Items where Author is "Pap, Gyula"

Article

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 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 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.

Bolyog, Beata and Pap, Gyula (2019) On conditional least squares estimation for affine diffusions based on continuous time observations. STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES, 22 (1). pp. 41-75. ISSN 1387-0874

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 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.

Körmendi, Kristóf and Pap, Gyula (2018) Statistical inference of 2-type critical Galton–Watson processes with immigration. Statistical Inference for Stochastic Processes, 21 (1). pp. 169-190. ISSN 1387-0874

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

Benke, János Marcell and Pap, Gyula (2017) Local asymptotic quadraticity of statistical experiments connected with a Heston model. ACTA SCIENTIARUM MATHEMATICARUM (SZEGED), 83 (1-2). pp. 313-344. ISSN 0001-6969

Benke, János Marcell and Pap, Gyula (2017) One-parameter statistical model for linear stochastic differential equation with time delay. STATISTICS, 51 (3). pp. 510-531. ISSN 0233-1888

Danka, Tivadar and Pap, Gyula (2016) Asymptotic behavior of critical indecomposable multi-type branching processes with immigration. ESAIM-PROBABILITY AND STATISTICS, 20. pp. 238-260. ISSN 1292-8100

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

Pap, Gyula and T. Szabó, Tamás (2016) Change detection in the Cox–Ingersoll–Ross model. STATISTICS AND RISK MODELING, 33 (1-2). pp. 21-40. ISSN 2193-1402

Nedényi, Fanni and Pap, Gyula (2016) Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes. STATISTICS & PROBABILITY LETTERS, 118. pp. 16-23. ISSN 0167-7152

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

Baran, Sándor and Pap, Gyula and Sikolya, Kinga (2016) Testing stability in a spatial unilateral autoregressive model. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 45 (4). pp. 933-949. ISSN 0361-0926

Györfi, László and Ispány, Márton and Kevei, Péter and Pap, Gyula (2015) Asymptotic Behavior of Multitype Nearly Critical Galton-Watson Processes with Immigration. THEORY OF PROBABILITY AND ITS APPLICATIONS, 59 (4). pp. 590-610. ISSN 0040-585X

Benke, János Marcell and Pap, Gyula (2015) Asymptotic inference for a stochastic differential equation with uniformly distributed time delay. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 167. pp. 182-192. ISSN 0378-3758

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 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

Ispány, Márton and Körmendi, Kristóf and Pap, Gyula (2014) Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration. BERNOULLI, 20 (4). pp. 2247-2277. ISSN 1350-7265

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

Györfi, László and Ispány, Márton and Kevei, Péter and Pap, Gyula (2014) Asymptotic behavior of a multi-type nearly critical Galton-Watson processes with immigration. TEORIYA VEROYATNOSTEI I EE PRIMENENIYA, 59 (4). pp. 752-775. ISSN 0040-361X

Ispány, Márton and Pap, Gyula (2014) Asymptotic behavior of critical primitive multi-type branching processes with immigration. STOCHASTIC ANALYSIS AND APPLICATIONS, 32 (5). pp. 727-741. ISSN 0736-2994

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 T. Szabó, Tamás (2013) Change detection in INAR(p) processesagainst various alternative hypotheses. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 42 (7). pp. 1386-1405. ISSN 0361-0926

Bernáth, Attila and Király, Tamás and Kovács, Erika and Mádi-Nagy, Gergely and Pap, Gyula and Pap, Júlia and Szabó, Jácint and Végh, László (2012) Algorithms for multiplayer multicommodity flow problems. Technical Reports. ISSN 1587-4451

Bingham, Michael and Pap, Gyula (2008) Embeddable probability measures and infinitesimal systems of probability measures on a Moore Lie group. Publicationes Mathematicae Debrecen, 72 (3-4). pp. 293-316. ISSN 0033-3883

Becker-Kern, Peter and Pap, Gyula (2008) Parameter estimation of selfsimilarity exponents. Journal of Multivariate Analysis, 99 (1). pp. 117-140. ISSN 0047-259X

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)

