Publications (53)
Asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations
Matyas Barczy, Gyula Pap
Stationarity and ergodicity for an affine two factor model
Matyas Barczy, Leif Doering, Zenghu Li +1
Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration
Matyas Barczy, Zenghu Li, Gyula Pap
Change detection in the Cox-Ingersoll-Ross model
Gyula Pap, Tamás T. Szabó
Asymptotic inference for a stochastic differential equation with uniformly distributed time delay
János Marcell Benke, Gyula Pap
Regularly varying nonstationary second-order Galton-Watson processes with immigration
Zsuzsanna BÅsze, Gyula Pap
Blocking unions of arborescences
Attila Bernáth, Gyula Pap
Poisson limit of an inhomogeneous nearly critical INAR(1) model
László Györfi, Márton Ispány, Gyula Pap +1
Asymptotic behavior of critical irreducible multi-type continuous state and continuous time branching processes with immigration
Matyas Barczy, Gyula Pap
Parameter estimation for a subcritical affine two factor model
Matyas Barczy, Leif Doering, Zenghu Li +1
Dilatively stable stochastic processes and aggregate similarity
Matyas Barczy, Peter Kern, Gyula Pap
Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations
Matyas Barczy, Mohamed Ben Alaya, Ahmed Kebaier +1
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
Matyas Barczy, Gyula Pap
Joint ML estimation of all parameters in a discrete time random field HJM type interest rate model
József Gáll, Gyula Pap, Martien van Zuijlen
Weakly infinitely divisible measures on some locally compact Abelian groups
Matyas Barczy, Gyula Pap
Testing stability in a spatial unilateral autoregressive model
Sándor Baran, Gyula Pap, Kinga Sikolya
Asymptotic behavior of critical indecomposable multi-type branching processes with immigration
Tivadar Danka, Gyula Pap
Change detection in INAR(p) processes against various alternative hypotheses
Gyula Pap, Tamás T. Szabó
Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models
Matyas Barczy, Marton Ispany, Gyula Pap
Portmanteau theorem for unbounded measures
Matyas Barczy, Gyula Pap
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations
Matyas Barczy, Fanni Nedényi, Gyula Pap
Outliers in INAR(1) models
Matyas Barczy, Marton Ispany, Gyula Pap +2
A Delayed Black and Scholes Formula II
Mercedes Arriojas, Yaozhong Hu, Salah-Eldin Mohammed +1
Moment formulas for multi-type continuous state and continuous time branching processes with immigration
Matyas Barczy, Zenghu Li, Gyula Pap
Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes
Fanni Nedényi, Gyula Pap
Fourier transform of a Gaussian measure on the Heisenberg group
Matyas Barczy, Gyula Pap
On parameter estimation for critical affine processes
Matyas Barczy, Leif Doering, Zenghu Li +1
Statistical inference for critical continuous state and continuous time branching processes with immigration
Matyas Barczy, Kristóf Körmendi, Gyula Pap
Limit theorems on locally compact Abelian groups
Matyas Barczy, Alexander Bendikov, Gyula Pap
Asymptotic behavior of critical primitive multi-type branching processes with immigration
Márton Ispány, Gyula Pap
An algorithm for weighted fractional matroid matching
Dion Gijswijt, Gyula Pap
alpha-Wiener bridges: singularity of induced measures and sample path properties
Matyas Barczy, Gyula Pap
Asymptotic behavior of a multi-type nearly critical Galton--Watson processes with immigration
László Györfi, Márton Ispány, Péter Kevei +1
Asymptotic behavior of unstable INAR(p) processes
Matyas Barczy, Marton Ispany, Gyula Pap
Parameter estimation in a spatial unit root autoregressive model
Sándor Baran, Gyula Pap
Blocking optimal arborescences
Attila Bernáth, Gyula Pap
Regularly varying non-stationary Galton--Watson processes with immigration
Matyas Barczy, Zsuzsanna BÅsze, Gyula Pap
Parameter estimation for the subcritical Heston model based on discrete time observations
Matyas Barczy, Gyula Pap, Tamas T. Szabo
A note on weak convergence of random step processes
Márton Ispány, Gyula Pap
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
Matyas Barczy, Gyula Pap
On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
Sándor Baran, Gyula Pap
On conditional least squares estimation for affine diffusions based on continuous time observations
Beáta Bolyog, Gyula Pap
The accuracy of merging approximation in generalized St. Petersburg games
Gyula Pap
Asymptotic behavior of CLS estimators for $2$-type doubly symmetric critical Galton-Watson processes with immigration
Márton Ispány, Kristóf Körmendi, Gyula Pap
A Delayed Black and Scholes Formula I
Mercedes Arriojas, Yaozhong Hu, Salah-Eldin Mohammed +1
Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model
Matyas Barczy, Mohamed Ben Alaya, Ahmed Kebaier +1
Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes
Matyas Barczy, Gyula Pap
On convergence properties of infinitesimal generators of scaled multi-type CBI processes
Matyas Barczy, Gyula Pap
Asymptotic behavior of CLS estimators for unstable INAR(2) models
Matyas Barczy, Marton Ispany, Gyula Pap
Statistical inference of 2-type critical Galton-Watson processes with immigration
Kristóf Körmendi, Gyula Pap
Yamada-Watanabe results for stochastic differential equations with jumps
Matyas Barczy, Zenghu Li, Gyula Pap
Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration
Matyas Barczy, Kristóf Körmendi, Gyula Pap
On aggregation of multitype Galton-Watson branching processes with immigration
Matyas Barczy, Fanni K. Nedényi, Gyula Pap