OOIR: Observatory of International Research

Papers

(The TQCC of Applied Stochastic Models in Business and Industry 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 2021-03-01 to 2025-03-01.)

Article	Citations
	31
Issue Information	23
Issue Information	15
Non‐maturing deposits modelling in a Ornstein‐Uhlenbeck framework	15
Reliability inference with extended sequential order statistics	14
Order restricted inference for a multiple step‐stress model with long‐term survivors for a general family of distributions	14
Gompertz zero‐inflated cure rate regression models applied to credit risk data	14
Forecasting extreme negative returns in gold and silver: A discrete‐duration approach to POT models	14
Discussion of Bayesian forecasting of business revenue	13
Foreword: Special issue of ASMBI for y‐BIS 2019: Recent Advances in Business Analytics and Data Science	12
Discussion of “Multivariate dynamic modeling for Bayesian forecasting of business revenue”	12
Multi‐fidelity Gaussian process modeling with boundary information	11
Issue Information	9
	9
On the multiattempt minimal repair and the corresponding counting process	9
Stochastic comparison on load‐sharing systems with one statistically dependent redundancy	9
Issue Information	8
A model for stochastic dependence implied by failures among deteriorating components	8
Real option valuation of timber harvesting contracts	7
Bayesian change point prediction for downhole drilling pressures with hidden Markov models	7
A moment matching method for option pricing under stochastic interest rates	7
Discussion of specifying prior distributions in reliability applications	6
Hedging and utility valuation of a defaultable claim driven by Hawkes processes	5
Discussion of “Specifying prior distributions in reliability applications”	5
Issue Information	5

Balancing load and performance for different failure models	5
Residual‐based cumulative sum charts to monitor time series of counts via copula‐based Markov models	5
Discussion of: Specifying prior distributions in reliability applications	5
Identification of spatial defects in semiconductor manufacturing	4
Spectral density estimation for random processes with stationary increments	4
Efficient pricing of path‐dependent interest rate derivatives	4
Linkage vector autoregressive model	4
Sample size determination to estimate mediation effects in cell transformation assays: A Bayesian causal model	4
A study on two‐dimensional warranty with a preventive maintenance policy under burn‐in or run‐in	4
Enhancing Predictive Modeling of Chinese Yam Shape Through Bayesian Linear Modeling and Key Diameter Modification	4
Discussion of signature‐based models of preventive maintenance	4
On a buffered threshold autoregressive stochastic volatility model	4
Redundancy Allocation for Series and Parallel Systems: A Copula‐Based Approach	4
Gender‐inclusive financial and demographic literacy: Monetizing the gender mortality gap	3
A multiperiod model of an emissions trading system	3
Some statistical challenges in automated driving systems	3
On Classical Inference of a Flexible Semi‐Parametric Class of Distributions Under a Joint Balanced Progressive Censoring Scheme	3
A dam management problem with energy production as an optimal switching problem	3
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Renewable Energy Investments, Support Schemes and the Dirty Option	3
Reverse mortgage and risk profile awareness: Proposals for securitization	2
On optimal allocation of redundancies in random weighted k$$ k $$‐out‐of‐n$$ n $$ systems	2
On the Equivalence of Likelihood‐Based Confidence Bands for Fatigue‐Life and Fatigue‐Strength Distributions	2
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Erratum to “An improved Hotelling's T² chart for monitoring a finite horizon process based on run rules schemes: A Markov‐chain approach”	2
Estimating the Size and Composition of Customer Base Using Retail Transaction Data	2
The Italian quick survey on the effects of the COVID‐19 health emergency on businesses: Sampling strategy and data editing	2
Preventive maintenance for coherent systems considering postponed replacement	2
Some statistical challenges in automated driving systems	2
Deep partial least squares for instrumental variable regression	2
Optimal shock‐based maintenance policy for a system in a dynamic environment	2
Hybridized artificial neural network classifiers with a novel feature selection procedure based genetic algorithms and information complexity in credit scoring	2
Connected autonomous vehicles: State of practice	2
Hedging temperature risk with CDD and HDD temperature futures	2
Optimal designs of accelerated degradation tests with random shock failures and measurement errors	2
Optimal time‐consistent social health insurance and private health insurance strategy under a new health insurance framework	2
Discussion of “Some statistical challenges in automated driving systems”	2
A Framework for Product Life Cycle Management Based Digital Twin Implementation in the Aerospace Industry	2
Pricing Cyber Insurance: A Geospatial Statistical Approach	2
A reinforcement learning algorithm for trading commodities	2
Discrete‐Time Risk Model With Time‐Varying Premiums: Analysis of Ruin Probabilities	2
A Sequential Learning Procedure for Estimating Coefficients in Linear Regression With Applications to Online Sales Examination	2
Credibility Theory Under the Least Squared Relative Loss Function	2
Optimal refinancing strategy for mortgage rate with regime switching	2
Comparisons of coherent systems with two types of heterogeneous components having proportional reversed hazard rates	2
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Issue Information	2
Bootstrapping through discrete convolutional methods	1
Forecasting portfolio returns with skew‐geometric Brownian motions	1

