Standout Papers

GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS 2012 2026 2016 2021 589
  1. GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS (2012)
    Drew Creal, Siem Jan Koopman et al. Journal of Applied Econometrics

Immediate Impact

1 by Nobel laureates 2 from Science/Nature 63 standout
Sub-graph 1 of 23

Citing Papers

Lake Water Temperature Modeling in an Era of Climate Change: Data Sources, Models, and Future Prospects
2024 Standout
Remaining useful life prediction for two-phase degradation model based on reparameterized inverse Gaussian process
2024 Standout
2 intermediate papers

Works of Drew Creal being referenced

A Class of Non-Gaussian State Space Models With Exact Likelihood Inference
2015
Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models
2007

Author Peers

Author Last Decade Papers Cites
Drew Creal 1097 569 1030 40 1.6k
J. Huston McCulloch 1372 631 860 48 1.9k
John M. Maheu 1084 409 959 48 1.4k
Tae‐Hwy Lee 902 724 1155 45 1.6k
Umberto Cherubini 961 253 614 50 1.4k
Gianni Amisano 791 1058 1103 38 1.7k
Richard Gerlach 879 389 743 91 1.5k
Giampiero M. Gallo 1306 576 1246 68 1.7k
Marc S. Paolella 924 293 918 72 1.4k
Lan Zhang 2008 429 1330 18 2.2k
H. Tong 748 501 885 28 1.9k

All Works

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2026