OOIR: Observatory of International Research

Papers

(The TQCC of Brazilian Journal of Probability and Statistics is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-08-01 to 2026-08-01.)

Article	Citations
Evolution with mass extinction on Td+	14
The first-order seasonal integer-valued autoregression process with zero-inflated Poisson innovations; application to integer-valued seasonal data analysis with overdispersion	8
Wellposedness of anticipated BSDEs with quadratic growth and unbounded terminal value	8
Bucket plot: A visual tool for skewness and kurtosis comparisons	7
A family of multivariate extended skew-G-elliptical distributions	7
Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued U-statistics of absolutely regular data	4
Bayesian mixed model for survival data with semicompeting risks based on the Clayton copula	4
Trajectory fitting estimation for nonlinear stochastic differential equations with reflection	4
Properties of solution for fully coupled fractional mean-field forward-backward stochastic differential equation	4
Different informational characteristics of cubic transmuted distributions	4
Asymptotics of two-point correlations in the multi-species q-TAZRP	3
Finite mixtures of multivariate skew Student’s t distributions with independent logistic skewing functions	3
Least squares estimation for path-distribution dependent stochastic differential equations driven by fractional Brownian motions associated with the interacting particle systems	3
Maximum likelihood estimation for the reflected stochastic linear system with a large signal	3
Expansions for posterior distributions	3
A new distance-based distribution: Detecting concentration in directional data	3
Log-symmetric models with cure fraction with application to leprosy reactions data	2
Heston model about optimal investment and proportional reinsurance strategies for an insurer	2
Asymptotic distribution of the friendship paradox of a random geometric graph	2
Comparison of zero-inflated and hurdle INAR(1) processes for modeling count data	2
Partially linear models with p-order autoregressive skew-normal errors	2
L-moments of asymmetric generalized distributions obtained through quantile splicing	2
Three mixed-effects regression models using an extended Weibull with applications on games in differential and integral calculus	2
Some estimation procedures for Covid-19 suspected persons in a locality using randomized response model	2
Variable selection for an improved INAR(1) model with explanatory variables using 2SPCLS	2

Nonlinear log-wavelet-variance regression for perturbed 2D long memory Gaussian random fields	2
Integral fractional Ornstein–Uhlenbeck process model for animal movement	2
Beyond the lognormal distribution with properties and applications	1
Imputation of missing data using Gaussian linear cluster-weighted modeling	1
Simultaneous outlier detection and variable selection for spatial Durbin model	1
Unit gamma regression models for correlated bounded data	1
Interest rate modeling with generalized Langevin equations	1
Influence diagnostics for the power-normal Tobit model	1
On the restricted maximum likelihood estimation in a two-arm randomized clinical trial for binary endpoints	1
Revisiting the Samejima–Bolfarine–Bazán IRT models: New features and extensions	1
Clique structure and other network properties of the tensor product of Erdős–Rényi graphs	1
Local linear correlation for measuring local association	1
Statistical design of ARL-unbiased exponential chart with runs and scans rules using repetitive sampling	1
A survival model for lifetime with long-term survivors and unobserved heterogeneity	1
The law of the iterated logarithm for solutions of stochastic differential equations with random coefficients	1
Trajectory fitting estimation for a class of SDEs with small Lévy noises	1
Recognition and variable selection in sparse spatial panel data models with fixed effects	1
Doubly robust estimation with graphical structure among predictors for integrating probability and non-probability samples	1
Reinsurance premium estimation for heavy-tailed claim amounts	1
Componentwise equivariant estimation of order restricted location and scale parameters in bivariate models: A unified study	1
Regression modeling of censored data based on compound scale mixtures of normal distributions	1
Monotonicity of critical point in two-dimensional oriented percolation with enhancement	1
Probabilistic cellular automata with Andrei Toom	1
Flexible conditional density estimation for time series	1
New zero-inflated regression models with a variant of censoring	1
On the finiteness of the moments of the measure of level sets of random fields	1
Variance swaps pricing under the regime-switching jump-diffusion model	1
A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations	1
Moment conditions for random coefficient AR(∞) under non-negativity assumptions	1
A geometric framework for multivariate jump locations estimation	1
Variance estimation in the presence of scrambled response using ranked set sampling	1
Single-stage sampling procedure for heteroscedasticity analysis of means	1