Citation analysis for Methodology and Computing in Applied Probability / Springer

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

0.06

5 Years IF

0.05

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1992	0	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.11	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.12	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.19	0	0	0	0	0		0	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.1
1997	0	0.22	0	0	0	0	0		0	0		0			0		0	0.09
1998	0	0.26	0	0	0	0	0		0	0		0			0		0	0.12
1999	0	0.27	0.09	0	22	22	13	2	2	0		0		2	100	2	0.09	0.13
2000	0.05	0.32	0.02	0.05	23	45	6	1	3	22	1	22	1	1	100		0	0.14
2001	0	0.35	0	0	24	69	9		3	45		45			0		0	0.15
2002	0	0.37	0.02	0.01	23	92	3	2	5	47		69	1	2	100		0	0.19
2003	0	0.4	0	0	24	116	8		5	47		92			0		0	0.19
2004	0	0.44	0.02	0.03	24	140	7	3	8	47		116	3	2	66.7		0	0.2
2005	0.02	0.45	0.03	0.03	27	167	11	5	13	48	1	118	4	5	100		0	0.21
2006	0.02	0.46	0.02	0.01	28	195	20	4	17	51	1	122	1	4	100		0	0.2
2007	0.02	0.42	0.02	0.02	33	228	17	4	21	55	1	126	3	4	100		0	0.18
2008	0.03	0.44	0.05	0.03	29	257	14	11	33	61	2	136	4	11	100		0	0.2
2009	0.03	0.43	0.02	0.02	37	294	18	5	38	62	2	141	3	4	80	1	0.03	0.21
2010	0.02	0.43	0.02	0.03	45	339	31	7	45	66	1	154	4	7	100		0	0.18
2011	0.07	0.45	0.05	0.08	42	381	7	19	64	82	6	172	14	15	78.9		0	0.2
2012	0.02	0.45	0.01	0.02	60	441	26	3	67	87	2	186	3	3	100		0	0.19
2013	0	0.5	0.03	0.03	48	489	14	13	80	102		213	7	13	100		0	0.21
2014	0.03	0.51	0.03	0.04	57	546	16	14	95	108	3	232	9	13	92.9		0	0.2
2015	0.01	0.5	0.02	0.04	62	608	19	13	108	105	1	252	9	10	76.9		0	0.19
2016	0.02	0.5	0.02	0.03	63	671	12	11	119	119	2	269	9	11	100		0	0.18
2017	0.02	0.5	0.02	0.01	61	732	11	15	135	125	2	290	4	15	100		0	0.18
2018	0.02	0.54	0.03	0.03	72	804	27	23	158	124	3	291	10	19	82.6	1	0.01	0.21
2019	0.03	0.58	0.04	0.03	74	878	2	36	194	133	4	315	10	29	80.6		0	0.21
2020	0.06	0.75	0.04	0.05	73	951	5	39	233	146	9	332	16	26	66.7	1	0.01	0.29

