Mátyás Barczy - ODT Personal data sheet


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Personal data sheet

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personal data approved: 2017. XII. 04.

Personal data

name	Mátyás Barczy
name of institution	University of Debrecen
doctoral school	DE Doctoral School of Mathematical and Computational Sciences (Academic staff member Az oktató a doktori iskola doktoranduszai számára oktat tantárgyat, és/vagy a doktori iskola megszavazta, hogy doktoranduszok számára kutatási témát írjon ki. ) DE Doctoral School of Informatics (Announcer of research topic Az adott oktató valamelyik doktori iskolában kiírt doktoranduszok számára kutatási témát, amire most jelentkezni is lehet, de még nincsen témavezetett doktorandusza. )
the share of work in the different doctoral schools.	DE Doctoral School of Mathematical and Computational Sciences 50% DE Doctoral School of Informatics 50%

Contact details
E-mail address	barczymath.u-szeged.hu
phone number	+36 62 544-086
	own web page

Academic title
scientific degree, title	Ph.D.
year degree was obtained	2006
discipline to which degree belongs	mathematics and computing
institution granting the degree	University of Debrecen
scientific degree, title	Habilitation
year degree was obtained	2016
discipline to which degree belongs	mathematics and computing
institution granting the degree	University of Debrecen

Employment
2017 -	MTA-SZTE Analízis és Sztochasztika Kutatócsoport (research institute, not university) other (not specified) (tudományos főmunkatárs)

Thesis topic supervisor
number of doctoral students supervised until now	0
number of students who fulfilled course requirements	0
students who obtained their degrees:
	Thesis topic proposals

Research
research area	Probability theory and stochastic processes (Studying continuous time stochastic processes: existence and uniqueness of stationary distributions, question of ergodicity, parameter estimation.)
research field in which current research is conducted	mathematics and computing

Publications

2017

Mátyás Barczy, Fanni Nedényi, Gyula Pap: Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations, JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 451: (1) pp. 524-543.
type of document: Journal paper/Article
language: English
Full text

2016

Mátyás Barczy, Gyula Pap: Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations, STATISTICS 50: (2) pp. 389-417.
type of document: Journal paper/Article
number of independent citations: 5
language: English
Full text

2015

Mátyás Barczy, Kristóf Körmendi, Gyula Pap: Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration, JOURNAL OF MULTIVARIATE ANALYSIS 139: pp. 92-123.
type of document: Journal paper/Article
language: English
Full text

2014

Mátyás Barczy, Leif Döring, Zenghu Li, Gyula Pap: Stationarity and ergodicity for an affine two-factor model, ADVANCES IN APPLIED PROBABILITY 46: (3) pp. 878-898.
type of document: Journal paper/Article
number of independent citations: 6
language: English
Full text

2013

Mátyás Barczy, Leif Döring, Zenghu Li, Gyula Pap: On parameter estimation for critical affine processes, ELECTRONIC JOURNAL OF STATISTICS 7: pp. 647-696.
type of document: Journal paper/Article
number of independent citations: 5
language: English
DOI

2012

Leif Doering, Mátyás Barczy: A jump type SDE approach to positive self-similar Markov processes, ELECTRONIC JOURNAL OF PROBABILITY 17: (94) pp. 1-39.
type of document: Journal paper/Article
number of independent citations: 4
language: English
Full text

2011

Mátyás Barczy, Márton Ispány, Gyula Pap: Asymptotic behavior of unstable INAR(p) processes, STOCHASTIC PROCESSES AND THEIR APPLICATIONS 121: (3) pp. 583-608.
type of document: Journal paper/Article
number of independent citations: 11
language: English
Full text

2011

Mátyás Barczy, Gyula Pap: Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions, JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 380: (2) pp. 405-424.
type of document: Journal paper/Article
number of independent citations: 14
language: English
Full text

2006

Mátyás Barczy, Gyula Pap: Fourier transform of a Gaussian measure on the Heisenberg group, ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 42: (5) pp. 607-633.
type of document: Journal paper/Article
number of independent citations: 2
language: English
URL

2003

Molnár L, Barczy M: Linear maps on the space of all bounded observables preserving maximal deviation, JOURNAL OF FUNCTIONAL ANALYSIS 205: pp. 380-400.
type of document: Journal paper/Article
number of independent citations: 4
language: English

Number of independent citations to these publications:

Scientometric data

list of publications and citations

number of scientific publications that meet accreditation criteria:

number of scientific publications:

monographs and professional books:

monographs/books in which chapters/sections were contributed:

scientific publications published abroad that meet the accreditation criteria:

publications not in Hungarian, published in Hungary, meeting the accreditation criteria:

number of independent citations to scientific publications and creative works:

191