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 2021-08-01 to 2025-08-01.)

Article	Citations
Distribution tails of a history-dependent random linear recursion	14
Matrix-analytic methods for the analysis of stochastic fluid-fluid models	13
Discrete Time Minimal Repair Process and Its Reliability Applications under Random Environments	12
A new mixed δ-shock model and associated reliability properties	11
Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors	10
The estimation in Pólya–Eggenberger urn model with a delay	9
A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data	6
Smooth-transition autoregressive models for time series of bounded counts	6
Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion	6
The threshold dynamics of a stochastic two-patch brucellosis model	6
Periodic review inventory models with multiclass demands and fixed order costs	5
Clique and cycle frequencies in a sparse random graph model with overlapping communities	4
A general result on complete f -moment convergence with its application to nonparametric regression models	4
Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift	4
Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations	4
Connection intervals in multi-scale infrastructure-augmented dynamic networks	3
Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process	3
A fluid approach to total-progeny-dependent birth-and-death processes	3
The stationary and quasi-stationary properties of neutral multi-type branching process diffusions	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
Mean and variance of Brownian motion with given final value, maximum and argmax	3
Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims	3
Ergodicity for the 2D stochastic electrokinetic flow	2
A new type of CEV model: properties, comparison, and application to portfolio optimization	2

Correction	2
Sequences of random matrices modulated by a discrete-time Markov chain*	2
A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional	2
Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions	2
Hidden equations of risk critical thresholds	2
Queueing with priorities and standard service: Stoppable and unstoppable servers	2
The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples	2
MTTF and availability of semi-Markov missions with non-identical generally distributed component lifetimes	2
On a class of critical Markov branching processes with non-homogeneous Poisson immigration	1
Synchronization and fluctuations for interacting stochastic systems with individual and collective reinforcement	1
Singular perturbation for a two-class processor-sharing queue with impatience	1
Coalescence in branching processes with age dependent structure in population	1
Limit theorems for globally perturbed random walks	1
A stochastic fluid model approach to the stationary distribution of the maximal priority process	1
Quality driven maintenance policies for a deteriorating system subject to non-self-announcing failures	1
Optimal dividend and proportional reinsurance strategy for the risk model with common shock dependence	1
Some asymptotics for short maturity Asian options	1
Stochastic epidemic spreading: not all super-spreading processes are born equal, neither all lockdown strategies	1
Symmetric branching random walks in random media: comparing theoretical and numerical results	1
Asymptotics for a perturbed bidimensional delay-claim risk model with heavy-tailed claims and stochastic returns	1
Harvesting optimization with stochastic differential equations models: is the optimal enemy of the good?	1
Some results on stochastic comparisons of two finite mixture models with general components	1
Maintenance effort expense modeling based on cyclic Wiener processes of two types for edge OSS computing	1
Expected utility maximization for unobservable Markov-modulated jump-diffusion process with constraint on wealth	1
On the Gaussian Volterra processes with power-type kernels	1
Bernstein polynomial of recursive regression estimation with censored data	1
Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay	1
The Sackin index and depth of leaves in generalized Schröder trees	1
Moments and asymptotic properties for supercritical branching processes with immigration in random environments	1
Quenched weighted moments for a branching process with immigration in a random environment	1
On complete convergence for weighted sums of m -widely acceptable random variables under sub-linear expectations and its statistical applications	1
Asymptotic analysis of the sojourn time of a batch in a M ^{[ X ]} / M<	1
Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model	1
Complete f -moment convergence for a class of random variables with related statistical applications	1
Dynamics analysis of a delayed stochastic SIRS epidemic model with a nonlinear incidence rate	1
Adding edge dynamics to bipartite random-access networks	1
Sensitivities of some performance measures of quasi-birth-and-death processes	1
A q -binomial extension of the CRR asset pricing model	1
Moments based matrix representation of Markov and rational arrival processes with reduced rank marginal	1
Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach	1
Reduced processes evolving in a mixed environment	1