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	1999	The Cross-Entropy Method for Combinatorial and Continuous Optimization. (1999). Rubinstein, Reuven . In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:1:y:1999:i:2:d:10.1023_a:1010091220143. Full description at Econpapers \|\| Download paper	8
2	2009	Bayesian Copulae Distributions, with Application to Operational Risk Management. (2009). Dalla Valle, Luciana. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:1:d:10.1007_s11009-007-9067-x. Full description at Econpapers \|\| Download paper	7
3	2012	Approximations and Inequalities for Moving Sums. (2012). Wang, Xiao ; Naus, Joseph ; Glaz, Joseph. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9251-x. Full description at Econpapers \|\| Download paper	6
4	2010	Multivariate Hierarchical Copulas with Shocks. (2010). Scherer, Matthias ; Hofert, Marius ; Durante, Fabrizio. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:4:d:10.1007_s11009-009-9134-6. Full description at Econpapers \|\| Download paper	6
5	2015	Telegraph Processes with Random Jumps and Complete Market Models. (2015). Ratanov, Nikita. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:3:d:10.1007_s11009-013-9388-x. Full description at Econpapers \|\| Download paper	5
6	2006	Improving the Performance of the Chi-square Control Chart via Runs Rules. (2006). Antzoulakos, Demetrios L ; Bersimis, Sotirios ; Koutras, Markos V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:3:d:10.1007_s11009-006-9754-z. Full description at Econpapers \|\| Download paper	5
7	2007	Statistical Process Control using Shewhart Control Charts with Supplementary Runs Rules. (2007). Maravelakis, P E ; Bersimis, S ; Koutras, M V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:2:d:10.1007_s11009-007-9016-8. Full description at Econpapers \|\| Download paper	5
8	2008	An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting. (2008). Kroese, Dirk P ; Botev, Zdravko I. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:10:y:2008:i:4:d:10.1007_s11009-008-9073-7. Full description at Econpapers \|\| Download paper	5
9	1999	Langevin-Type Models II: Self-Targeting Candidates for MCMC Algorithms. (1999). Tweedie, R L ; Stramer, O. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:1:y:1999:i:3:d:10.1023_a:1010090512027*. Full description at Econpapers \|\| Download paper	4
10	2013	Bayesian Inference for Hawkes Processes. (2013). Rasmussen, Jakob Gulddahl . In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9272-5. Full description at Econpapers \|\| Download paper	4
11	2010	The Perturbed Compound Poisson Risk Process with Investment and Debit Interest. (2010). Wang, Chunwei ; Yin, Chuancun. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9109-z. Full description at Econpapers \|\| Download paper	4
12	2018	A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models. (2018). Privault, Nicolas ; Liu, Yue. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-017-9558-3. Full description at Econpapers \|\| Download paper	4
13	2003	Multirisks Model and Finite-Time Ruin Probabilities. (2003). Coulibaly, Ibrahim ; Lefevre, Claude ; Picard, Philippe. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:5:y:2003:i:3:d:10.1023_a:1026287204089. Full description at Econpapers \|\| Download paper	3
14	2000	Extremes of Gaussian Processes with Maximal Variance near the Boundary Points. (2000). Husler, Jurg ; Hashorva, Enkelejd. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:2:y:2000:i:3:d:10.1023_a:1010029228490. Full description at Econpapers \|\| Download paper	3
15	2001	Simulating Perpetuities. (2001). Devroye, Luc. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:3:y:2001:i:1:d:10.1023_a:1011470225335. Full description at Econpapers \|\| Download paper	3
16	2012	Drawdowns and the Speed of Market Crash. (2012). HADJILIADIS, OLYMPIA ; Zhang, Hongzhong. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9262-7. Full description at Econpapers \|\| Download paper	3
17	2012	Reliability Measures of Semi-Markov Systems with General State Space. (2012). Limnios, Nikolaos. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:4:d:10.1007_s11009-011-9211-5. Full description at Econpapers \|\| Download paper	3
18	2015	Performance Analysis of Second Order Semi-Markov Chains: An Application to Wind Energy Production. (2015). Prattico, Flavio ; Petroni, Filippo ; Damico, Guglielmo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:3:d:10.1007_s11009-013-9394-z. Full description at Econpapers \|\| Download paper	3
