Barczy, Mátyás; Bezdány, Dániel; Pap, Gyula Asymptotic behaviour of critical decomposable 2-type Galton-Watson processes with immigration. (English) Zbl 1514.60096 Stochastic Processes Appl. 160, 318-350 (2023). MSC: 60J80 60F17 PDFBibTeX XMLCite \textit{M. Barczy} et al., Stochastic Processes Appl. 160, 318--350 (2023; Zbl 1514.60096) Full Text: DOI arXiv
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula Convergence of partial sum processes to stable processes with application for aggregation of branching processes. (English) Zbl 1505.60043 Braz. J. Probab. Stat. 36, No. 2, 315-348 (2022). Reviewer: Heinrich Hering (Rockenberg) MSC: 60G10 60G52 60J80 PDFBibTeX XMLCite \textit{M. Barczy} et al., Braz. J. Probab. Stat. 36, No. 2, 315--348 (2022; Zbl 1505.60043) Full Text: DOI arXiv
Barczy, Mátyás; Bezdány, Dániel; Pap, Gyula A note on asymptotic behavior of critical Galton-Watson processes with immigration. (English) Zbl 1483.60123 Involve 14, No. 5, 871-891 (2021). MSC: 60J80 60F17 PDFBibTeX XMLCite \textit{M. Barczy} et al., Involve 14, No. 5, 871--891 (2021; Zbl 1483.60123) Full Text: DOI arXiv
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations. (English) Zbl 1478.60085 Math. Slovaca 71, No. 5, 1241-1268 (2021). MSC: 60F05 60J80 60E10 60G52 60G15 PDFBibTeX XMLCite \textit{M. Barczy} et al., Math. Slovaca 71, No. 5, 1241--1268 (2021; Zbl 1478.60085) Full Text: DOI arXiv
Barczy, Mátyás; Palau, Sandra; Pap, Gyula Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration. (English) Zbl 1478.60231 Adv. Appl. Probab. 53, No. 4, 1023-1060 (2021). MSC: 60J80 60F15 PDFBibTeX XMLCite \textit{M. Barczy} et al., Adv. Appl. Probab. 53, No. 4, 1023--1060 (2021; Zbl 1478.60231) Full Text: DOI arXiv
Barczy, Mátyás; Basrak, Bojan; Kevei, Péter; Pap, Gyula; Planinić, Hrvoje Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration. (English) Zbl 1475.60162 Stochastic Processes Appl. 132, 33-75 (2021). MSC: 60J80 62F12 60G55 PDFBibTeX XMLCite \textit{M. Barczy} et al., Stochastic Processes Appl. 132, 33--75 (2021; Zbl 1475.60162) Full Text: DOI arXiv
Benke, János Marcell; Pap, Gyula Nearly unstable family of stochastic processes given by stochastic differential equations with time delay. (English) Zbl 1455.62033 J. Stat. Plann. Inference 211, 1-11 (2021). MSC: 62B15 62F12 60H17 PDFBibTeX XMLCite \textit{J. M. Benke} and \textit{G. Pap}, J. Stat. Plann. Inference 211, 1--11 (2021; Zbl 1455.62033) Full Text: DOI arXiv
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration. (English) Zbl 1473.60121 Lith. Math. J. 60, No. 4, 425-451 (2020). Reviewer: Matthias Meiners (Gießen) MSC: 60J80 60F05 60G10 60G52 60G70 PDFBibTeX XMLCite \textit{M. Barczy} et al., Lith. Math. J. 60, No. 4, 425--451 (2020; Zbl 1473.60121) Full Text: DOI arXiv
Barczy, Mátyás; 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. (English) Zbl 1475.60163 Sci. China, Math. 63, No. 10, 2089-2116 (2020). Reviewer: Heinrich Hering (Rockenberg) MSC: 60J80 60F15 PDFBibTeX XMLCite \textit{M. Barczy} et al., Sci. China, Math. 63, No. 10, 2089--2116 (2020; Zbl 1475.60163) Full Text: DOI arXiv
Barczy, Mátyás; Nyul, Balázs; Pap, Gyula Least-squares estimation for the subcritical Heston model based on continuous-time observations. (English) Zbl 1420.91524 J. Stat. Theory Pract. 13, No. 1, Paper No. 18, 25 p. (2019). MSC: 91G70 62F12 60H10 60F05 62P05 PDFBibTeX XMLCite \textit{M. Barczy} et al., J. Stat. Theory Pract. 13, No. 1, Paper No. 18, 25 p. (2019; Zbl 1420.91524) Full Text: DOI arXiv Link
