Stochastic Models

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 2022-05-01 to 2026-05-01.)
ArticleCitations
A new mixed δ -shock model and associated reliability properties13
Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors8
The estimation in Pólya–Eggenberger urn model with a delay7
Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion6
A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data5
Periodic review inventory models with multiclass demands and fixed order costs5
Optimizing Erlangization-based approximations for finite discrete distributions and discrete phase-type distributions4
Strong consistency of least squares estimators in simple linear EV regression models under m -END setting4
Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process4
Clique and cycle frequencies in a sparse random graph model with overlapping communities4
Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations4
De Finetti’s Poissonian dividend control problem under spectrally positive Markov additive process4
Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift4
A general result on complete f -moment convergence with its application to nonparametric regression models4
Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims4
Complete dictionary type stochastic sparse representation and its applications in random process simulation4
Estimation of stress-strength reliability for multicomponent system with a generalized inverted exponential distribution3
The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples3
Sequences of random matrices modulated by a discrete-time Markov chain*3
Connection intervals in multi-scale infrastructure-augmented dynamic networks3
A new type of CEV model: properties, comparison, and application to portfolio optimization3
Queueing with priorities and standard service: Stoppable and unstoppable servers3
The stationary and quasi-stationary properties of neutral multi-type branching process diffusions3
Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions3
MTTF and availability of semi-Markov missions with non-identical generally distributed component lifetimes2
Limit theorems for globally perturbed random walks2
Dynamics analysis of a delayed stochastic SIRS epidemic model with a nonlinear incidence rate2
Quenched weighted moments for a branching process with immigration in a random environment2
Ergodicity for the 2D stochastic electrokinetic flow2
Correction2
Hidden equations of risk critical thresholds2
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