×

zbMATH — the first resource for mathematics

Pap, Gyula

Compute Distance To:
Author ID: pap.gyula Recent zbMATH articles by "Pap, Gyula"
Published as: Pap, G.; Pap, Gy; Pap, Gy.; Pap, Gyula
Homepage: http://www.math.u-szeged.hu/~papgy/index_en.html
External Links: MGP · Wikidata
Documents Indexed: 138 Publications since 1980
all top 5

Serials

10 Computers & Mathematics with Applications
6 Journal of Multivariate Analysis
6 Publicationes Mathematicae
6 Statistics
6 Journal of Theoretical Probability
5 Acta Scientiarum Mathematicarum
5 Journal of Statistical Planning and Inference
4 Lithuanian Mathematical Journal
4 Statistics & Probability Letters
3 Archiv der Mathematik
3 Mathematische Nachrichten
3 Stochastic Analysis and Applications
3 Communications in Statistics. Theory and Methods
3 Stochastic Processes and their Applications
3 Statistical Inference for Stochastic Processes
2 Advances in Applied Probability
2 Journal of Mathematical Analysis and Applications
2 Metrika
2 Periodica Mathematica Hungarica
2 Theory of Probability and its Applications
2 Probability and Mathematical Statistics
2 Acta Mathematica Hungarica
2 Acta Applicandae Mathematicae
2 Infinite Dimensional Analysis, Quantum Probability and Related Topics
2 Modern Stochastics. Theory and Applications
1 Analysis Mathematica
1 Bulletin of the Australian Mathematical Society
1 Discrete Mathematics
1 Scandinavian Journal of Statistics
1 Foundations of Control Engineering
1 Journal of Applied Probability
1 Journal of Functional Analysis
1 Journal of the London Mathematical Society. Second Series
1 Semigroup Forum
1 Statistica Neerlandica
1 Studia Scientiarum Mathematicarum Hungarica
1 Annales Universitatis Scientiarum Budapestinensis de Rolando Eötvös Nominatae. Sectio Computatorica
1 Mathematical and Computer Modelling
1 Aequationes Mathematicae
1 Alkalmazott Matematikai Lapok. A Magyar Tudomanyos Akademia. Matematikai es Fizikai Tudomanyok Osztalyanak Közlemenyei
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Mathematical Programming. Series A. Series B
1 Statistical Papers
1 Bernoulli
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Mathematical Inequalities & Applications
1 Econometric Theory
1 Journal of Applied Mathematics
1 Stochastic Models
1 Stochastics and Dynamics
1 Annali dell’Università di Ferrara. Sezione VII. Scienze Matematiche
1 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Journal of Statistical Theory and Practice
1 Electronic Journal of Statistics
1 Science China. Mathematics
1 Advances in Pure and Applied Mathematics
1 International Journal of Stochastic Analysis
1 Statistics & Risk Modeling

