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Paper Citation Record · LEDGER

Large Bayesian Tensor VARs with Stochastic Volatility

As of 19 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2409.16132.

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

pith.paper-citation-record.v1
2409.16132 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 2 of 2 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-19T06:32:44.657259+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-15T22:14:09.498760Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-08-07T05:55:33.748744Z

Reference resolution

0 of 0 outbound references displayed

  • verified exact0
  • verified fuzzy0
  • unresolved0
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation b902f23a-8819-4116-92a0-769d70c95b49 · inbound

Time-varying Parameter Tensor Vector Autoregression cites this paper.

Time-varying Parameter Tensor Vector Autoregression Large Bayesian Tensor VARs with Stochastic Volatility

Reference 16

Resolution
unresolved
no resolver link, observed 2026-08-15T22:14:09.498760Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-15T22:14:09.498760Z digest=sha256:93e54de58ea2973cd9ebadb8b03e7aeaf9b106436e2d8933483f2fd6e72bf0e6

Observation 07215e20-24dc-4352-b133-f6b5f9add766 · inbound

Tensor Stochastic Regression for High-dimensional Time Series via CP Decomposition cites this paper.

Tensor Stochastic Regression for High-dimensional Time Series via CP Decomposition Large Bayesian Tensor VARs with Stochastic Volatility

Reference 7

Resolution
verified exact
local_arxiv, observed 2026-08-07T05:55:33.754162Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-19T06:32:44.657259+00:00.

source=arxiv_source observed=2026-08-07T05:55:33.367760Z digest=sha256:b761582587792e4516b965ee71901ade1802f5dd7639bc99a518a906dedbb803