Paper Citation Record · LEDGER

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale

As of 20 August 2026, this Paper Citation Record lists 23 of 23 outbound references and 0 inbound Pith citation observations for arXiv:2607.15945.

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

pith.paper-citation-record.v1
2607.15945 v1

Coverage vector

measured 23 of 23 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-01T21:56:39.037629Z

measured 23 of 23 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-20T06:33:59.587034+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

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measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

23 of 23 outbound references displayed

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unresolved21
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External citation measurements

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Outbound references

Observation 732d2ea7-0a0b-4bcc-a925-ad520cc13f10 · outbound

This paper cites Inference on the maximal rank of time-varying covariance matrices using high-frequency data , volume =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale Inference on the maximal rank of time-varying covariance matrices using high-frequency data , volume =

Reference 1

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:38.974589Z

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Observation 2c751180-7640-4e94-b374-e2c978fc9763 · outbound

This paper cites 2012 , publisher =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale 2012 , publisher =

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:38.978271Z

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Observation 6f0918ad-e541-4f60-994b-3ce1beb9ed07 · outbound

This paper cites , keywords =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale , keywords =

Reference 3

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:38.982736Z

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Observation ea83a5a7-f7c6-467b-b98a-b19261e8dacf · outbound

This paper cites 2021 , publisher =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale 2021 , publisher =

Reference 4

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:38.985765Z

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Observation 35df29c2-69dd-483f-9743-7ecc34fa4fa3 · outbound

This paper cites 2020 , title =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale 2020 , title =

Reference 5

Resolution: verified exact; doi, observed 2026-08-01T21:58:36.974193Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation d548caee-33bc-49af-95e7-dd1895ed1910 · outbound

This paper cites and Renò, Roberto , DOI =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale and Renò, Roberto , DOI =

Reference 6

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:38.991513Z

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Observation a60f2011-58f6-4460-b86d-391ebc358669 · outbound

This paper cites Econometric Theory , author =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale Econometric Theory , author =

Reference 7

Resolution: verified exact; doi, observed 2026-08-01T21:58:36.773527Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

Observation fe50e5f4-7da1-43e7-b71c-cb1a2b9027bf · outbound

This paper cites International Economic Review , number =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale International Economic Review , number =

Reference 8

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:38.997323Z

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Observation 3c6a0b5a-5cc2-425d-a597-678d46b6bfd5 · outbound

This paper cites and Shephard, Neil , doi =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale and Shephard, Neil , doi =

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:39.000073Z

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Observation 1a451f8a-08d5-4ddc-be41-3b2a97043c56 · outbound

This paper cites and Quaedvlieg, Rogier , DOI =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale and Quaedvlieg, Rogier , DOI =

Reference 10

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:39.002771Z

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Observation 6ae2ccff-4f86-472e-9f83-e2a5bc1ac406 · outbound

This paper cites Bernoulli , pages =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale Bernoulli , pages =

Reference 11

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:39.005332Z

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Observation ff94d0c5-2064-4c11-942d-87a314722b37 · outbound

This paper cites 2001 , title =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale 2001 , title =

Reference 12

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:39.007756Z

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Observation 3ef320f4-dd57-4857-9b14-675fbcdbcd2c · outbound

This paper cites A general version of the fundamental theorem of asset pricing , url =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale A general version of the fundamental theorem of asset pricing , url =

Reference 13

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:39.010208Z

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Observation 6b5579c7-d5db-4b50-9524-b30172efbea3 · outbound

This paper cites Rank tests for time-varying covariance matrices observed under noise , year =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale Rank tests for time-varying covariance matrices observed under noise , year =

Reference 14

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:39.012759Z

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Observation 52298920-5ceb-4a54-97d7-c479075c9072 · outbound

This paper cites Journal of Banking & Finance , volume =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale Journal of Banking & Finance , volume =

Reference 15

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:39.015299Z

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Observation d3802736-4753-4c5d-b968-b515cbdbc15c · outbound

This paper cites 2026 , doi =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale 2026 , doi =

Reference 16

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:39.018125Z

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Observation 02df8704-15e2-4ac5-addb-9726bb4deb0f · outbound

This paper cites 2017 , doi =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale 2017 , doi =

Reference 17

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:39.020702Z

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Observation 37a9c025-dbce-494b-91a1-4999dbd1e53a · outbound

This paper cites Matrix Analysis , language =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale Matrix Analysis , language =

Reference 18

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:39.023293Z

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Observation 2c1b8ef0-ba32-4b8e-bbec-fe8168759040 · outbound

This paper cites Journal of Business & Economic Statistics , volume =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale Journal of Business & Economic Statistics , volume =

Reference 19

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:39.026603Z

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Observation ec1cc595-9850-4275-85bd-bdc8541a2282 · outbound

This paper cites Stochastic limit theory: an introduction for econometricians , language =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale Stochastic limit theory: an introduction for econometricians , language =

Reference 20

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:39.029183Z

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Observation 2bfee04b-a3c2-49a4-b183-821825b52dbc · outbound

This paper cites High frequency trading and mini flash crashes , year =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale High frequency trading and mini flash crashes , year =

Reference 21

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:39.032167Z

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Observation f16aa568-5f56-45dd-81ca-d523766365fc · outbound

This paper cites The Annals of Statistics , number =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale The Annals of Statistics , number =

Reference 22

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:39.034993Z

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Observation dcea1cfa-4bce-44bb-beb6-e2653cc1e1d3 · outbound

This paper cites Stochastic Processes and their Applications , pages =.

Testing the rank of the spot covariance matrix of a multidimensional It\^o semi-martingale Stochastic Processes and their Applications , pages =

Reference 23

Resolution: unresolved; no resolver link, observed 2026-08-01T21:56:39.037629Z

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Pith citing papers

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