19	2018	Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures. (2018). Mulinacci, Sabrina. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-016-9539-y. Full description at Econpapers \|\| Download paper	3
20	2012	On the Moments and the Distribution of the Cost of a Semi Markov Model for Healthcare Systems. (2012). McClean, Sally ; Tsaklidis, George ; Papadopoulou, Aleka A ; Garg, Lalit. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9260-9. Full description at Econpapers \|\| Download paper	3
21	2000	Reliability Approximation for Markov Chain Imbeddable Systems. (2000). Koutras, Markos V ; Boutsikas, Michael V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:2:y:2000:i:4:d:10.1023_a:1010062218369. Full description at Econpapers \|\| Download paper	3
22	2010	Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models. (2010). Manca, Raimondo ; Janssen, Jacques ; Damico, Guglielmo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:2:d:10.1007_s11009-009-9142-6. Full description at Econpapers \|\| Download paper	3
23	2015	Transient Behavior of Fractional Queues and Related Processes. (2015). Phoha, Vir ; Polito, Federico ; Cahoy, Dexter O. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:3:d:10.1007_s11009-013-9391-2. Full description at Econpapers \|\| Download paper	3
24	2001	A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes. (2001). Zucca, Cristina ; Sacerdote, Laura ; Giraudo, Maria Teresa. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:3:y:2001:i:2:d:10.1023_a:1012261328124. Full description at Econpapers \|\| Download paper	3
25	2013	On the Generalized Telegraph Process with Deterministic Jumps. (2013). Martinucci, Barbara ; di Crescenzo, Antonio. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:1:d:10.1007_s11009-011-9235-x. Full description at Econpapers \|\| Download paper	3
26	2014	Multivariate Generalized MarshallâOlkin Distributions and Copulas. (2014). Li, Xiaohu ; Lin, Jianhua. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:1:d:10.1007_s11009-012-9297-4. Full description at Econpapers \|\| Download paper	3
27	2007	A Survey of the Coupon Collectorâs Problem with Random Sample Sizes. (2007). Vaughan, Diane E ; Jacobson, Sheldon H ; Kobza, John E. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:4:d:10.1007_s11009-006-9013-3. Full description at Econpapers \|\| Download paper	3
28	2005	Uniqueness and Extinction of Weighted Markov Branching Processes. (2005). Ramesh, N I ; Li, Junping ; Chen, Anyue . In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:7:y:2005:i:4:d:10.1007_s11009-005-5005-y. Full description at Econpapers \|\| Download paper	2
29	2010	Drawdowns and Rallies in a Finite Time-horizon. (2010). HADJILIADIS, OLYMPIA ; Zhang, Hongzhong. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:2:d:10.1007_s11009-009-9139-1. Full description at Econpapers \|\| Download paper	2
30	2010	A Saddlepoint Approximation to the Distribution of Inhomogeneous Discounted Compound Poisson Processes. (2010). Gatto, Riccardo . In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9116-0. Full description at Econpapers \|\| Download paper	2
31	2012	State-of-the-Art in Sequential Change-Point Detection. (2012). Tartakovsky, Alexander G ; Polunchenko, Aleksey S. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9256-5. Full description at Econpapers \|\| Download paper	2
32	2018	Markov Property in Discrete Schur-constant Models. (2018). Utev, Sergey ; Loisel, Stephane ; Lefevre, Claude. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:3:d:10.1007_s11009-017-9564-5. Full description at Econpapers \|\| Download paper	2
33	2004	Numerical Treatment of Homogeneous Semi-Markov Processes in Transient Caseâa Straightforward Approach. (2004). Manca, Raimondo ; Janssen, Jacques ; Corradi, Gianfranco. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:6:y:2004:i:2:d:10.1023_b:mcap.0000017715.28371.85. Full description at Econpapers \|\| Download paper	2
34	2007	An Algorithmic Approach to Discrete Time Non-homogeneous Backward Semi-Markov Reward Processes with an Application to Disability Insurance. (2007). Silvestrov, Dmitrii ; Manca, Raimondo ; Stenberg, Fredrik. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:4:d:10.1007_s11009-006-9012-4. Full description at Econpapers \|\| Download paper	2
