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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Hawkes and INAR(∞) processes
Matthias Kirchner
Stochastic Processes and their Applications (2016) Vol. 126, Iss. 8, pp. 2494-2525
Open Access | Times Cited: 51

Showing 1-25 of 51 citing articles:

Hawkes processes and their applications to finance: a review
Alan G. Hawkes
Quantitative Finance (2017) Vol. 18, Iss. 2, pp. 193-198
Closed Access | Times Cited: 181
An estimation procedure for the Hawkes process
Matthias Kirchner
Quantitative Finance (2016) Vol. 17, Iss. 4, pp. 571-595
Open Access | Times Cited: 72
Estimation of subcritical Galton Watson processes with correlated immigration
Yacouba Boubacar Maïnassara, Landy Rabehasaina
Stochastic Processes and their Applications (2025), pp. 104614-104614
Closed Access
Bayesian inference for aggregated Hawkes processes
Lingxiao Zhou, Georgia Papadogeorgou
Bayesian Analysis (2025) Vol. -1, Iss. -1
Open Access
Forecasting natural disaster frequencies using nonstationary count time series models
Jian Pei, Yang Lu
Statistical Papers (2025) Vol. 66, Iss. 3
Open Access
Detection of surges of SARS-Cov-2 using nonparametric Hawkes models
Sophie Phillips, George Mohler, Frederic Paik Schoenberg
Epidemics (2025) Vol. 51, pp. 100824-100824
Open Access
A limit order book model for high frequency trading with rough volatility
Yun Chen-Shue, Yukun Li, Jiongmin Yong
Numerical Algebra Control and Optimization (2025)
Open Access
The endo–exo problem in high frequency financial price fluctuations and rejecting criticality
Spencer Wheatley, Alexander Wehrli, Didier Sornette
Quantitative Finance (2019) Vol. 19, Iss. 7, pp. 1165-1178
Closed Access | Times Cited: 29
Bivariate integer-autoregressive process with an application to mutual fund flows
Serge Darolles, Gaëlle Le Fol, Yang Lu, et al.
Journal of Multivariate Analysis (2019) Vol. 173, pp. 181-203
Open Access | Times Cited: 28
Multivariate Count Time Series Modelling
Konstantinos Fokianos
Econometrics and Statistics (2021) Vol. 31, pp. 100-116
Open Access | Times Cited: 21
Estimating Covid-19 transmission time using Hawkes point processes
Frederic Paik Schoenberg
The Annals of Applied Statistics (2023) Vol. 17, Iss. 4
Closed Access | Times Cited: 7
A nonparametric estimation procedure for the Hawkes process: comparison with maximum likelihood estimation
Matthias Kirchner, A. Bercher
Journal of Statistical Computation and Simulation (2018) Vol. 88, Iss. 6, pp. 1106-1116
Closed Access | Times Cited: 23
The predictive distributions of thinning‐based count processes
Yang Lu
Scandinavian Journal of Statistics (2019) Vol. 48, Iss. 1, pp. 42-67
Open Access | Times Cited: 18
Parameter Estimation of Binned Hawkes Processes
Leigh Shlomovich, Edward A. K. Cohen, Niall M. Adams, et al.
Journal of Computational and Graphical Statistics (2022) Vol. 31, Iss. 4, pp. 990-1000
Open Access | Times Cited: 10
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Alexander Wehrli, Spencer Wheatley, Didier Sornette
Quantitative Finance (2021) Vol. 21, Iss. 5, pp. 729-752
Closed Access | Times Cited: 12
On the derivation of the renewal equation from an age-dependent branching process: an epidemic modelling perspective
Swapnil Mishra, Tresnia Berah, Thomas A. Mellan, et al.
arXiv (Cornell University) (2020)
Open Access | Times Cited: 11
Efficient non-parametric estimation of variable productivity Hawkes processes
Scott Phillips, Frederic Paik Schoenberg
Journal of Applied Statistics (2024), pp. 1-18
Open Access | Times Cited: 1
Mixed causal-noncausal count process
Jian Pei, Yang Lu, Fukang Zhu
Test (2024)
Closed Access | Times Cited: 1
Hawkes model specification for limit order books
Matthias Kirchner, Silvan Vetter
European Journal of Finance (2020) Vol. 28, Iss. 7, pp. 642-662
Closed Access | Times Cited: 10
Hawkes Graphs
Paul Embrechts, Matthias Kirchner
Theory of Probability and Its Applications (2018) Vol. 62, Iss. 1, pp. 132-156
Closed Access | Times Cited: 9
Modeling extreme negative returns using marked renewal Hawkes processes
Tom Stindl, Feng Chen
Extremes (2019) Vol. 22, Iss. 4, pp. 705-728
Closed Access | Times Cited: 8
Statistical physics of discovering exogenous and endogenous factors in a chain of events
Shinsuke Koyama, Shigeru Shinomoto
Physical Review Research (2020) Vol. 2, Iss. 4
Open Access | Times Cited: 7
Spectral estimation of Hawkes processes from count data
Félix Cheysson, Gabriel Lang
The Annals of Statistics (2022) Vol. 50, Iss. 3
Open Access | Times Cited: 5
A parameter estimation method for multivariate binned Hawkes processes
Leigh Shlomovich, Edward A. K. Cohen, Niall M. Adams
Statistics and Computing (2022) Vol. 32, Iss. 6
Open Access | Times Cited: 4
Exact Likelihood Estimation and Forecasting in Higher-Order INAR(p) Models
Yang Lu
SSRN Electronic Journal (2018)
Closed Access | Times Cited: 5
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