OOIR: Observatory of International Research

Papers

(The TQCC of Stochastic Models 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 2022-06-01 to 2026-06-01.)

Article	Citations
A new mixed δ -shock model and associated reliability properties	15
Asymptotic results for uniform group drawing in the coupon collector’s problem	8
Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors	7
The estimation in Pólya–Eggenberger urn model with a delay	6
Periodic review inventory models with multiclass demands and fixed order costs	5
Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion	5
A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data	5
De Finetti’s Poissonian dividend control problem under spectrally positive Markov additive process	4
A general result on complete f -moment convergence with its application to nonparametric regression models	4
Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims	4
Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process	4
Complete dictionary type stochastic sparse representation and its applications in random process simulation	4
Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations	4
Strong consistency of least squares estimators in simple linear EV regression models under m -END setting	4
Clique and cycle frequencies in a sparse random graph model with overlapping communities	4
Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift	4
Connection intervals in multi-scale infrastructure-augmented dynamic networks	3
A new type of CEV model: properties, comparison, and application to portfolio optimization	3
The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples	3
The stationary and quasi-stationary properties of neutral multi-type branching process diffusions	3
Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions	3
Optimizing Erlangization-based approximations for finite discrete distributions and discrete phase-type distributions	3
Estimation of stress-strength reliability for multicomponent system with a generalized inverted exponential distribution	3
Sequences of random matrices modulated by a discrete-time Markov chain*	3
Ergodicity for the 2D stochastic electrokinetic flow	2

Limit theorems for globally perturbed random walks	2
Dynamics analysis of a delayed stochastic SIRS epidemic model with a nonlinear incidence rate	2
Hidden equations of risk critical thresholds	2
Maintenance effort expense modeling based on cyclic Wiener processes of two types for edge OSS computing	2
Correction	2
Quenched weighted moments for a branching process with immigration in a random environment	2
MTTF and availability of semi-Markov missions with non-identical generally distributed component lifetimes	2