Imperfect and worse than old maintenances for a gamma degradation process	1
Separable spatio‐temporal kriging for fast virtual sensing	1
Discussion on paper “An Overview of Some Classical Models and Discussion of the Signature‐based Models of Preventive Maintenance”	1
Discussion of “Multivariate Dynamic Modeling for Bayesian Forecasting of Business Revenue”	1
Multivariate dynamic modeling for Bayesian forecasting of business revenue	1
A new extended δ‐shock model with the consideration of shock magnitude	1
Controlling the exponentially weighted moving average S² control chart false alarm behavior when the in‐control variance level must be estimated	1
A comprehensive review of blockchain applications in industrial Internet of Things and supply chain systems	1
Is (Independent) Subordination Relevant in Equity Derivatives?	1
Minimising by Simulation‐Based Optimisation the Cycle Time for the Line Balancing Problem in Real‐World Environments	1
Micro‐level reserving for general insurance claims using a long short‐term memory network	1
Rejoinder to “Specifying Prior Distribution in Reliability Applications”	1
Hierarchical optimal designs and modeling for engineering: A case‐study in the rail sector	1
Upper confidence bound integrated genetic algorithm‐optimized long short‐term memory network for click‐through rate prediction	1
One‐ and two‐sided monitoring schemes for BINARCH(1) processes	1
New approach and analysis of the generalized constant elasticity of variance model	1
Discussion of “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	1
Discussion of signature‐based models of preventive maintenance	1
Degradation modeling and remaining useful lifetime prediction based on functional variance process	1
Statistical estimation in passenger‐to‐train assignment models based on automated data	1
Reply to Discussions of Multivariate dynamic modeling for Bayesian forecasting of business revenue	1
Bayesian Sequential Learning and Decision Making in Bike‐Sharing Systems	1
Variable annuities valuation under a mixed fractional Brownian motion environment with jumps considering mortality risk	1
Modeling clustered binary data with nonparametric unobserved heterogeneity: An application to stock crash analysis	1
Modelling Task Durations Towards Automated, Big Data, Process Mining	1
Discussion of Specifying prior distributions in reliability applications	1
Strategic energy flows in input‐output relations: A temporal multilayer approach	1
Effective use of screening experiments: Some practical experiences	1
Neural network based control charting for multiple stream processes with an application to HVAC systems in passenger railway vehicles	1
Statistical inference for a Wiener‐based degradation model with imperfect maintenance actions under different observation schemes	1
	1
Learning low‐dimensional structure in house price indices	1
A discussion on “An overview of some classical models and discussion of the signature‐based models of preventive maintenance”	1
Discussion of “Specifying prior distributions in reliability applications,” by Qinglong Tian, Colin Lewis‐Beck, Jarad B. Niemi, and William Meeker	1
Optimal maintenance policy for imperfect production systems using reliability function and defect rate	1
Modelling the Chinese crude oil futures returns through a skew‐geometric Brownian motion correlated with the market volatility index process for pricing financial options	1
Heteroscedasticity test of high‐frequency data with jumps and market microstructure noise	1
Comprehensive interval‐valued time series model with application to the S&P 500 index and PM2.5 level data analysis	1
Financial time series analysis and forecasting with Hilbert–Huang transform feature generation and machine learning	1
Heterogeneity in Populations and the Paradoxes of Survival: A Tribute to Nozer Singpurwalla	1
Forecasting system's accuracy: A framework for the comparison of different structures	1
Functional clustering methods for resistance spot welding process data in the automotive industry	1
Preface to the special issue on degradation and maintenance, modelling and analysis	1
Swing option pricing consistent with futures smiles	1