OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Time Series Analysis is 2. 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 2020-05-01 to 2024-05-01.)

Article	Citations
Modeling normalcy‐dominant ordinal time series: An application to air quality level	19
A new approach for open‐end sequential change point monitoring	16
Wasserstein autoregressive models for density time series	14
Tests for conditional heteroscedasticity of functional data	13
A new GJR‐GARCH model for ℤ‐valued time series	11
Models for circular data from time series spectra	10
Threshold model with a time‐varying threshold based on Fourier approximation	9
Local Whittle estimation of long‐range dependence for functional time series	9
Mixtures of Nonlinear Poisson Autoregressions	8
Regularized estimation of high‐dimensional vector autoregressions with weakly dependent innovations	7
Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution	7
State Heterogeneity Analysis of Financial Volatility using high‐frequency Financial Data	6
Asymptotic Behavior of Delay Times of Bubble Monitoring Tests	6
Seasonal functional autoregressive models	6
Conway–Maxwell–Poisson Autoregressive Moving Average Model for Equidispersed, Underdispersed, and Overdispersed Count Data	6
Johansen‐type cointegration tests with a Fourier function	5
Integer‐valued asymmetric garch modeling	5
Stationarity and ergodicity of Markov switching positive conditional mean models	5
A local limit theorem for linear random fields	5
Flexible bivariate INGARCH process with a broad range of contemporaneous correlation	5
Robust estimation of stationary continuous‐time arma models via indirect inference	4
Periodic autoregressive conditional duration	4
To infinity and beyond: Efficient computation of ARCH(∞) models	4
Spectral methods for small sample time series: A complete periodogram approach	4
Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models	4

A family of multivariate non‐gaussian time series models	4
Regular multidimensional stationary time series	4
Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences	4
Factor models for high‐dimensional functional time series I: Representation results	4
Trend locally stationary wavelet processes	4
Maxima of linear processes with heavy‐tailed innovations and random coefficients	3
Long‐term prediction intervals with many covariates	3
Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series	3
Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions	3
Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models	3
Long range dependence for stable random processes	3
Necessary and sufficient conditions for the identifiability of observation‐driven models	3
A multiplicative thinning‐based integer‐valued GARCH model	3
Bivariate random coefficient integer‐valued autoregressive models: Parameter estimation and change point test	3
Functional lagged regression with sparse noisy observations	3
A new volatility model: GQARCH‐ItÔ model	3
On the Relationship between Uhlig Extended and beta‐Bartlett Processes	3
Inference in functional factor models with applications to yield curves	2
Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models	2
Some recent trends in embeddings of time series and dynamic networks	2
Seasonal count time series	2
Identifiability of structural singular vector autoregressive models	2
Independent block identification in multivariate time series	2
Multi‐purpose open‐end monitoring procedures for multivariate observations based on the empirical distribution function	2
Estimating wold matrices and vector moving average processes	2
Functional principal component analysis for cointegrated functional time series	2
Quasi‐maximum likelihood estimation of conditional autoregressive Wishart models	2
Asymmetric linear double autoregression	2
Estimation of the variance function in structural break autoregressive models with non‐stationary and explosive segments	2
Unit root testing with slowly varying trends	2
A Note on Efficient Fitting of Stochastic Volatility Models	2
Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm	2
Parsimonious time series modeling for high frequency climate data	2
Factor models for high‐dimensional functional time series II: Estimation and forecasting	2