35	2005	An Efficient Algorithm for Exact Distribution of Discrete Scan Statistics. (2005). Wu, Mengnien ; Gao, Tangan ; Ebneshahrashoob, Morteza. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:7:y:2005:i:4:d:10.1007_s11009-005-5003-0. Full description at Econpapers \|\| Download paper	2
36	2010	On the First Hitting Time of a One-dimensional Diffusion and a Compound Poisson Process. (2010). Abundo, Mario. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9115-1. Full description at Econpapers \|\| Download paper	2
37	2013	A Simple and Complete Computational Analysis of MAP/R/1 Queue Using Roots. (2013). Gupta, U C ; Singh, Gagandeep ; Chaudhry, M L. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9266-3. Full description at Econpapers \|\| Download paper	2
38	2011	Tail Conditional Expectation for the Multivariate Pareto Distribution of the Second Kind: Another Approach. (2011). Vernic, Raluca. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:13:y:2011:i:1:d:10.1007_s11009-009-9131-9. Full description at Econpapers \|\| Download paper	2
39	2014	Self-crossing Points of a Line Segment Process. (2014). Pawlas, Zbynk . In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:2:d:10.1007_s11009-012-9315-6. Full description at Econpapers \|\| Download paper	2
40	2016	Asymptotic Multivariate Dominance: A Financial Application. (2016). Petronio, Filomena ; Lando, Tommaso ; Lozza, Sergio Ortobelli ; Tich, Toma. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:4:d:10.1007_s11009-016-9502-y. Full description at Econpapers \|\| Download paper	2
41	2009	On the Distributions of the State Sizes of Closed Continuous Time Homogeneous Markov Systems. (2009). Tsaklidis, G ; Vasiliadis, G. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:11:y:2009:i:4:d:10.1007_s11009-008-9074-6. Full description at Econpapers \|\| Download paper	2
42	2014	Numerical Approximation of Probability Mass Functions via the Inverse Discrete Fourier Transform. (2014). Warr, Richard L. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:4:d:10.1007_s11009-013-9366-3. Full description at Econpapers \|\| Download paper	2
43	2006	Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach. (2006). Dossal, Charles ; Bergeret, Florent ; Barrera-Esteve, Christophe ; Reboul-Salze, Damien ; Munos, Remi ; Meziou, Asma ; Gobet, Emmanuel. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:4:d:10.1007_s11009-006-0427-8. Full description at Econpapers \|\| Download paper	2
44	2006	The Cross-Entropy Method for Continuous Multi-Extremal Optimization. (2006). Rubinstein, Reuven Y ; Porotsky, Sergey ; Kroese, Dirk P. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:3:d:10.1007_s11009-006-9753-0. Full description at Econpapers \|\| Download paper	2
45	2016	Rare Event Probability Estimation in the Presence of Epistemic Uncertainty on Input Probability Distribution Parameters. (2016). Brevault, Loic ; Morio, Jerome ; Balesdent, Mathieu. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:18:y:2016:i:1:d:10.1007_s11009-014-9411-x. Full description at Econpapers \|\| Download paper	2
46	2020	Analysis of Queueing System with Non-Preemptive Time Limited Service and Impatient Customers. (2020). Dudin, Alexander ; Kim, Chesoong ; Klimenok, Valentina ; Dudina, Olga. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09707-7. Full description at Econpapers \|\| Download paper	2
47	2005	A Stochastic Minimum Cross-Entropy Method for Combinatorial Optimization and Rare-event Estimation. (2005). Rubinstein, R Y. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:7:y:2005:i:1:d:10.1007_s11009-005-6653-7*. Full description at Econpapers \|\| Download paper	2
48	2017	The Log-Linear Birnbaum-Saunders Power Model. (2017). Gomez, Hector W ; Bolfarine, Heleno ; Martinez-Florez, Guillermo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:19:y:2017:i:3:d:10.1007_s11009-016-9526-3. Full description at Econpapers \|\| Download paper	2
49	2006	Approximate Simulation of Hawkes Processes. (2006). Rasmussen, Jakob G ; Moller, Jesper. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:1:d:10.1007_s11009-006-7288-z. Full description at Econpapers \|\| Download paper	2
50	2006	Passage Times in Fluid Models with Application to Risk Processes. (2006). Ramaswami, V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:4:d:10.1007_s11009-006-0426-9. Full description at Econpapers \|\| Download paper	2