Baran, Sándor and Pap, Gyula and Zuijlen, Martien C. A. (2007) Asymptotic Inference for Unit Roots in Spatial Triangular Autoregression. Acta Applicandae Mathematicae, 96 (1-3). pp. 17-42. ISSN 0167-8019

Fülöp, Erika and Pap, Gyula (2007) Asymptotically optimal tests for a discrete time random field HJM type interest rate model. Acta Universitatis Szegediensis. Acta Scientiarum Mathematicarum, 73 (3-4). pp. 637-661. ISSN 0001-6969

Feinsilver, Ph. and Pap, Gyula (2007) Calculation of Fourier transforms of a Brownian motion on the Heisenberg group using splitting formulas. Journal of Functional Analysis, 249 (1). pp. 1-30. ISSN 0022-1236

Arriojas, Mercedes and Hu, Yaozhong and Mohammed, Salah-Eldin and Pap, Gyula (2007) A Delayed Black and Scholes Formula. Stochastic Analysis and Applications, 25 (2). pp. 471-492. ISSN 0736-2994

Baran, Sándor and Gáll, J. and Ispány, Márton and Pap, Gyula (2007) Forecasting Hungarian mortality rates using the Lee-Carter method. Acta Oeconomica, 57 (1). pp. 21-34. ISSN 0001-6373

Györfi, László and Ispány, Márton and Pap, Gyula and Varga, Katalin (2007) Poisson limit of an inhomogeneous nearly critical INAR(1) model. Acta Universitatis Szegediensis. Acta Scientiarum Mathematicarum, 73 (3-4). pp. 783-809. ISSN 0001-6969

Gáll, József and Pap, Gyula and Peeters, Willem (2007) Random field forward interest rate models, market price of risk and their statistics. Annali dell'Universita di Ferrara, 53 (2). pp. 233-242. ISSN 0430-3202

Becker-Kern, Peter and Pap, Gyula (2007) A limit theorem for randomly stopped independent increment processes on separable metrizable groups. Mathematische Nachrichten, 280 (15). pp. 1664-1680. ISSN 0025-584X

Gáll, J. and Pap, Gyula and van Zuijlen, M. C. A. (2006) Forward interest rate curves in discrete time settings driven by random fields. Computers and Mathematics with Applications, 51 (3-4). pp. 387-396. ISSN 0898-1221

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

Major, Péter and Pap, Gyula (2005) Limit theorems on the direct product of a non-compact Lie group and a compact group. Studia Scientiarum Mathematicarum Hungarica, 38 (1). pp. 279-297. ISSN 0081-6906

Baran, Sándor and Pap, Gyula and van Zuijlen, Martien C.A. (2004) Asymptotic inference for a nearly unstable sequence of stationary spatial AR models. Statistics and Probability Letters, 69 (1). pp. 53-61. ISSN 0167-7152

Baran, Sándor and Pap, Gyula and van Zuijlen, Martien C. A. (2004) Asymptotic inference for an unstable spatial AR model. Statistics, 38 (6). pp. 465-482. ISSN 0233-1888

Heyer, Herbert and Pap, Gyula (2004) Gaussian hemigroups on a locally compact group. Acta Mathematica Hungarica, 103 (3). pp. 197-224. ISSN 0236-5294 (print), 1588-2632 (online)

Pap, Gyula (2004) General solution of the functional central limit problems on a Lie group. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 7 (1). pp. 43-87. ISSN 0219-0257

Arató, Mátyás and Pap, Gyula and Varga, Katalin (2003) Asymptotic behaviour of the least squares estimator of the mean of AR(1) models. Analysis Mathematica, 29 (4). pp. 243-257. ISSN 0133-3852

Ispány, Márton and Pap, Gyula and van Zuijlen, M. C. A. (2003) Asymptotic inference for nearly unstable INAR(1) models. Journal of Applied Probability, 40 (3). pp. 750-765. ISSN 0021-9002

Bentkus, V. and Pap, Gyula and van Zuijlen, M. (2003) Confidence bounds for a parameter. Mathematical and Computer Modelling, 38 (7-9). pp. 727-737. ISSN 0895-7177

