.013	0.511	100%
31	Stock, J. H. and M. W. Watson	1996	1	1	1.0	0.006	0.406	100%
32	Terasvirta, T	2009	1	1	1.0	0.006	0.406	100%
33	Chopin, N. and O. Papaspiliopoulos	2020	1	1	0.5	0.006	0.406	100%
34	Toulis, P. and E. M. Airoldi	2015	1	1	0.5	0.006	0.406	100%
35	Toulis, P., D. Tran, and E. M. Airoldi	2016	1	1	0.5	0.006	0.406	100%
36	Orabona, F	2019	1	1	0.5	0.006	0.406	100%
37	Cesa-Bianchi, N. and F. Orabona	2021	1	1	0.5	0.006	0.406	100%
38	Kulis, B. and P. L. Bartlett	2010	1	1	0.5	0.006	0.406	100%
39	Amari, S.-i	1993	1	1	0.5	0.006	0.406	100%
40	Bottou, L	2012	1	1	0.5	0.006	0.406	100%
41	Ljung, L	1977	1	1	0.5	0.006	0.406	100%
42	Benveniste, A. and G. Ruget	2003	1	1	0.5	0.006	0.406	100%
43	Kushner, H. and J. Yang	2002	1	1	0.5	0.006	0.406	100%
44	Creal, D., B. Schwaab, S. J. Koopman, and A. Lucas	2014	1	1	0.5	0.006	0.406	100%
45	Harvey, A. C. and R.-J. Lange (self)	2017	1	1	0.5	0.006	0.406	100%
46	Harvey, A. C. and R.-J. Lange (self)	2018	1	1	0.5	0.006	0.406	100%
47	Opschoor, A., P. Janus, A. Lucas, and D. van Dijk (self)	2018	1	1	0.5	0.006	0.406	100%
48	Gorgi, P	2020	1	1	0.5	0.006	0.406	100%
49	Artemova, M., F. Blasques, J. van Brummelen, and S...	2022b	1	1	0.5	0.006	0.406	100%
50	Harvey, A. C	2022	1	1	0.5	0.006	0.406	100%
51	Rue, H., S. Martino, and N. Chopin	2009	1	1	2.0	0.006	0.406	100%
52	Koyama, S., L. Castellanos Perez-Bolde, C. R. Shal...	2010	1	1	2.0	0.006	0.406	100%
53	Bierman, G. J	1977	1	1	2.0	0.006	0.406	100%
54	Bertsekas, D. P	1996	1	1	2.0	0.006	0.406	100%
55	Akyildiz, O. D., E. Chouzenoux, V. Elvira, and J. ...	2019	1	1	2.0	0.006	0.406	100%
56	Simonetto, A. and P. Massioni	2024	1	1	2.0	0.006	0.406	100%
57	Lange, R.-J (self)	2024b	1	1	2.0	0.006	0.406	100%
58	Hare, W. and C. Sagastizabal	2009	1	1	2.0	0.006	0.406	100%
59	Grimmer, B., H. Lu, P. Worah, and V. Mirrokni	2023	1	1	2.0	0.006	0.406	100%
60	Wu, L. and W. J. Su	2023	1	1	2.0	0.006	0.406	100%
61	Krengel, U	1985	1	1	2.0	0.006	0.406	100%
62	Brandt, A	1986	1	1	2.0	0.006	0.406	100%
63	Beutner, E. A., Y. Lin, and A. Lucas	2023	1	1	2.0	0.006	0.406	100%
64	Polson, N. G., J. G. Scott, and B. T. Willard	2015	1	1	2.0	0.006	0.406	100%
65	Fearnhead, P. and L. Meligkotsidou	2004	1	1	2.0	0.006	0.406	100%
66	Jagannathan, R. and Z. Wang	1996	1	1	2.0	0.006	0.406	100%
67	Diniz, P. S	1997	1	1	2.0	0.006	0.406	100%
68	Koenker, R. and K. F. Hallock	2001	1	1	2.0	0.006	0.406	100%
69	Koenker, R. and J. A. Machado	1999	1	1	2.0	0.006	0.406	100%
70	Engle, R. F	2002	1	1	2.0	0.006	0.406	100%
71	Zou, H. and M. Yuan	2008	1	1	2.0	0.006	0.406	100%
72	Geraci, M. and M. Bottai	2007	1	1	2.0	0.006	0.406	100%
73	Caivano, M., A. C. Harvey, and A. Luati	2016	1	1	2.0	0.006	0.406	100%
74	Blasques, F., P. Gorgi, S. J. Koopman, and O. Wint...	2018	1	1	2.0	0.006	0.406	100%
75			1	1	0.5	0.006	0.087	0%
76			1	1	0.5	0.006	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Rockafellar, R. T

1976

7.0

0.032

1.000

100%

Asi, H. and J. C. Duchi

2019

13.0

0.051

1.000

100%

Creal, D., S. J. Koopman, and A. Lucas

2013

10.0

0.045

1.000

100%

Koopman, S. J., A. Lucas, and M. Scharth

2016

11.0

0.045

0.950

86%

Artemova, M., F. Blasques, J. van Brummelen, and S...

2022a

9.0

0.038

0.941

83%

Patrascu, A. and I. Necoara

2018

4.0

0.025

0.928

100%

Harvey, A. C

2013

4.0

0.025

0.928

100%

Straumann, D. and T. Mikosch

2006

5.0

0.019

0.843

100%

Boyd, S. and L. Vandenberghe

2004

5.0

0.019

0.843

100%

Nesterov, Y

2018

5.0

0.019

0.843

100%

Toulis, P. and E. M. Airoldi

2017

4.5

0.019

0.843

100%

Engle, R. F. and S. Manganelli

2004

6.0

0.025

0.811

100%

Lange, R.-J (self)

2024a

8.0

0.025

0.811

100%

Harvey, A. C. and A. Luati

2014

6.0

0.038

0.794

50%

Blasques, F., J. van Brummelen, S. J. Koopman, and...