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2013	Bayesian Inference for Hawkes Processes. (2013). Rasmussen, Jakob Gulddahl . In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:3:d:10.1007_s11009-011-9272-5. Full description at Econpapers \|\| Download paper	4
2	2012	Approximations and Inequalities for Moving Sums. (2012). Wang, Xiao ; Naus, Joseph ; Glaz, Joseph. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:3:d:10.1007_s11009-011-9251-x. Full description at Econpapers \|\| Download paper	4
3	2010	The Perturbed Compound Poisson Risk Process with Investment and Debit Interest. (2010). Wang, Chunwei ; Yin, Chuancun. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9109-z. Full description at Econpapers \|\| Download paper	4
4	2010	Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models. (2010). Manca, Raimondo ; Janssen, Jacques ; Damico, Guglielmo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:2:d:10.1007_s11009-009-9142-6. Full description at Econpapers \|\| Download paper	3
5	2018	Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures. (2018). Mulinacci, Sabrina. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-016-9539-y. Full description at Econpapers \|\| Download paper	3
6	2018	A Recursive Algorithm for Selling at the Ultimate Maximum in Regime-Switching Models. (2018). Privault, Nicolas ; Liu, Yue. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-017-9558-3. Full description at Econpapers \|\| Download paper	3
7	2013	On the Generalized Telegraph Process with Deterministic Jumps. (2013). Martinucci, Barbara ; di Crescenzo, Antonio. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:15:y:2013:i:1:d:10.1007_s11009-011-9235-x. Full description at Econpapers \|\| Download paper	2
8	2015	Telegraph Processes with Random Jumps and Complete Market Models. (2015). Ratanov, Nikita. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:3:d:10.1007_s11009-013-9388-x. Full description at Econpapers \|\| Download paper	2
9	2020	Analysis of Queueing System with Non-Preemptive Time Limited Service and Impatient Customers. (2020). Dudin, Alexander ; Kim, Chesoong ; Klimenok, Valentina ; Dudina, Olga. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:2:d:10.1007_s11009-019-09707-7. Full description at Econpapers \|\| Download paper	2
10	2015	Transient Behavior of Fractional Queues and Related Processes. (2015). Phoha, Vir ; Polito, Federico ; Cahoy, Dexter O. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:3:d:10.1007_s11009-013-9391-2. Full description at Econpapers \|\| Download paper	2
11	2005	An Efficient Algorithm for Exact Distribution of Discrete Scan Statistics. (2005). Wu, Mengnien ; Gao, Tangan ; Ebneshahrashoob, Morteza. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:7:y:2005:i:4:d:10.1007_s11009-005-5003-0. Full description at Econpapers \|\| Download paper	2
12	2017	Compound Geometric Distribution of Order k. (2017). Eryilmaz, Serkan ; Koutras, Markos V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:19:y:2017:i:2:d:10.1007_s11009-016-9482-y. Full description at Econpapers \|\| Download paper	2
13	2012	Reliability Measures of Semi-Markov Systems with General State Space. (2012). Limnios, Nikolaos. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:14:y:2012:i:4:d:10.1007_s11009-011-9211-5. Full description at Econpapers \|\| Download paper	2
14	2018	Comparisons Between Largest Order Statistics from Multiple-outlier Models with Dependence. (2018). del Aguila, Yolanda ; Torrado, Nuria ; Navarro, Jorge. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-017-9562-7. Full description at Econpapers \|\| Download paper	2
15	2006	Numerical Methods for the Pricing of Swing Options: A Stochastic Control Approach. (2006). Dossal, Charles ; Bergeret, Florent ; Barrera-Esteve, Christophe ; Reboul-Salze, Damien ; Munos, Remi ; Meziou, Asma ; Gobet, Emmanuel. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:4:d:10.1007_s11009-006-0427-8. Full description at Econpapers \|\| Download paper	2
16	2010	Risk Processes with Non-stationary Hawkes Claims Arrivals. (2010). Torrisi, Giovanni Luca ; Stabile, Gabriele. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:12:y:2010:i:3:d:10.1007_s11009-008-9110-6. Full description at Econpapers \|\| Download paper	2
17	2014	Numerical Approximation of Probability Mass Functions via the Inverse Discrete Fourier Transform. (2014). Warr, Richard L. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:4:d:10.1007_s11009-013-9366-3. Full description at Econpapers \|\| Download paper	2
18	2018	Markov Property in Discrete Schur-constant Models. (2018). Utev, Sergey ; Loisel, Stephane ; Lefevre, Claude. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:3:d:10.1007_s11009-017-9564-5. Full description at Econpapers \|\| Download paper	2
19	2006	The Cross-Entropy Method for Continuous Multi-Extremal Optimization. (2006). Rubinstein, Reuven Y ; Porotsky, Sergey ; Kroese, Dirk P. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:8:y:2006:i:3:d:10.1007_s11009-006-9753-0. Full description at Econpapers \|\| Download paper	2
20	2017	The Log-Linear Birnbaum-Saunders Power Model. (2017). Gomez, Hector W ; Bolfarine, Heleno ; Martinez-Florez, Guillermo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:19:y:2017:i:3:d:10.1007_s11009-016-9526-3. Full description at Econpapers \|\| Download paper	2
21	2015	Performance Analysis of Second Order Semi-Markov Chains: An Application to Wind Energy Production. (2015). Prattico, Flavio ; Petroni, Filippo ; Damico, Guglielmo. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:17:y:2015:i:3:d:10.1007_s11009-013-9394-z. Full description at Econpapers \|\| Download paper	2
22	2014	Multivariate Generalized MarshallâOlkin Distributions and Copulas. (2014). Li, Xiaohu ; Lin, Jianhua. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:16:y:2014:i:1:d:10.1007_s11009-012-9297-4. Full description at Econpapers \|\| Download paper	2
23	2001	A Monte Carlo Method for the Simulation of First Passage Times of Diffusion Processes. (2001). Zucca, Cristina ; Sacerdote, Laura ; Giraudo, Maria Teresa. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:3:y:2001:i:2:d:10.1023_a:1012261328124. Full description at Econpapers \|\| Download paper	2
24	2007	Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries. (2007). Potzelberger, Klaus ; Wang, Liqun. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:9:y:2007:i:1:d:10.1007_s11009-006-9002-6. Full description at Econpapers \|\| Download paper	2
25	2000	Reliability Approximation for Markov Chain Imbeddable Systems. (2000). Koutras, Markos V ; Boutsikas, Michael V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:2:y:2000:i:4:d:10.1023_a:1010062218369. Full description at Econpapers \|\| Download paper	2
26	2018	On Generalised Piterbarg Constants. (2018). Hashorva, Enkelejd ; Debicki, Krzysztof ; Bai, Long ; Luo, LI. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-016-9537-0. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 9

