OOIR: Observatory of International Research

Papers

(The TQCC of Methodology and Computing in Applied Probability is 2. 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 2021-05-01 to 2025-05-01.)

Article	Citations
Markovian Arrival Process Subject to Renewal Generated Binomial Catastrophes	26
Correction to: High-Dimensional Quadratic Classifiers in Non-sparse Settings	17
Stochastic Dynamics of a Hybrid Delay Food Chain Model with Harvesting and Jumps in a Polluted Environment	13
Duality Between the Local Score of One Sequence and Constrained Hidden Markov Model	12
Deep Learning for Constrained Utility Maximisation	11
Accelerating the Pool-Adjacent-Violators Algorithm for Isotonic Distributional Regression	8
Analysis of a Multiple Dual-Stage Vacation Queueing System with Disaster and Repairable Server	7
A Numerical Method for Hedging Bermudan Options under Model Uncertainty	7
Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model	7
Variance Bounding of Delayed-Acceptance Kernels	7
Pairwise Markov Models and Hybrid Segmentation Approach	7
Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach	7
On Computing the Multivariate Poisson Probability Distribution	6
A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks	6
Parking Functions: From Combinatorics to Probability	6
The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System	6
Binomial Approximation to Locally Dependent Collateralized Debt Obligations	6
A Speed-based Estimator of Signal-to-Noise Ratios	5
Applying Affine Urn Models to the Global Profile of Hyperrecursive Trees	5
A Conditioned Kullback-Leibler Divergence Measure through Compensator Processes and its Relationship to Cumulative Residual Inaccuracy Measure with Applications	5
On Dependent Multi-State Semi-Coherent Systems Based on Multi-State Joint Signature	5
Efficient Approximations for Utility-Based Pricing	5
Asymptotic Analysis of Finite-Source M/GI/1 Retrial Queueing Systems with Collisions and Server Subject to Breakdowns and Repairs	5
Admission Control of Parallel Queues with Fork Types of Jobs	4
Moments for Hawkes Processes with Gamma Decay Kernel Functions	4

