Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Toward Scalable Risk Analysis for Stochastic Systems Using Extreme Value Theory
As of 13 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 1 inbound Pith citation observation for arXiv:2203.12689.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-13T06:32:02.005865+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-12T17:12:15.856376Z
A source-named dated measurement, never combined with another source.
Source: pith, observed 2026-08-12T17:12:16.067586Z
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 0bccaf3a-280d-4c21-9db3-e7e43b632a83 · inbound
Integrating Dynamic Correlation Shifts and Weighted Benchmarking in Extreme Value Analysis cites this paper.
Integrating Dynamic Correlation Shifts and Weighted Benchmarking in Extreme Value Analysis Toward Scalable Risk Analysis for Stochastic Systems Using Extreme Value Theory
Reference 10
- Resolution
- verified exact
- local_arxiv, observed 2026-08-12T17:12:16.073478Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-13T06:32:02.005865+00:00.