 Print previewpersonal data approved: 2022. III. 17. | Publications |
2021
 from data base, 2022. III. 17. |
Barczy Mátyás, Basrak Bojan, Kevei Péter, Pap Gyula, Planinić Hrvoje: Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration, STOCHASTIC PROCESSES AND THEIR APPLICATIONS 132: pp. 33-75.
type of document: Journal paper/Article
language: English
URL |
2020
from data base, 2022. III. 17. |
Barczy Matyas, Palau Sandra, Pap Gyula: Almost sure, L_1- and L_2-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration, SCIENCE CHINA MATHEMATICS 63: (10) pp. 2089-2116.
type of document: Journal paper/Article
number of independent citations: 1
language: English
URL |
2019
from data base, 2022. III. 17. |
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
number of independent citations: 1
language: English
URL |
2018
from data base, 2022. III. 17. |
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: 4
language: English
Full text |
2017
from data base, 2022. III. 17. |
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 |
2014
from data base, 2022. III. 17. |
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: 11
language: English
Full text |
2012
from data base, 2022. III. 17. |
Leif Doering, Mátyás Barczy: A jump type SDE approach to positive self-similar Markov processes, ELECTRONIC JOURNAL OF PROBABILITY 17: 94
type of document: Journal paper/Article
number of independent citations: 1
language: English
URL |
2011
from data base, 2022. III. 17. |
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: 18
language: English
Full text |
2011
from data base, 2022. III. 17. |
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: 19
language: English
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2006
from data base, 2022. III. 17. |
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: | 58 |
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