Stochastic Models

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 2020-03-01 to 2024-03-01.)
ArticleCitations
Modeling and analysis of block arrival times in the Bitcoin blockchain11
Double-sided queues with marked Markovian arrival processes and abandonment9
Functional limit theorems for the multi-dimensional elephant random walk8
Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective7
A further study of some Markovian Bitcoin models from Göbel et al.7
Ruin probabilities for risk processes in a bipartite network5
Stochastic non-bipartite matching models and order-independent loss queues5
On stochastic comparisons of finite mixture models4
On asymptotic finite-time ruin probabilities of a new bidimensional risk model with constant interest force and dependent claims3
Continuous scaled phase-type distributions3
Smooth-transition autoregressive models for time series of bounded counts3
A Central Limit Theorem for punctuated equilibrium3
Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model3
On population growth with catastrophes3
Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process3
On the decision support model for the patient admission scheduling problem with random arrivals and departures: A solution approach3
Probability laws of consensus in a broadcast-based consensus-forming algorithm2
An extension of Hawkes processes with ephemeral nearest effects2
Asymptotic filter behavior for high-frequency expert opinions in a market with Gaussian drift2
Growth of common friends in a preferential attachment model2
Parameter estimation for multivariate population processes: a saddlepoint approach2
Batch sojourn time in the processor sharing queue with geometric batch size2
Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications2
Mean and variance of Brownian motion with given final value, maximum and argmax2
The stochastic Leibniz formula for Volterra integrals under enlarged filtrations2
Transient analysis of piecewise homogeneous QBD process2
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
On asymptotic structure of critical Galton-Watson branching processes allowing immigration with infinite variance1
Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources1
Discrete Time Minimal Repair Process and Its Reliability Applications under Random Environments1
Reliability analysis for systems with interactive competing degradation processes and mixed shock effects1
Fractional Poisson random sum and its associated normal variance mixture1
Nonparametric relative recursive regression estimators for censored data1
First passage time density of an Ornstein–Uhlenbeck process with broken drift1
Some results on stochastic comparisons of two finite mixture models with general components1
Two queues with time-limited polling and workload-dependent service speeds1
Late levels of nested occupancy scheme in random environment1
Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation1
Bernstein polynomial of recursive regression estimation with censored data1
A new mixed δ-shock model and associated reliability properties1
The stationary and quasi-stationary properties of neutral multi-type branching process diffusions1
Asset-liability management with state-dependent utility in the regime-switching market1
Optimality of admission control in an MM∕1∕N queue with varying services1
Approximate solution of the integral equations involving kernel with additional singularity1
MTTF and availability of semi-Markov missions with non-identical generally distributed component lifetimes1
Stochastic comparisons of residual lives of series-parallel and parallel-series systems with independent subsystems consisting of dependent components1
Poisson random measures and supercritical multitype Markov branching processes1
Alternating renewal processes with instantaneous rewards1
Asymptotic analysis for optimal dividends in a dual risk model1
Single-server queues under overdispersion in the heavy-traffic regime1
Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise1
A general result on complete f -moment convergence with its application to nonparametric regression models1
Harvesting optimization with stochastic differential equations models: is the optimal enemy of the good?1
Stochastic delay differential neoclassical growth system1
Markov modulated fluid network process: Tail asymptotics of the stationary distribution1
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