Bolyog, Beáta; Pap, Gyula On conditional least squares estimation for affine diffusions based on continuous time observations. (English) Zbl 1428.60113 Stat. Inference Stoch. Process. 22, No. 1, 41-75 (2019). MSC: 60J60 62F12 PDFBibTeX XMLCite \textit{B. Bolyog} and \textit{G. Pap}, Stat. Inference Stoch. Process. 22, No. 1, 41--75 (2019; Zbl 1428.60113) Full Text: DOI arXiv
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. (English) Zbl 1440.62316 Statistics 53, No. 3, 533-568 (2019). MSC: 62M05 62F12 60J80 60H10 60F05 91G30 PDFBibTeX XMLCite \textit{M. Barczy} et al., Statistics 53, No. 3, 533--568 (2019; Zbl 1440.62316) Full Text: DOI arXiv Link
Barczy, Mátyás; Alaya, Mohamed Ben; Kebaier, Ahmed; Pap, Gyula Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model. (English) Zbl 1391.60130 J. Stat. Plann. Inference 198, 139-164 (2019). MSC: 60H10 91G70 60F05 62F12 PDFBibTeX XMLCite \textit{M. Barczy} et al., J. Stat. Plann. Inference 198, 139--164 (2019; Zbl 1391.60130) Full Text: DOI arXiv Link
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula On aggregation of multitype Galton-Watson branching processes with immigration. (English) Zbl 1391.60209 Mod. Stoch., Theory Appl. 5, No. 1, 53-79 (2018). MSC: 60J80 60F05 60G15 PDFBibTeX XMLCite \textit{M. Barczy} et al., Mod. Stoch., Theory Appl. 5, No. 1, 53--79 (2018; Zbl 1391.60209) Full Text: DOI arXiv
Körmendi, Kristóf; Pap, Gyula Statistical inference of 2-type critical Galton-Watson processes with immigration. (English) Zbl 1391.60212 Stat. Inference Stoch. Process. 21, No. 1, 169-190 (2018). MSC: 60J80 62F12 PDFBibTeX XMLCite \textit{K. Körmendi} and \textit{G. Pap}, Stat. Inference Stoch. Process. 21, No. 1, 169--190 (2018; Zbl 1391.60212) Full Text: DOI arXiv
Barczy, Mátyás; Alaya, Ben Mohamed; Kebaier, Ahmed; Pap, Gyula Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations. (English) Zbl 1390.60307 Stochastic Processes Appl. 128, No. 4, 1135-1164 (2018). MSC: 60J75 60H10 60F05 62F12 PDFBibTeX XMLCite \textit{M. Barczy} et al., Stochastic Processes Appl. 128, No. 4, 1135--1164 (2018; Zbl 1390.60307) Full Text: DOI arXiv Link
Benke, János Marcell; Pap, Gyula One-parameter statistical model for linear stochastic differential equation with time delay. (English) Zbl 1371.62006 Statistics 51, No. 3, 510-531 (2017). MSC: 62B15 62F12 60H10 PDFBibTeX XMLCite \textit{J. M. Benke} and \textit{G. Pap}, Statistics 51, No. 3, 510--531 (2017; Zbl 1371.62006) Full Text: DOI arXiv Link
Barczy, Mátyás; Nedényi, Fanni; Pap, Gyula Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations. (English) Zbl 1361.62051 J. Math. Anal. Appl. 451, No. 1, 524-543 (2017). MSC: 62M10 60G22 60F05 PDFBibTeX XMLCite \textit{M. Barczy} et al., J. Math. Anal. Appl. 451, No. 1, 524--543 (2017; Zbl 1361.62051) Full Text: DOI arXiv
Danka, Tivadar; Pap, Gyula Asymptotic behavior of critical indecomposable multi-type branching processes with immigration. (English) Zbl 1356.60129 ESAIM, Probab. Stat. 20, 238-260 (2016). MSC: 60J80 60F17 60F05 60J60 PDFBibTeX XMLCite \textit{T. Danka} and \textit{G. Pap}, ESAIM, Probab. Stat. 20, 238--260 (2016; Zbl 1356.60129) Full Text: DOI arXiv
Barczy, Mátyás; Li, Zenghu; Pap, Gyula Moment formulas for multitype continuous state and continuous time branching process with immigration. (English) Zbl 1348.60123 J. Theor. Probab. 29, No. 3, 958-995 (2016). MSC: 60J80 60J75 60H10 PDFBibTeX XMLCite \textit{M. Barczy} et al., J. Theor. Probab. 29, No. 3, 958--995 (2016; Zbl 1348.60123) Full Text: DOI arXiv
