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Personal data sheet |
Print preview VALIDITY EXPIRED
Publications |
2018
from data base, 2018. IX. 30. |
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: 2 language: English URL |
2017
from data base, 2018. IX. 30. |
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
from data base, 2018. IX. 30. |
Mátyás Barczy, Zenghu Li, Gyula Pap: Moment formulas for multitype continuous state and continuous time branching processes with immigration, JOURNAL OF THEORETICAL PROBABILITY 29: (3) pp. 958-995. type of document: Journal paper/Article number of independent citations: 1 language: English Full text |
2015
from data base, 2018. IX. 30. |
János Marcell Benke, Gyula Pap: Asymptotic inference for a stochastic differential equation with uniformly distributed time delay, JOURNAL OF STATISTICAL PLANNING AND INFERENCE 167: pp. 182-192. type of document: Journal paper/Article language: English Full text |
2015
from data base, 2018. IX. 30. |
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 |
2011
from data base, 2018. IX. 30. |
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: 16 language: English Full text |
2011
from data base, 2018. IX. 30. |
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 |
2007
from data base, 2018. IX. 30. |
Mercedes Arriojas, Yaozhong Hu, Salah-Eldin Mohammed, Gyula Pap: A delayed Black and Scholes formula, STOCHASTIC ANALYSIS AND APPLICATIONS 25: (2) pp. 471-492. type of document: Journal paper/Article number of independent citations: 130 language: English URL |
2005
from data base, 2018. IX. 30. |
Márton Ispány, Gyula Pap, Martien van Zuijlen: Fluctuation limit of branching processes with immigration and estimation of the means, ADVANCES IN APPLIED PROBABILITY 37: (2) pp. 523-538. type of document: Journal paper/Article number of independent citations: 43 language: English URL |
2003
from data base, 2018. IX. 30. |
Márton Ispány, Gyula Pap, Martien van Zuijlen: Asymptotic inference for nearly unstable INAR(1) models, JOURNAL OF APPLIED PROBABILITY 40: (3) pp. 750-765. type of document: Journal paper/Article number of independent citations: 19 language: English URL |
| Number of independent citations to these publications: | 222 |
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