Reconstruction of Random Fields Concentrated on an Unknown Curve using Irregularly Sampled Data	4
Complete Analysis of $$M/G_{r}^{(a,b)}/1/N$$ Queue with Second Optional Service	4
Spatial Permutations Sampling Convergence Speed	4
A Bhattacharyya-type Conditional Error Bound for Quadratic Discriminant Analysis	4
Queueing Inventory System with Multiple Service Nodes and Addressed Retrials from a Common Orbit	4
A Stationary Proportional Hazard Class Process and its Applications	4
New Information-Based Replacement Policies for Heterogeneous Populations of ‘Aging’ and ‘Non-Aging’ Items	4
On Distribution and Average Run Length of a Two-Stage Control Process	4
Approximations of Copulas via Transformed Moments	4
Randomized Repeated Significance Tests Based on Scan Statistics for Discrete Data	4
Matrix-analytic Methods for the Evolution of Species Trees, Gene Trees, and Their Reconciliation	3
Cornish-Fisher Expansions for Functionals of the Weighted Partial Sum Empirical Distribution	3
First Hitting Time of Brownian Motion on Simple Graph with Skew Semiaxes	3
Asymptotic Finite-Time Ruin Probabilities for a Bidimensional Delay-Claim Risk Model with Subexponential Claims	3
Multi-State Joint Survival Signature for Multi-State Systems with Shared Multi-State Components	3
Crossings States and Sets of States in Random Walks	3
Transform MCMC Schemes for Sampling Intractable Factor Copula Models	3
A Queueing Model with BMAP Arrivals and Heterogeneous Phase Type Group Services	3
Bayesian Wavelet Stein’s Unbiased Risk Estimation of Multivariate Normal Distribution Under Reflected Normal Loss	3
Joint Reliability Function of Coherent Systems with Shared Heterogeneous Components	3
Strong Convergence Properties for Weighted Sums of Extended Negatively Dependent Random Variables Under Sub-linear Expectations with Statistical Applications	3
Optimal Strategy and System Performance in a Feedback Queue with Customer-intensive Services and Boundedly Rational Customers	3
Construction and Simulation of Generalized Multivariate Hawkes Processes	3
Application of Bernstein Polynomials on Estimating a Distribution and Density Function in a Triangular Array	3
Diffusion Approximation of Loss Queueing Systems	3
Generalized Fractional Risk Process	3
Analysis of Two-Way Communication in $$M_1^X, M_2/G_1,G_2/1$$ Retrial Queue Under the Constant Retrial Policy	3
Hawkes Processes Framework With a Gamma Density As Excitation Function: Application to Natural Disasters for Insurance	3
Strong Convergence for Weighted Sums of Widely Orthant Dependent Random Variables and Applications	3
Entropy of Some Discrete Distributions	3
Ruin Probability for Finite Erlang Mixture Claims Via Recurrence Sequences	3
Estimation and Goodness-of-fit for the q-Weibull Distribution via the Mellin Transform	3
Asymptotic Analysis of k-Hop Connectivity in the 1D Unit Disk Random Graph Model	3
Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes	3
Bayes Estimator Under Neutrosophic Statistics: A Robust Approach for Handling Uncertainty and Imprecise Data	3
A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson’s Equation	3
Correction to: Articles in MCAP 23:1 March 2021 Issue to Be Classified as Original Articles	2
A Note on the Distribution of the Extreme Degrees of a Random Graph via the Stein-Chen Method	2
Bayesian Analysis of Proportions via a Hidden Markov Model	2
Two-sided Bounds for Renewal Equations and Ruin Quantities	2
Remaining Loads in a PH/M/c Queue with Impatient Customers	2
Analysis of Renewal Batch Arrival Queues with Multiple Vacations and Geometric Abandonment	2
Covering One Point Process with Another	2
Modeling and Control of Data Transmission	2
Random Apportionment: A Stochastic Solution to the Balinski-Young Impossibility	2
Poisson Edge Growth and Preferential Attachment Networks	2
Bond Prices Under Information Asymmetry and a Short Rate with Instantaneous Feedback	2
Efficient Algorithms for Tail Probabilities of Exchangeable Lognormal Sums	2
Asymptotic Finite-Time Ruin Probabilities for a Multidimensional Risk Model with Subexponential Claims	2
Distributions Related to Weak Runs With a Minimum and a Maximum Number of Successes: A Unified Approach	2

Energy Efficiency in a Base Station of 5G Cellular Networks using M/G/1 Queue with Multiple Sleeps and N-Policy	2
Weak Ergodicity in G-NHMS	2
Statistical Causality for Multivariate Nonlinear Time Series via Gaussian Process Models	2
The Effect of Loss Preference on Queueing with Information Disclosure Policy	2
Vessels Arrival Process and its Application to the SHIP/M/$$\infty$$ Queue	2
Multivariate Reversed Hazard Rates and Inactivity Times of Systems	2
Performance and Optimization Analysis of a Queue with Delayed Uninterrupted Multiple Vacation and N-Policy	2
Moments Computation for General Markov Fluid Models	2
Optimal Pricing Strategy in an Unreliable M/M/1 Retrial Queue with Delayed Repair and Breakdown Deterioration	2
Bivariate Semi-Parametric Model: Bayesian Inference	2
Moments of the Ruin Time in a Lévy Risk Model	2
Some Expressions of a Generalized Version of the Expected Time in the Red and the Expected Area in Red	2
Optimal Mean-Variance Investment-Reinsurance Strategy for a Dependent Risk Model with Ornstein-Uhlenbeck Process	2
Statistical Inference for Partially Observed Markov-Modulated Diffusion Risk Model	2
Stochastic Fluid Models with Upward Jumps and Phase Transitions	2
Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences	2
The Multivariate Generalized Linear Hawkes Process in High Dimensions with Applications in Neuroscience	2
Robust Optimal Investment Problem with Delay under Heston’s Model	2
On Geometric-type Approximations with Applications	2
Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise	2
Portfolio Optimization With a Guaranteed Minimum Maturity Benefit and Risk-Adjusted Fees	2
Birth, Death, Coincidences and Occupancies: Solutions and Applications of Generalized Birthday and Occupancy Problems	2
Estimating the Logarithm of Characteristic Function and Stability Parameter for Symmetric Stable Laws	2