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Items where Author is "Barczy, Mátyás"

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Barczy, Mátyás and Nedényi, Fanni and Pap, Gyula (2022) Convergence of partial sum processes to stable processes with application for aggregation of branching processes. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 36 (2). pp. 315-348. ISSN 0103-0752

Barczy, Mátyás and Burai, Pál József (2022) Limit theorems for Bajraktarevic and Cauchy quotient means of independent identically distributed random variables. AEQUATIONES MATHEMATICAE, 96 (2). pp. 279-305. ISSN 0001-9054

Barczy, Mátyás and Burai, Pál József (2022) Random Means Generated by Random Variables: Expectation and Limit Theorems. RESULTS IN MATHEMATICS, 77 (1). ISSN 1422-6383

Barczy, Mátyás (2022) A new example for a proper scoring rule. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 55 (11). pp. 3705-3712. ISSN 0361-0926

Barczy, Mátyás and Palau, Sandra and Pap, Gyula (2021) Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration. ADVANCES IN APPLIED PROBABILITY, 53 (4). pp. 1023-1060. ISSN 0001-8678

Barczy, Mátyás and Nedényi, Fanni and Pap, Gyula (2021) On simultaneous limits for aggregation of stationary randomized INAR(1) processes with poisson innovations. MATHEMATICA SLOVACA, 71 (5). pp. 1241-1268. ISSN 0139-9918

Barczy, Mátyás and Bojan, Basrak and Kevei, Péter and Pap, Gyula and Hrvoje, Planinić (2021) Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 132. pp. 33-75. ISSN 0304-4149

Barczy, Mátyás and Bezdány, Dániel and Pap, Gyula (2021) A note on asymptotic behavior of critical Galton–Watson processes with immigration. INVOLVE: A JOURNAL OF MATHEMATICS, 14 (5). pp. 871-891. ISSN 1944-4176

Barczy, Mátyás and Kunosné Nedényi, Fanni and Pap, Gyula (2020) On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration. Lithuanian Mathematical Journal, 60 (4). pp. 425-451. ISSN 0363-1672 (print), 1573-8825 (online)

Barczy, Mátyás and Bősze, Zsuzsanna and Pap, Gyula (2020) On tail behaviour of stationary second-order Galton-Watson processes with immigration. Modern Stochastics: Theory and Applications, 7 (3). pp. 315-338. ISSN 2351-6054

Barczy, Mátyás (2020) A new example for a proper scoring rule. Communications in Statistics - Theory and Methods. ISSN 0361-0926 (Unpublished)

Barczy, Mátyás and Palau, Sandra and Pap, Gyula (2020) 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. ISSN 1674-7283

Barczy, Mátyás and Ben Alaya, Mohamed and Kebaier, Ahmed and Pap, Gyula (2019) 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. ISSN 0233-1888

Barczy, Mátyás and Ben Alaya, Mohamed and Kebaier, Ahmed and Pap, Gyula (2019) Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model. Journal of Statistical Planning and Inference, 198. pp. 139-164.

Barczy, Mátyás and Lovas, Rezső László (2018) Karhunen–Loève expansion for a generalization of Wiener bridge. Lithuanian Mathematical Journal, 58 (4). pp. 341-359. ISSN 0363-1672 (print), 1573-8825 (online)

Barczy, Mátyás and Bősze, Zsuzsanna and Pap, Gyula (2018) Regularly varying non-stationary Galton-Watson processes with immigration. Statistics & Probability Letters, 140. pp. 106-114.

Barczy, Mátyás and Nyul, Balázs and Pap, Gyula (2018) Least squares estimation for the subcritical Heston model based on continuous time observations. JOURNAL OF STATISTICAL THEORY AND PRACTICE. ISSN 1559-8608 (In Press)

Barczy, Mátyás and Ben Alaya, Mohamed and Kebaier, Ahmed and Pap, Gyula (2018) 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.

Barczy, Mátyás (2018) Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields. Mathematica Slovaca, 68 (1). pp. 197-210. ISSN 0139-9918, ESSN: 1337-2211

Barczy, Mátyás and Kunosné Nedényi, Fanni and Pap, Gyula (2018) On aggregation of multitype Galton–Watson branching processes with immigration. Modern Stochastics: Theory and Applications, 5 (1). pp. 53-79.

