OOIR: Observatory of International Research

Papers

(The median citation count of Stochastic Models is 0. 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 2020-05-01 to 2024-05-01.)

Article	Citations
Modeling and analysis of block arrival times in the Bitcoin blockchain	11
Double-sided queues with marked Markovian arrival processes and abandonment	9
Functional limit theorems for the multi-dimensional elephant random walk	8
Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective	7
Stochastic non-bipartite matching models and order-independent loss queues	5
On stochastic comparisons of finite mixture models	5
Ruin probabilities for risk processes in a bipartite network	5
Continuous scaled phase-type distributions	4
On asymptotic finite-time ruin probabilities of a new bidimensional risk model with constant interest force and dependent claims	4
Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model	4
On population growth with catastrophes	3
An extension of Hawkes processes with ephemeral nearest effects	3
Smooth-transition autoregressive models for time series of bounded counts	3
A Central Limit Theorem for punctuated equilibrium	3
Probability laws of consensus in a broadcast-based consensus-forming algorithm	2
Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications	2
Parameter estimation for multivariate population processes: a saddlepoint approach	2
Asymptotic filter behavior for high-frequency expert opinions in a market with Gaussian drift	2
Transient analysis of piecewise homogeneous QBD process	2
Growth of common friends in a preferential attachment model	2
Harvesting optimization with stochastic differential equations models: is the optimal enemy of the good?	2
Stochastic comparisons of residual lives of series-parallel and parallel-series systems with independent subsystems consisting of dependent components	2
A new mixed δ-shock model and associated reliability properties	2
Discrete Time Minimal Repair Process and Its Reliability Applications under Random Environments	2
Reliability analysis for systems with interactive competing degradation processes and mixed shock effects	2

Mean and variance of Brownian motion with given final value, maximum and argmax	2
Some results on stochastic comparisons of two finite mixture models with general components	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
Stationary workload and service times for some nonwork-conserving M/G/1 preemptive LIFO queues	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
On asymptotic structure of critical Galton-Watson branching processes allowing immigration with infinite variance	1
Alternating renewal processes with instantaneous rewards	1
Bernstein polynomial of recursive regression estimation with censored data	1
Single-server queues under overdispersion in the heavy-traffic regime	1
Asset-liability management with state-dependent utility in the regime-switching market	1
Diffusion approximation of controlled branching processes using limit theorems for random step processes	1
First passage time density of an Ornstein–Uhlenbeck process with broken drift	1
MTTF and availability of semi-Markov missions with non-identical generally distributed component lifetimes	1
Markov modulated fluid network process: Tail asymptotics of the stationary distribution	1
Late levels of nested occupancy scheme in random environment	1
Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation	1
Matrix-analytic methods for the analysis of stochastic fluid-fluid models	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
The longest edge of the one-dimensional soft random geometric graph with boundaries	1
Nonparametric relative recursive regression estimators for censored data	1
Approximate solution of the integral equations involving kernel with additional singularity	1
Two queues with time-limited polling and workload-dependent service speeds	1
On the Gaussian Volterra processes with power-type kernels	1
Poisson random measures and supercritical multitype Markov branching processes	1
A q -binomial extension of the CRR asset pricing model	1
Asymptotic analysis for optimal dividends in a dual risk model	1
Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise	1
Fractional Poisson random sum and its associated normal variance mixture	1
A general result on complete f -moment convergence with its application to nonparametric regression models	1
Optimality of admission control in an M∕M∕1∕N queue with varying services	1
Stochastic delay differential neoclassical growth system	1
A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data	0
Stochastic models of stem cells and their descendants under different criticality assumptions	0
A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets	0
On cover times of Markov chains	0
The estimation in Pólya–Eggenberger urn model with a delay	0
Joint discrete and continuous matrix distribution modeling	0
The killed Brox diffusion	0
Quality driven maintenance policies for a deteriorating system subject to non-self-announcing failures	0
Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach	0
Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion	0
Lundberg-type inequalities for non-homogeneous risk models	0
A queueing model with ON/OFF sources: approximation and stationarity	0
Distribution tails of a history-dependent random linear recursion	0
Weighted Dyck paths and nonstationary queues	0
Economic shipping policies for assuring safety integrity level of E/E/PE safety-related software	0
Clique and cycle frequencies in a sparse random graph model with overlapping communities	0