2022

10.5

0.057

0.763

44%

Ryu, E. K. and S. Boyd

2016

4.5

0.019

0.737

100%

Toulis, P., T. Horel, and E. M. Airoldi

2021

3.0

0.019

0.737

100%

Benveniste, A., M. Metivier, and P. Priouret

2012

3.0

0.019

0.737

100%

Bougerol, P

1993

3.0

0.013

0.644

100%

Bauschke, H. H., J. M. Borwein, and P. L. Combette...

2003

2.5

0.013

0.644

100%

Bianchi, P

2016

2.5

0.013

0.644

100%

Kushner, H

2010

2.5

0.013

0.644

100%

Nagumo, J.-I. and A. Noda

1967

4.0

0.013

0.644

100%

Parikh, N. and S. Boyd

2014

4.0

0.013

0.644

100%

Adrian, T., N. Boyarchenko, and D. Giannone

2019

8.0

0.025

0.644

100%

Kalman, R. E

1960

2.0

0.013

0.511

100%

Robbins, H. and S. Monro

1951

1.0

0.013

0.511

100%

Anderson, B. D. and J. B. Moore

2012

4.0

0.013

0.511

100%

Bof, N., R. Carli, and L. Schenato

2018

2.5

0.013

0.511

50%

Koenker, R. and G. Bassett

1978

4.0

0.013

0.511

100%

Stock, J. H. and M. W. Watson

1996

1.0

0.006

0.406

100%

Terasvirta, T

2009

1.0

0.006

0.406

100%

Chopin, N. and O. Papaspiliopoulos

2020

0.5

0.006

0.406

100%

Toulis, P. and E. M. Airoldi

2015

0.5

0.006

0.406

100%

Toulis, P., D. Tran, and E. M. Airoldi

2016

0.5

0.006

0.406

100%

Orabona, F

2019

0.5

0.006

0.406

100%

Cesa-Bianchi, N. and F. Orabona

2021

0.5

0.006

0.406

100%

Kulis, B. and P. L. Bartlett

2010

0.5

0.006

0.406

100%

Amari, S.-i

1993

0.5

0.006

0.406

100%

Bottou, L

2012

0.5

0.006

0.406

100%

Ljung, L

1977

0.5

0.006

0.406

100%

Benveniste, A. and G. Ruget

2003

0.5

0.006

0.406

100%

Kushner, H. and J. Yang

2002

0.5

0.006

0.406

100%

Creal, D., B. Schwaab, S. J. Koopman, and A. Lucas

2014

0.5

0.006

0.406

100%

Harvey, A. C. and R.-J. Lange (self)

2017

0.5

0.006

0.406

100%

Harvey, A. C. and R.-J. Lange (self)

2018

0.5

0.006

0.406

100%

Opschoor, A., P. Janus, A. Lucas, and D. van Dijk (self)

2018

0.5

0.006

0.406

100%

Gorgi, P

2020

0.5

0.006

0.406

100%

Artemova, M., F. Blasques, J. van Brummelen, and S...

2022b

0.5

0.006

0.406

100%

Harvey, A. C

2022

0.5

0.006

0.406

100%

Rue, H., S. Martino, and N. Chopin

2009

2.0

0.006

0.406

100%

Koyama, S., L. Castellanos Perez-Bolde, C. R. Shal...

2010

2.0

0.006

0.406

100%

Bierman, G. J

1977

2.0

0.006

0.406

100%

Bertsekas, D. P

1996

2.0

0.006

0.406

100%

Akyildiz, O. D., E. Chouzenoux, V. Elvira, and J. ...

2019

2.0

0.006

0.406

100%

Simonetto, A. and P. Massioni

2024

2.0

0.006

0.406

100%

Lange, R.-J (self)

2024b

2.0

0.006

0.406

100%

Hare, W. and C. Sagastizabal

2009

2.0

0.006

0.406

100%

Grimmer, B., H. Lu, P. Worah, and V. Mirrokni

2023

2.0

0.006

0.406

100%

Wu, L. and W. J. Su

2023

2.0

0.006

0.406

100%

Krengel, U

1985

2.0

0.006

0.406

100%

Brandt, A

1986

2.0

0.006

0.406

100%

Beutner, E. A., Y. Lin, and A. Lucas

2023

2.0

0.006

0.406

100%

Polson, N. G., J. G. Scott, and B. T. Willard

2015

2.0

0.006

0.406

100%

Fearnhead, P. and L. Meligkotsidou

2004

2.0

0.006

0.406

100%

Jagannathan, R. and Z. Wang

1996

2.0

0.006

0.406

100%

Diniz, P. S

1997

2.0

0.006

0.406

100%

Koenker, R. and K. F. Hallock

2001

2.0

0.006

0.406

100%

Koenker, R. and J. A. Machado

1999

2.0

0.006

0.406

100%

Engle, R. F

2002

2.0

0.006

0.406

100%

Zou, H. and M. Yuan

2008

2.0

0.006

0.406

100%

Geraci, M. and M. Bottai

2007

2.0

0.006

0.406

100%

Caivano, M., A. C. Harvey, and A. Luati

2016

2.0

0.006

0.406

100%

Blasques, F., P. Gorgi, S. J. Koopman, and O. Wint...

2018

2.0

0.006

0.406

100%

0.5

0.006

0.087

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.