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 2022-01-01 to 2026-01-01.)
ArticleCitations
Distribution tails of a history-dependent random linear recursion11
Matrix-analytic methods for the analysis of stochastic fluid-fluid models7
A new mixed δ-shock model and associated reliability properties7
Discrete Time Minimal Repair Process and Its Reliability Applications under Random Environments7
Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors6
The estimation in Pólya–Eggenberger urn model with a delay6
Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion5
The threshold dynamics of a stochastic two-patch brucellosis model5
Periodic review inventory models with multiclass demands and fixed order costs4
Optimizing Erlangization-based approximations for finite discrete distributions and discrete phase-type distributions4
A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data4
A general result on complete f -moment convergence with its application to nonparametric regression models4
Clique and cycle frequencies in a sparse random graph model with overlapping communities4
Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift4
A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional3
The stationary and quasi-stationary properties of neutral multi-type branching process diffusions3
De Finetti’s Poissonian dividend control problem under spectrally positive Markov additive process3
A fluid approach to total-progeny-dependent birth-and-death processes3
Connection intervals in multi-scale infrastructure-augmented dynamic networks3
Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process3
Estimation of stress-strength reliability for multicomponent system with a generalized inverted exponential distribution3
Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims3
Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations3
Sequences of random matrices modulated by a discrete-time Markov chain*2
Quenched weighted moments for a branching process with immigration in a random environment2
Queueing with priorities and standard service: Stoppable and unstoppable servers2
The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples2
Correction2
A new type of CEV model: properties, comparison, and application to portfolio optimization2
Hidden equations of risk critical thresholds2
Ergodicity for the 2D stochastic electrokinetic flow2
Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions2
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