OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Time Series Analysis is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-02-01 to 2025-02-01.)

Article	Citations
Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross‐covariances under non‐stationarity and stationarity	23
Issue Information	18
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Issue Information	8
Count network autoregression	7
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Stationarity and ergodicity of Markov switching positive conditional mean models	6
Review of the book Stochastic Models for Time Series by Paul Doukhan	6
High‐Frequency‐Based Volatility Model with Network Structure	5
Editorial announcement	5
Statistical inference for GQARCH‐Itô‐jumps model based on the realized range volatility	5
New associate editors	5
Asymptotic Normality of Bias Reduction Estimation for Jump Intensity Function in Financial Markets	5
Issue Information	4
Conditional quantile analysis for realized GARCH models	4
Issue Information	4
A new non‐parametric cross‐spectrum estimator	4
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Simultaneous inference of a partially linear model in time series	3
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Higher‐order asymptotics of minimax estimators for time series	3
Autoregressive mixture models for clustering time series	3

Some recent trends in embeddings of time series and dynamic networks	3
Editorial announcement	3
Simultaneous inference for autocovariances based on autoregressive sieve bootstrap	3
On highly skewed fractional log‐stable noise sequences and their application	3
S&P 500 microstructure noise components: empirical inferences from futures and ETF prices	3
A prediction perspective on the Wiener–Hopf equations for time series	2
Ridge regularized estimation of VAR models for inference	2
Testing Spatial Dynamic Panel Data Models with Heterogeneous Spatial and Regression Coefficients	2
Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions	2
	2
TIME SERIES: A FIRST COURSE WITH BOOTSTRAP STARTER, by Tucker S.McElroy and Dimitris N.Politis. Published by CRC Press, 2020. 586 pp. ISBN: 9781439876510	2
Non‐causal and non‐invertible ARMA models: Identification, estimation and application in equity portfolios	2
Risk parity portfolio optimization under heavy‐tailed returns and dynamic correlations	2
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Non‐crossing quantile double‐autoregression for the analysis of streaming time series data	2
Granger causality tests based on reduced variable information	2
A residual‐based nonparametric variance ratio no‐cointegration test	2
Dependence properties of stochastic volatility models	2
Smooth transition moving average models: Estimation, testing, and computation	2
Regime switching models for circular and linear time series	2
On the Relationship between Uhlig Extended and beta‐Bartlett Processes	2
Inference in Coarsened Time Series via Generalized Method of Moments	2
Corrigendum to the article “Regular multidimensional stationary time series”	1
Periodic autoregressive conditional duration	1
On the asymptotic behavior of bubble date estimators	1
Panel Threshold Mixed Data Sampling Models With a Covariate‐Dependent Threshold	1
Existence of a Periodic and Seasonal INAR Process	1
Mean square consistency and improved rate of convergence of generalized subsampling estimator for non‐stationary time series	1
	1
Bubbles and crashes: A tale of quantiles	1
Issue Information	1
Stochastic local and moderate departures from a unit root and its application to unit root testing	1
Regular multidimensional stationary time series	1
Bootstrapping non‐stationary and irregular time series using singular spectral analysis	1
Johansen‐type cointegration tests with a Fourier function	1
Weighted discrete ARMA models for categorical time series	1
A new volatility model: GQARCH‐ItÔ model	1
CAViaR Model Selection via Adaptive Lasso	1
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Directed graphs and variable selection in large vector autoregressive models	1
Trend locally stationary wavelet processes	1
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On distributional autoregression and iterated transportation	1
High‐Frequency Instruments and Identification‐Robust Inference for Stochastic Volatility Models	1
Monitoring panels of sparse functional data	1
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Simultaneous Estimation of Stable Parameters for Multiple Autoregressive Processes From Datasets of Nonuniform Sizes	1
The Granger–Johansen representation theorem for integrated time series on Banach space	1
Margin‐closed vector autoregressive time series models	1
Quantile Regression Estimation for Poisson Autoregressive Models	1

A Mixture Transition Distribution Modeling for Higher‐Order Circular Markov Processes	1
Issue Information	1
Issue Information	1
Issue Information	1
A multiplicative thinning‐based integer‐valued GARCH model	1
Test of change point versus long‐range dependence in functional time series	1
Poisson count time series	1