Mátyás Barczy - ODT Personal data sheet


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Personal data sheet

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personal data approved: 2019. III. 30.

Personal data

name	Mátyás Barczy
name of institution	University of Debrecen
doctoral school	DE Doctoral School of Informatics (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. )

Contact details
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
research field in which current research is conducted	mathematics and computing

Publications

2019

Barczy Mátyás, Ben Alaya Mohamed, Kebaier Ahmed, Pap Gyula: Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations, STATISTICS 53: (3) pp. 533-568.
type of document: Journal paper/Article
language: English
URL

2018

Mátyás Barczy, Mohamed Ben Alaya, Ahmed Kebaier, Gyula Pap: Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations, STOCHASTIC PROCESSES AND THEIR APPLICATIONS 128: (4) pp. 1135-1164.
type of document: Journal paper/Article
number of independent citations: 3
language: English
Full text

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: 7
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: 7
language: English
Full text

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: 7
language: English
URL

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: 14
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: 18
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: 3
language: English
Full text

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:

198

2020. VI. 25.
ODT ülés
Az ODT következő ülésére 2020. július 10-én 10.00 órakor kerül sor a Semmelweis Egyetem Szenátusi termében (Bp. Üllői út 26. I. emelet).