Increasing Gambler’s Ruin duration and Brownian motion exit times	0
Stochastic epidemic spreading: not all super-spreading processes are born equal, neither all lockdown strategies	0
Correction	0
On the spectral radius and stiffness of Markov jump process rate matrices	0
Maintenance effort expense modeling based on cyclic Wiener processes of two types for edge OSS computing	0
Existence of global solutions of a nonautonomous semilinear equation with varying reaction	0
Constrained mean-variance portfolio optimization for jump-diffusion process under partial information	0
Singular perturbation for a two-class processor-sharing queue with impatience	0
Sensitivities of some performance measures of quasi-birth-and-death processes	0
Correction note to “A multidimensional ruin problem and an associated notion of duality,” Stochastic Models, 32 (2016) 539–574	0
Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors	0
Strong convergence to two-dimensional alternating Brownian motion processes	0
Quenched weighted moments for a branching process with immigration in a random environment	0
Sequences of random matrices modulated by a discrete-time Markov chain*	0
Estimation of stress-strength reliability for multicomponent system with a generalized inverted exponential distribution	0
A.s. convergence rate for Mandelbrot’s cascade in a random environment	0
Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions	0
The Omega-model with two bankruptcy rates	0
Periodic review inventory models with multiclass demands and fixed order costs	0
A new type of CEV model: properties, comparison, and application to portfolio optimization	0
Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations	0
Running supremum of Brownian motion in dimension 2: exact and asymptotic results	0
Optimal dividend and proportional reinsurance strategy for the risk model with common shock dependence	0
Optimizing Erlangization-based approximations for finite discrete distributions and discrete phase-type distributions	0
Queueing with priorities and standard service: Stoppable and unstoppable servers	0
Model verification for Lévy-driven CARMA(2,1) processes	0
A stochastic liquidity risk model with stochastic volatility and its applications to option pricing	0
Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift	0
Hidden equations of risk critical thresholds	0
Asymptotic analysis of the sojourn time of a batch in a M ^{[ X ]} / M<	0
Traffic lights, clumping and QBDs	0
Predator–prey density-dependent branching processes	0
Synchronization and fluctuations for interacting stochastic systems with individual and collective reinforcement	0
Moments and asymptotic properties for supercritical branching processes with immigration in random environments	0
Preface of the special issue on Branching Processes and Applications (IWBPA2021)	0
Moments based matrix representation of Markov and rational arrival processes with reduced rank marginal	0
A stochastic delayed SIS epidemic model with Holling type II incidence rate	0
Geometrical interpretation of the population entropy maximum	0
Fetschrift in honour of Prof. Peter Taylor	0
The threshold dynamics of a stochastic two-patch brucellosis model	0
Modeling escape from extinction with decomposable multi-type Sevastyanov branching processes	0
On meeting and merging of stochastic flow of non-homogeneous Markov and semi-Markov dynamics	0
Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance	0
Asymptotics for infinite server queues with fast/slow Markov switching and fat tailed service times	0
On age composition of dynamic heterogeneous populations	0
Complete f -moment convergence for a class of random variables with related statistical applications	0
Gambler’s ruin with random stopping	0
Reduced processes evolving in a mixed environment	0
A fluid approach to total-progeny-dependent birth-and-death processes	0
The consistency of the estimators in semiparametric regression model based on m -asymptotic negatively associated errors	0
Sensitivity analysis for a Markov regenerative software rejuvenation model	0
Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims	0
A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional	0
Resource competition in virtual network embedding	0
Moderate deviations for stochastic Cahn-Hilliard equations with a random dynamical boundary driven by Poisson random measures	0
Adding edge dynamics to bipartite random-access networks	0
A joint replenishment production-inventory model as an MMAP[K]/PH[K]/1 queue	0
Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay	0
Stochastic decompositions in bivariate risk and queueing models with mutual assistance	0
Symmetric branching random walks in random media: comparing theoretical and numerical results	0
Connection intervals in multi-scale infrastructure-augmented dynamic networks	0
Coalescence in branching processes with age dependent structure in population	0
Mean-field fluctuations at diffusion scale in threshold-based randomized routing for processor sharing systems and applications	0
Stationary analysis of a constrained Markov fluid model with two buffers	0
Concomitants of order statistics from bivariate phase-type distributions with continuous density functions	0
Modeling gene content across a phylogeny to determine when genes become associated	0