Barczy, Mátyás and Nedényi, Fanni and Pap, Gyula (2017) Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 451 (1). pp. 524-543. ISSN 0022-247X

Barczy, Mátyás and Pap, Gyula (2016) Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration. STOCHASTICS AND DYNAMICS, 16 (4). ISSN 0219-4937

Barczy, Mátyás and Pap, Gyula (2016) Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations. STATISTICS, 50 (2). pp. 389-417. ISSN 0233-1888

Barczy, Mátyás and Zenghu, Li and Pap, Gyula (2016) Moment formulas for multitype continuous state and continuous time branching processes with immigration. JOURNAL OF THEORETICAL PROBABILITY, 29 (3). pp. 958-995. ISSN 0894-9840

Barczy, Mátyás and Pap, Gyula (2016) On convergence properties of infinitesimal generators of scaled multitype CBI processes. LITHUANIAN MATHEMATICAL JOURNAL, 56 (1). pp. 1-15. ISSN 0363-1672

Barczy, Mátyás and Pap, Gyula and T. Szabó, Tamás (2016) Parameter estimation for the subcritical Heston model based on discrete time observations. ACTA SCIENTIARUM MATHEMATICARUM (SZEGED), 82 (1-2). pp. 313-338. ISSN 0001-6969

Barczy, Mátyás and Körmendi, Kristóf and Pap, Gyula (2016) Statistical inference for critical continuous state and continuous time branching processes with immigration. METRIKA, 79 (7). pp. 789-816. ISSN 0026-1335

Barczy, Mátyás and Kern, Péter (2016) A link between Bougerol's identity and a formula due to Donati-Martin, Matsumoto and Yor. LECTURE NOTES IN MATHEMATICS, 2168. pp. 179-188. ISSN 0075-8434

Barczy, Mátyás and Peter, Kern and Pap, Gyula (2015) Dilatively stable stochastic processes and aggregate similarity. AEQUATIONES MATHEMATICAE, 89 (6). pp. 1485-1507. ISSN 0001-9054

Barczy, Mátyás and Nagy, Ábris and Noszály, Csaba and Vincze, Csaba (2015) A Robbins-Monro-type algorithm for computing global minimizer of generalized conic functions. OPTIMIZATION: A JOURNAL OF MATHEMATICAL PROGRAMMING AND OPERATIONS RESEARCH, 64 (9). pp. 1999-2020. ISSN 0233-1934

Barczy, Mátyás and Körmendi, Kristóf and Pap, Gyula (2015) 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. ISSN 0047-259X

Barczy, Mátyás and Zenghu, Li and Pap, Gyula (2015) Yamada-Watanabe results for stochastic differential equations with jumps. INTERNATIONAL JOURNAL OF STOCHASTIC ANALYSIS, 2015. ISSN 2090-3332

Barczy, Mátyás and Ispány, Márton and Pap, Gyula (2014) Asymptotic behavior of CLS estimators for unstable INAR(2) models. SCANDINAVIAN JOURNAL OF STATISTICS, 41 (4). pp. 866-892. ISSN 0303-6898

Barczy, Mátyás and Leif, Döring and Zenghu, Li and Pap, Gyula (2014) Parameter estimation for a subcritical affine two factor model. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 151. pp. 37-59. ISSN 0378-3758

Barczy, Mátyás and Leif, Döring and Zenghu, Li and Pap, Gyula (2014) Stationarity and ergodicity for an affine two-factor model. ADVANCES IN APPLIED PROBABILITY, 46 (3). pp. 878-898. ISSN 0001-8678

Pap, Gyula and Baran, Sándor and Barczy, Mátyás and Fazekas, István and Gáll, József Mihály and Ispány, Márton (2009) Határeloszlástételek és alkalmazásaik = Limit theorems with applications. Project Report. OTKA.

Baran, Sándor and Barczy, Mátyás and Gáll, József Mihály (2009) Sztochasztikus modellek statisztikai vizsgálata = Statistical investigation of stochastic models. Project Report. OTKA.

Barczy, Mátyás and Pap, Gyula (2008) Weakly infinitely divisible measures on some locally compact Abelian groups. Lithuanian Mathematical Journal, 48 (1). pp. 17-29. ISSN 0363-1672 (print), 1573-8825 (online)

Barczy, Mátyás and Pap, Gyula (2006) Fourier transform of a Gaussian measure on the Heisenberg group. Annales de l'Institut Henri Poincare (B) Probability and Statistics, 42 (5). pp. 607-633. ISSN 0246-0203

Barczy, Mátyás and Pap, Gyula (2006) Portmanteau theorem for unbounded measures. Statistics and Probability Letters, 76 (17). pp. 1831-1835. ISSN 0167-7152

This list was generated on Fri Mar 29 08:16:13 2024 CET.