Gáll, J. and Pap, Gyula and van Zuijlen, M. C. A. (2003) Limiting connection between discrete and continuous time forward interest rate curve models. Acta Applicandae Mathematicae, 78 (1/3). pp. 137-144. ISSN 0167-8019

Heyer, Herbert and Pap, Gyula (2003) Martingale characterizations of increment processes in a locally compact group. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 6 (4). pp. 563-595. ISSN 0219-0257

Bentkus, Vidmantas and Pap, Gyula and Yor, Marc (2003) Optimal bounds for Cauchy approximations for the winding distribution of planar Brownian motion. Journal of Theoretical Probability, 16 (2). pp. 345-361. ISSN 0894-9840

Arató, Mátyás and Pap, Gyula and Varga, Katalin (2002) Estimation of the mean of multivariate AR processes. Computers and Mathematics with Applications, 43 (6-7). pp. 707-719. ISSN 0898-1221

Arató, Mátyás and Pap, Gyula and van Zuijlen, Martien C. A. (2001) Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets. Computers and Mathematics with Applications, 42 (1-2). pp. 219-229. ISSN 0898-1221

Pap, Gyula and Yor, Marc (2000) The accuracy of Cauchy approximation for the windings of planar Brownian motion. Periodica Mathematica Hungarica, 41 (1/2). pp. 213-226. ISSN 0031-5303 (print), 1588-2829 (online)

van der Meer, Tjacco and Pap, Gyula and van Zuijlen, Martien C. A. (1999) Asymptotic inference for nearly unstable AR(p) processes. Econometric Theory, 15 (2). pp. 184-217. ISSN 0266-4666

Heyer, Herbert and Pap, Gyula (1999) Convolution Hemigroups of Bounded Variation on a Lie Projective Group. Journal of the London Mathematical Society, 59 (1). pp. 369-384. ISSN 0024-6107

Pap, Gyula (1999) Lindeberg-Feller theorems on Lie groups. Archiv der Mathematik, 72 (5). pp. 328-336. ISSN 0003-889X

Heyer, Herbert and Pap, Gyula (1997) Convergence of noncommutative triangular arrays of probability measures on a Lie group. Journal of Theoretical Probability, 10 (4). pp. 1003-1052. ISSN 0894-9840

de Jager, Nick G. and Pap, Gyula and van Zuijlen, Martien C. A. (1997) Facts, phantasies, and a new proposal concerning the stringer bound. Computers and Mathematics with Applications, 33 (5). pp. 37-54. ISSN 0898-1221

Pap, Gyula and van Zuijlen, Martien C. A. (1996) On the asymptotic behaviour of the Stringer bound. Statistica Neerlandica, 50 (3). pp. 367-389. ISSN 0039-0402

Pap, Gyula and van Zuijlen, Martien C. A. (1995) The stringer bound in case of uniform taintings. Computers and Mathematics with Applications, 29 (10). pp. 51-59. ISSN 0898-1221

Book Section

Heyer, Herbert and Pap, Gyula (2005) On infinite divisibility and embedding of probability measures on a locally compact Abelian group. In: Proceedings of the Third German-Japanese Symposium. Infinite Dimensional Harmonic Analysis (3). World Scientific Publishing, New Jersey, pp. 99-118. ISBN 978-981-256-593-8

Monograph

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.

Frank, András and Fekete, Zsolt and Makai, Márton and Pap, Gyula and Szabó, Jácint (2009) Kombinatorikus optimalizálás: Algoritmusok, Struktúrák, Alkalmazások = Combinatorial optimization: algorithms, structures, applications (a supplementary to the running OTKA-project with the same title no. T 037547). Project Report. OTKA.

Conference or Workshop Item

Ispány, Márton and Pap, Gyula and van Zuijlen, Martien C. A. (2003) Asymptotic behaviour of estimators of the parameters of nearly unstable INAR(1) models. In: Shoresh conference, 2000.12.17-2000.12.21., Shores, Izrael.

Pap, Gyula (1998) Functional central limit theorems on Lie groups: A survey. In: 7th Vilnius Conference, 1998.08.12-1998.08.18., Vilnius, Litvánia.