Barczy, Mátyás; Körmendi, Kristóf; Pap, Gyula Statistical inference for critical continuous state and continuous time branching processes with immigration. (English) Zbl 1346.62046 Metrika 79, No. 7, 789-816 (2016). MSC: 62F12 60J80 PDFBibTeX XMLCite \textit{M. Barczy} et al., Metrika 79, No. 7, 789--816 (2016; Zbl 1346.62046) Full Text: DOI arXiv
Nedényi, Fanni; Pap, Gyula Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes. (English) Zbl 1347.60014 Stat. Probab. Lett. 118, 16-23 (2016). MSC: 60F05 60G15 60J80 PDFBibTeX XMLCite \textit{F. Nedényi} and \textit{G. Pap}, Stat. Probab. Lett. 118, 16--23 (2016; Zbl 1347.60014) Full Text: DOI arXiv
Barczy, Mátyás; Pap, Gyula Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations. (English) Zbl 1344.60031 Statistics 50, No. 2, 389-417 (2016). MSC: 60F15 60F05 60H30 60H10 62F12 91G70 91G80 PDFBibTeX XMLCite \textit{M. Barczy} and \textit{G. Pap}, Statistics 50, No. 2, 389--417 (2016; Zbl 1344.60031) Full Text: DOI arXiv
Barczy, Mátyás; Li, Zenghu; Pap, Gyula Yamada-Watanabe results for stochastic differential equations with jumps. (English) Zbl 1337.60116 Int. J. Stoch. Anal. 2015, Article ID 460472, 23 p. (2015). MSC: 60H10 PDFBibTeX XMLCite \textit{M. Barczy} et al., Int. J. Stoch. Anal. 2015, Article ID 460472, 23 p. (2015; Zbl 1337.60116) Full Text: DOI arXiv
Barczy, Mátyás; Kern, Peter; Pap, Gyula Dilatively stable stochastic processes and aggregate similarity. (English) Zbl 1335.60055 Aequationes Math. 89, No. 6, 1485-1507 (2015). MSC: 60G18 60G52 60G22 60G51 39B05 PDFBibTeX XMLCite \textit{M. Barczy} et al., Aequationes Math. 89, No. 6, 1485--1507 (2015; Zbl 1335.60055) Full Text: DOI arXiv
Benke, János Marcell; Pap, Gyula Asymptotic inference for a stochastic differential equation with uniformly distributed time delay. (English) Zbl 1328.62050 J. Stat. Plann. Inference 167, 182-192 (2015). MSC: 62B15 62F12 60H10 PDFBibTeX XMLCite \textit{J. M. Benke} and \textit{G. Pap}, J. Stat. Plann. Inference 167, 182--192 (2015; Zbl 1328.62050) Full Text: DOI arXiv
Barczy, Mátyás; Körmendi, Kristóf; Pap, Gyula Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration. (English) Zbl 1328.62145 J. Multivariate Anal. 139, 92-123 (2015). MSC: 62F12 60J80 PDFBibTeX XMLCite \textit{M. Barczy} et al., J. Multivariate Anal. 139, 92--123 (2015; Zbl 1328.62145) Full Text: DOI arXiv
Barczy, Mátyás; Ispány, Márton; Pap, Gyula Asymptotic behavior of conditional least squares estimators for unstable integer-valued autoregressive models of order 2. (English) Zbl 1305.62321 Scand. J. Stat. 41, No. 4, 866-892 (2014). MSC: 62M10 62M05 60H10 62F12 PDFBibTeX XMLCite \textit{M. Barczy} et al., Scand. J. Stat. 41, No. 4, 866--892 (2014; Zbl 1305.62321) Full Text: DOI Link
Ispány, Márton; Pap, Gyula Asymptotic behavior of critical primitive multi-type branching processes with immigration. (English) Zbl 1320.60144 Stochastic Anal. Appl. 32, No. 5, 727-741 (2014). MSC: 60J80 60F17 60J60 PDFBibTeX XMLCite \textit{M. Ispány} and \textit{G. Pap}, Stochastic Anal. Appl. 32, No. 5, 727--741 (2014; Zbl 1320.60144) Full Text: DOI arXiv
Ispány, Márton; Körmendi, Kristóf; Pap, Gyula Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration. (English) Zbl 1321.60178 Bernoulli 20, No. 4, 2247-2277 (2014). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60J80 62M05 PDFBibTeX XMLCite \textit{M. Ispány} et al., Bernoulli 20, No. 4, 2247--2277 (2014; Zbl 1321.60178) Full Text: DOI arXiv Euclid
