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Paper Citation Record · LEDGER

The modified conditional sum-of-squares estimator for fractionally integrated models

As of 7 August 2026, this Paper Citation Record lists 9 of 9 outbound references and 0 inbound Pith citation observations for arXiv:2404.12882.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2404.12882 v4

Coverage vector

measured 9 of 9 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-05-24T02:26:16.556770Z

measured 9 of 9 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-07T06:34:17.273281+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: cited_works

Reference resolution

9 of 9 outbound references displayed

  • verified exact0
  • verified fuzzy5
  • unresolved3
  • parse uncertain0
  • malformed identifier1
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation ef02b83b-9f74-442a-a082-5d067b416947 · outbound

This paper cites Since ∑t−1 r=0e4 r≤(∑∞ r=0e2 r)2 and ∑t−1 r=0 ∑t−1 s=0,s̸=re2 re2 s≤(∑∞ r=0e2 r)2, it follows that E(y4 t )≤c (∞∑ r=0 e2 r )2 (A.58) forc<∞.

The modified conditional sum-of-squares estimator for fractionally integrated models Since ∑t−1 r=0e4 r≤(∑∞ r=0e2 r)2 and ∑t−1 r=0 ∑t−1 s=0,s̸=re2 re2 s≤(∑∞ r=0e2 r)2, it follows that E(y4 t )≤c (∞∑ r=0 e2 r )2 (A.58) forc<∞

Reference 1

Resolution
malformed identifier
raw_fallback, observed 2026-05-24T02:48:48.979429Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

source=pdf_text observed=2026-05-24T02:26:16.556770Z digest=sha256:dba89829156844ecda3d807a6ae55ed492a5fc4cce290d80645cb8f72a343ed8

Observation b11c42b5-cadf-43c5-b387-efaa98f4854e · outbound

This paper cites For the first term, we have −2T−1 T∑ t=1 T∑ s=t+1 t−1∑ k=−∞ (t−k)−1(s−t)−1(s−k)−1=−4ζ3, see Johansen & Nielsen (2016, Lemma B.2).

The modified conditional sum-of-squares estimator for fractionally integrated models For the first term, we have −2T−1 T∑ t=1 T∑ s=t+1 t−1∑ k=−∞ (t−k)−1(s−t)−1(s−k)−1=−4ζ3, see Johansen & Nielsen (2016, Lemma B.2)

Reference 2

Resolution
verified fuzzy
raw_fallback, observed 2026-05-24T02:48:48.983592Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

source=pdf_text observed=2026-05-24T02:26:16.556770Z digest=sha256:2a86fa68bf83091bbe5237c87f71843f2b4a4229667458dfed09027187481e88

Observation def2d947-4eb8-4bf8-afd4-c5e0b86b7866 · outbound

This paper cites Here,c 0t(ϑ)refers toct(ϑ)andS+ 0t toS + t.

The modified conditional sum-of-squares estimator for fractionally integrated models Here,c 0t(ϑ)refers toct(ϑ)andS+ 0t toS + t

Reference 3

Resolution
verified fuzzy
raw_fallback, observed 2026-05-24T02:48:48.967526Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

source=pdf_text observed=2026-05-24T02:26:16.556770Z digest=sha256:ccc6f93d40e5bed1706dc27d706449b1b431a62c96c359c99db688b7e7311390

Observation d2ca02b4-19d0-4a71-8e8e-6b427d952fb9 · outbound

This paper cites Proof of Lemma A.22.Proof of (A.115): Note thatS+ t =ϵt such that the results follow from Lemma A.20.

The modified conditional sum-of-squares estimator for fractionally integrated models Proof of Lemma A.22.Proof of (A.115): Note thatS+ t =ϵt such that the results follow from Lemma A.20

Reference 4

Resolution
verified fuzzy
raw_fallback, observed 2026-05-24T02:48:48.971707Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

source=pdf_text observed=2026-05-24T02:26:16.556770Z digest=sha256:618a3c88f0f224e5181c3f096bb7917ae65e9152d71aaaaec14b10189b5c0e4f

Observation 0b011448-4417-4d1b-836c-d5174691adda · outbound

This paper cites ι′ ( A−1⊙E ( M + ϑp+1,ϑT ( M + 0,ϑT )′)) ι   +   ι′ ( A−1⊙E ( M + 0,ϑ1ϑT ( M + 0,ϑT )′)) ι.

The modified conditional sum-of-squares estimator for fractionally integrated models ι′ ( A−1⊙E ( M + ϑp+1,ϑT ( M + 0,ϑT )′)) ι   +   ι′ ( A−1⊙E ( M + 0,ϑ1ϑT ( M + 0,ϑT )′)) ι

Reference 5

Resolution
verified fuzzy
raw_fallback, observed 2026-05-24T02:48:48.952846Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

source=pdf_text observed=2026-05-24T02:26:16.556770Z digest=sha256:ea8df7ab00fbb844f3e0334723e577d2abe7d3d6637a315c52d384548b597cdc

Observation 769f5bc0-db8a-4e8f-8c5f-84d6abe0784f · outbound

This paper cites Next, we find the expressions forC01 andC 02 in (A.87) and (A.88), respectively.

The modified conditional sum-of-squares estimator for fractionally integrated models Next, we find the expressions forC01 andC 02 in (A.87) and (A.88), respectively

Reference 6

Resolution
verified fuzzy
raw_fallback, observed 2026-05-24T02:48:48.975350Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

source=pdf_text observed=2026-05-24T02:26:16.556770Z digest=sha256:997d82feadbbc263cf96d3fb54f1d0dc4673cee63c93277f94f6295fa50ae17b

Observation c2e5cb8f-b3e2-4a2e-9f4a-c8bd962fcfaa · outbound

This paper cites an unresolved cited work.

The modified conditional sum-of-squares estimator for fractionally integrated models Unresolved cited work

Reference 7

Resolution
unresolved
raw_fallback, observed 2026-05-24T02:48:48.956491Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

source=pdf_text observed=2026-05-24T02:26:16.556770Z digest=sha256:7bf529193c41747644f03562afba7e3275a844de343cad371150ea284dcdca54

Observation 663550cc-9f2c-41b9-9820-ee82e0520384 · outbound

This paper cites an unresolved cited work.

The modified conditional sum-of-squares estimator for fractionally integrated models Unresolved cited work

Reference 8

Resolution
unresolved
raw_fallback, observed 2026-05-24T02:48:48.959967Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

source=pdf_text observed=2026-05-24T02:26:16.556770Z digest=sha256:f4ed8b7d4cfc071c6fa95bb4a1a117477846736e9ca9fdd78d0e8fa8a6b3c53a

Observation 9ff52877-4159-4960-b131-d80aecf635b1 · outbound

This paper cites an unresolved cited work.

The modified conditional sum-of-squares estimator for fractionally integrated models Unresolved cited work

Reference 9

Resolution
unresolved
raw_fallback, observed 2026-05-24T02:48:48.963381Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

source=pdf_text observed=2026-05-24T02:26:16.556770Z digest=sha256:68d9697b7536fd9cf710326724071fdf779f55a39813805c922b226c102d4567

Pith citing papers

No inbound Pith citation observations are available.