Year	Title
2020	. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model. (2020). Rud, Marcin ; Gajek, Lesaw. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:4:d:10.1007_s11009-020-09780-3. Full description at Econpapers \|\| Download paper
2020	On Estimation for Brownian Motion Governed by Telegraph Process with Multiple Off States. (2020). Hu, C ; Elbroch, L M ; Pozdnyakov, V ; Yan, J ; Meyer, T. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:3:d:10.1007_s11009-020-09774-1. Full description at Econpapers \|\| Download paper
2020	An Optimal Stopping Problem of Detecting Entry Points for Trading Modeled by Geometric Brownian Motion. (2020). Yao, Jingjing ; Zhang, Jijian ; Yang, Aijun ; Liu, Yue. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09915-w. Full description at Econpapers \|\| Download paper
2020	A Renewal Generated Geometric Catastrophe Model with Discrete-Time Markovian Arrival Process. (2020). Gupta, U C ; Kumar, Nitin. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:3:d:10.1007_s11009-019-09768-8. Full description at Econpapers \|\| Download paper
2020	On Generalized Berman Constants. (2020). Zhang, Hong ; Ling, Chengxiu. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:3:d:10.1007_s11009-019-09754-0. Full description at Econpapers \|\| Download paper
2020	On the Distribution of the Number of Success Runs in a Continuous Time Markov Chain. (2020). Eutichia, Vaggelatou ; Michael, Boutsikas V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:22:y:2020:i:3:d:10.1007_s11009-019-09743-3. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2020

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2020	. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

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Recent citations received in 2018

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2018	. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

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10 most frequent citing series

#	Series	H	Cites
1	Methodology and Computing in Applied Probability / Springer	5	129
2			35
3	Papers / arXiv.org	65	8
4	European Journal of Operational Research / Elsevier	108	5
5	Reliability Engineering and System Safety / Elsevier	38	5
6	Insurance: Mathematics and Economics / Elsevier	48	4
7	Statistics & Probability Letters / Elsevier	30	4
8	AStA Advances in Statistical Analysis / Springer	16	2
9	Journal of Multivariate Analysis / Elsevier	46	2
10	Applied Mathematics and Computation / Elsevier	23	2
11	TEST: An Official Journal of the Spanish Society of Statistics and Operations Research / Springer	23	2