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula Stationarity and ergodicity for an affine two-factor model. (English) Zbl 1305.60067 Adv. Appl. Probab. 46, No. 3, 878-898 (2014). MSC: 60J25 37A25 PDFBibTeX XMLCite \textit{M. Barczy} et al., Adv. Appl. Probab. 46, No. 3, 878--898 (2014; Zbl 1305.60067) Full Text: DOI arXiv Euclid
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula Parameter estimation for a subcritical affine two factor model. (English) Zbl 1288.62033 J. Stat. Plann. Inference 151-152, 37-59 (2014). MSC: 62F12 62K15 PDFBibTeX XMLCite \textit{M. Barczy} et al., J. Stat. Plann. Inference 151--152, 37--59 (2014; Zbl 1288.62033) Full Text: DOI arXiv
Pap, Gyula; Szabó, Tamás T. Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses. (English) Zbl 1294.62178 Commun. Stat., Theory Methods 42, No. 7, 1386-1405 (2013). MSC: 62M02 60J80 60F17 PDFBibTeX XMLCite \textit{G. Pap} and \textit{T. T. Szabó}, Commun. Stat., Theory Methods 42, No. 7, 1386--1405 (2013; Zbl 1294.62178) Full Text: DOI arXiv
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula On parameter estimation for critical affine processes. (English) Zbl 1336.60165 Electron. J. Stat. 7, 647-696 (2013). MSC: 60J80 60F05 62F12 91G70 PDFBibTeX XMLCite \textit{M. Barczy} et al., Electron. J. Stat. 7, 647--696 (2013; Zbl 1336.60165) Full Text: DOI arXiv Euclid
Barczy, M.; Ispány, M.; Pap, G. Asymptotic behavior of unstable INAR(\(p\)) processes. (English) Zbl 1241.62122 Stochastic Processes Appl. 121, No. 3, 583-608 (2011). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 60J80 60F99 62P25 PDFBibTeX XMLCite \textit{M. Barczy} et al., Stochastic Processes Appl. 121, No. 3, 583--608 (2011; Zbl 1241.62122) Full Text: DOI arXiv
Barczy, M.; Pap, G. Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions. (English) Zbl 1215.60015 J. Math. Anal. Appl. 380, No. 2, 405-424 (2011). MSC: 60E10 60J60 62F10 PDFBibTeX XMLCite \textit{M. Barczy} and \textit{G. Pap}, J. Math. Anal. Appl. 380, No. 2, 405--424 (2011; Zbl 1215.60015) Full Text: DOI arXiv
Barczy, Mátyás; Pap, Gyula \(\alpha \)-Wiener bridges: singularity of induced measures and sample path properties. (English) Zbl 1195.60060 Stochastic Anal. Appl. 28, No. 3, 447-466 (2010). MSC: 60G30 60G17 60J60 PDFBibTeX XMLCite \textit{M. Barczy} and \textit{G. Pap}, Stochastic Anal. Appl. 28, No. 3, 447--466 (2010; Zbl 1195.60060) Full Text: DOI arXiv
Heyer, Herbert; Pap, Gyula Martingale characterizations of increment processes in a commutative hypergroup. (English) Zbl 1205.60021 Adv. Pure Appl. Math. 1, No. 1, 117-140 (2010). Reviewer: Gennadiy M. Fel’dman (Khar’kov) MSC: 60B15 60G51 43A62 PDFBibTeX XMLCite \textit{H. Heyer} and \textit{G. Pap}, Adv. Pure Appl. Math. 1, No. 1, 117--140 (2010; Zbl 1205.60021) Full Text: DOI
Becker-Kern, Peter; Pap, Gyula Parameter estimation of selfsimilarity exponents. (English) Zbl 1333.62149 J. Multivariate Anal. 99, No. 1, 117-140 (2008). MSC: 62H12 60G18 PDFBibTeX XMLCite \textit{P. Becker-Kern} and \textit{G. Pap}, J. Multivariate Anal. 99, No. 1, 117--140 (2008; Zbl 1333.62149) Full Text: DOI
Ispány, M.; Pap, G.; van Zuijlen, M. C. A. Asymptotic inference for nearly unstable INAR(1) models. (English) Zbl 1042.62080 J. Appl. Probab. 40, No. 3, 750-765 (2003). MSC: 62M10 62F12 62E20 60J80 PDFBibTeX XMLCite \textit{M. Ispány} et al., J. Appl. Probab. 40, No. 3, 750--765 (2003; Zbl 1042.62080) Full Text: DOI Link