OOIR: Observatory of International Research

Papers

(The TQCC of Stochastic Models 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 2020-11-01 to 2024-11-01.)

Article	Citations
Stochastic non-bipartite matching models and order-independent loss queues	11
Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective	8
Functional limit theorems for the multi-dimensional elephant random walk	8
On stochastic comparisons of finite mixture models	7
Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model	6
Continuous scaled phase-type distributions	4
A stochastic liquidity risk model with stochastic volatility and its applications to option pricing	4
On asymptotic finite-time ruin probabilities of a new bidimensional risk model with constant interest force and dependent claims	4
An extension of Hawkes processes with ephemeral nearest effects	4
On population growth with catastrophes	3
Matrix-analytic methods for the analysis of stochastic fluid-fluid models	3
Reliability analysis for systems with interactive competing degradation processes and mixed shock effects	3
Smooth-transition autoregressive models for time series of bounded counts	3
Discrete Time Minimal Repair Process and Its Reliability Applications under Random Environments	3
Some results on stochastic comparisons of two finite mixture models with general components	3
A new mixed δ-shock model and associated reliability properties	3
Single-server queues under overdispersion in the heavy-traffic regime	2
Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications	2
Stochastic delay differential neoclassical growth system	2
The stochastic Leibniz formula for Volterra integrals under enlarged filtrations	2
Batch sojourn time in the processor sharing queue with geometric batch size	2
Probability laws of consensus in a broadcast-based consensus-forming algorithm	2
Mean and variance of Brownian motion with given final value, maximum and argmax	2
Harvesting optimization with stochastic differential equations models: is the optimal enemy of the good?	2
On asymptotic structure of critical Galton-Watson branching processes allowing immigration with infinite variance	2

Growth of common friends in a preferential attachment model	2
Optimality of admission control in an M∕M∕1∕N queue with varying services	2
Poisson random measures and supercritical multitype Markov branching processes	2
Stochastic comparisons of residual lives of series-parallel and parallel-series systems with independent subsystems consisting of dependent components	2
Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions	1
Alternating renewal processes with instantaneous rewards	1
Estimation of stress-strength reliability for multicomponent system with a generalized inverted exponential distribution	1
Fractional Poisson random sum and its associated normal variance mixture	1
Approximate solution of the integral equations involving kernel with additional singularity	1
Diffusion approximation of controlled branching processes using limit theorems for random step processes	1
Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift	1
MTTF and availability of semi-Markov missions with non-identical generally distributed component lifetimes	1
Mean-field fluctuations at diffusion scale in threshold-based randomized routing for processor sharing systems and applications	1
Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation	1
A q -binomial extension of the CRR asset pricing model	1
Bernstein polynomial of recursive regression estimation with censored data	1
Constrained mean-variance portfolio optimization for jump-diffusion process under partial information	1
Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise	1
The longest edge of the one-dimensional soft random geometric graph with boundaries	1
Asset-liability management with state-dependent utility in the regime-switching market	1
First passage time density of an Ornstein–Uhlenbeck process with broken drift	1
A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data	1
Two queues with time-limited polling and workload-dependent service speeds	1
On the Gaussian Volterra processes with power-type kernels	1
Late levels of nested occupancy scheme in random environment	1
Asymptotic analysis for optimal dividends in a dual risk model	1
Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources	1
Switching diffusion approximations for optimal power management in parallel processing systems	1
The stationary and quasi-stationary properties of neutral multi-type branching process diffusions	1
Optimizing Erlangization-based approximations for finite discrete distributions and discrete phase-type distributions	1
A general result on complete f -moment convergence with its application to nonparametric regression models	1
Clique and cycle frequencies in a sparse random graph model with overlapping communities	1
Stationary workload and service times for some nonwork-conserving M/G/1 preemptive LIFO queues	1
The threshold dynamics of a stochastic two-patch brucellosis model	1
Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model^*	1