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 2021-04-01 to 2025-04-01.)

Article	Citations
Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross‐covariances under non‐stationarity and stationarity	28
Issue Information	23
	14
Count network autoregression	10
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Markov Determinantal Point Process for Dynamic Random Sets	8
New associate editors	7
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	6
Issue Information	6
Editorial announcement	6
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	5
A new non‐parametric cross‐spectrum estimator	5
	5
Conditional quantile analysis for realized GARCH models	5
Risk parity portfolio optimization under heavy‐tailed returns and dynamic correlations	4
Stationarity and ergodicity of Markov switching positive conditional mean models	4
	4
High‐Frequency Instruments and Identification‐Robust Inference for Stochastic Volatility Models	4
	4
Ridge regularized estimation of VAR models for inference	4
Non‐causal and non‐invertible ARMA models: Identification, estimation and application in equity portfolios	4
High‐Frequency‐Based Volatility Model with Network Structure	3
On highly skewed fractional log‐stable noise sequences and their application	3

Asymptotic Normality of Bias Reduction Estimation for Jump Intensity Function in Financial Markets	3
Simultaneous inference for autocovariances based on autoregressive sieve bootstrap	3
Editorial announcement	3
Statistical inference for GQARCH‐Itô‐jumps model based on the realized range volatility	3
Higher‐order asymptotics of minimax estimators for time series	3
Some recent trends in embeddings of time series and dynamic networks	3
Test of change point versus long‐range dependence in functional time series	2
Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions	2
Poisson count time series	2
	2
	2
A residual‐based nonparametric variance ratio no‐cointegration test	2
S&P 500 microstructure noise components: empirical inferences from futures and ETF prices	2
Non‐crossing quantile double‐autoregression for the analysis of streaming time series data	2
Regime switching models for circular and linear time series	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
	2
Inference in Coarsened Time Series via Generalized Method of Moments	2
A prediction perspective on the Wiener–Hopf equations for time series	2
On the Relationship between Uhlig Extended and beta‐Bartlett Processes	2
Simultaneous Estimation of Stable Parameters for Multiple Autoregressive Processes From Datasets of Nonuniform Sizes	2
	2
Monitoring panels of sparse functional data	2
Granger causality tests based on reduced variable information	2
Testing Spatial Dynamic Panel Data Models with Heterogeneous Spatial and Regression Coefficients	2
Smooth transition moving average models: Estimation, testing, and computation	2
System identification using autoregressive Bayesian neural networks with nonparametric noise models	1
A new volatility model: GQARCH‐ItÔ model	1
A multiplicative thinning‐based integer‐valued GARCH model	1
Dependence properties of stochastic volatility models	1
Autoregressive mixture models for clustering time series	1
Bootstrapping non‐stationary and irregular time series using singular spectral analysis	1
Issue Information	1
	1
Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models	1
Johansen‐type cointegration tests with a Fourier function	1
Bubbles and crashes: A tale of quantiles	1
Mixing properties of non‐stationary multi‐variate count processes	1
	1
Corrigendum to the article “Regular multidimensional stationary time series”	1
On distributional autoregression and iterated transportation	1
Stochastic local and moderate departures from a unit root and its application to unit root testing	1
On Exponential‐Family INGARCH Models	1
Blockwise Empirical Likelihood and Efficiency for Markov Chains	1
Mean‐preserving rounding integer‐valued ARMA models	1
Existence of a Periodic and Seasonal INAR Process	1
Generalized binary vector autoregressive processes	1
Issue Information	1
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Exact likelihood for inverse gamma stochastic volatility models	1

Editorial Announcement	1
Issue Information	1
	1
	1
Simultaneous inference of a partially linear model in time series	1
Regular multidimensional stationary time series	1
Inverse Autocovariance Estimates	1
On the asymptotic behavior of bubble date estimators	1
Issue Information	1
Periodic autoregressive conditional duration	1
Margin‐closed vector autoregressive time series models	1
Issue Information	1