Publications by Year

Citations contained in zbMATH Open

97 Publications have been cited 464 times in 291 Documents Cited by Year
A delayed Black and Scholes formula. Zbl 1119.60059
Arriojas, Mercedes; Hu, Yaozhong; Mohammed, Salah-Eldin; Pap, Gyula
49
2007
Fluctuation limit of branching processes with immigration and estimation of the means. Zbl 1069.62065
Ispány, M.; Pap, G.; van Zuijlen, M. C. A.
25
2005
Asymptotic behavior of unstable INAR(\(p\)) processes. Zbl 1241.62122
Barczy, M.; Ispány, M.; Pap, G.
18
2011
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions. Zbl 1215.60015
Barczy, M.; Pap, G.
15
2011
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes. Zbl 1185.62147
Barczy, M.; Pap, G.
15
2010
Yamada-Watanabe results for stochastic differential equations with jumps. Zbl 1337.60116
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
14
2015
Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration. Zbl 1312.60074
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
14
2015
Stationarity and ergodicity for an affine two-factor model. Zbl 1305.60067
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
12
2014
Asymptotic inference for nearly unstable INAR(1) models. Zbl 1042.62080
Ispány, M.; Pap, G.; van Zuijlen, M. C. A.
12
2003
On parameter estimation for critical affine processes. Zbl 1336.60165
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
11
2013
A note on weak convergence of random step processes. Zbl 1274.60109
Ispány, M.; Pap, G.
11
2010
Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets. Zbl 1031.62065
Baran, S.; Pap, G.; van Zuijlen, M. C. A.
11
2003
Asymptotic inference for unit roots in spatial triangular autoregression. Zbl 1183.62162
Baran, Sándor; Pap, Gyula; van Zuijlen, Martien C. A.
10
2007
Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations. Zbl 1344.60031
Barczy, Mátyás; Pap, Gyula
8
2016
Additive outliers in INAR(1) models. Zbl 1254.62091
Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda
8
2012
Portmanteau theorem for unbounded measures. Zbl 1109.60004
Barczy, Mátyás; Pap, Gyula
8
2006
Asymptotic inference for nearly unstable AR(\(p\)) processes. Zbl 0967.62072
van der Meer, Tjacco; Pap, Gyula; van Zuijlen, Martien C. A.
8
1999
Moment formulas for multitype continuous state and continuous time branching process with immigration. Zbl 1348.60123
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
7
2016
\(\alpha \)-Wiener bridges: singularity of induced measures and sample path properties. Zbl 1195.60060
Barczy, Mátyás; Pap, Gyula
7
2010
Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration. Zbl 1321.60178
Ispány, Márton; Körmendi, Kristóf; Pap, Gyula
6
2014
Asymptotic inference for an unstable spatial AR model. Zbl 1055.62103
Baran, Sándor; Pap, Gyula; van Zuijlen, Martien C. A.
6
2004
Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets. Zbl 0996.62075
Arató, M.; Pap, G.; van Zuijlen, M. C. A.
6
2001
Asymptotic inference for nearly unstable multidimensional \(AR\) processes. Zbl 0885.62105
Pap, G.; van Zuijlen, M.
6
1996
Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations. Zbl 1390.60307
Barczy, Mátyás; Alaya, Ben Mohamed; Kebaier, Ahmed; Pap, Gyula
5
2018
Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Zbl 1339.60122
Barczy, Mátyás; Pap, Gyula
5
2016
Asymptotic behavior of conditional least squares estimators for unstable integer-valued autoregressive models of order 2. Zbl 1305.62321
Barczy, Mátyás; Ispány, Márton; Pap, Gyula
5
2014
The accuracy of merging approximation in generalized St. Petersburg games. Zbl 1219.60026
Pap, Gyula
5
2011
Innovational outliers in INAR(1) models. Zbl 1202.62109
Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda
5
2010
Asymptotic inference for a nearly unstable sequence of stationary spatial AR models. Zbl 1075.62078
Baran, Sándor; Pap, Gyula; van Zuijlen, Martien C. A.
5
2004
Nearly unstable multidimensional AR processes. Zbl 0901.62109
Kormos, J.; Pap, G.
5
1997
On the asymptotic behaviour of the Stringer bound. Zbl 0906.62044
Pap, G.; van Zuijlen, M. C. A.
5
1996
Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes. Zbl 0864.62056
Pap, Gyula; van Zuijlen, Martien C. A.
5
1996
Central limit theorems on nilpotent Lie groups. Zbl 0829.60004
Pap, Gyula
5
1993
Asymptotic inference for a stochastic differential equation with uniformly distributed time delay. Zbl 1328.62050
Benke, János Marcell; Pap, Gyula
4
2015
Asymptotic behavior of critical primitive multi-type branching processes with immigration. Zbl 1320.60144
Ispány, Márton; Pap, Gyula
4
2014
Parameter estimation of selfsimilarity exponents. Zbl 1333.62149
Becker-Kern, Peter; Pap, Gyula
4
2008
Forward interest rate curves in discrete time settings driven by random fields. Zbl 1205.91163
Gáll, J.; Pap, G.; Van Zuijlen, M. C. A.
4
2006
Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet. Zbl 1121.62092
Gáll, József; Pap, Gyula; Van Zuijlen, Martien C. A.
4
2004
Asymptotic inference for nearly nonstationary complex-valued AR(1) processes. Zbl 1175.62093
Kormos, J.; van der Meer, T.; Pap, G.; van Zuijlen, M.
4
1995
Uniqueness of embedding into a Gaussian semigroup on a nilpotent Lie group. Zbl 0804.60007
Pap, Gyula
4
1994
Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model. Zbl 1391.60130
Barczy, Mátyás; Alaya, Mohamed Ben; Kebaier, Ahmed; Pap, Gyula
3
2019
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations. Zbl 1361.62051
Barczy, Mátyás; Nedényi, Fanni; Pap, Gyula
3
2017
Blocking optimal arborescences. Zbl 1396.90071
Bernáth, Attila; Pap, Gyula
3
2017
Dilatively stable stochastic processes and aggregate similarity. Zbl 1335.60055
Barczy, Mátyás; Kern, Peter; Pap, Gyula
3
2015
Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration. Zbl 1328.62145
Barczy, Mátyás; Körmendi, Kristóf; Pap, Gyula
3
2015
Parameter estimation for a subcritical affine two factor model. Zbl 1288.62033
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
3
2014
Critical branching mechanisms with immigration and Ornstein-Uhlenbeck type diffusions. Zbl 1120.60308
Ispány, M.; Pap, G.; van Zuijlen, M. C. A.
3
2005
Limiting connection between discrete and continuous time forward interest rate curve models. Zbl 1035.60018
Gáll, J.; Pap, G.; van Zuijlen, M. C. A.
3
2003
The accuracy of Cauchy approximation for the windings of planar Brownian motion. Zbl 1074.60507
Pap, Gyula; Yor, Marc
3
2000
Convergence of noncommutative triangular arrays of probability measures on a Lie group. Zbl 0897.60007
Heyer, H.; Pap, G.
3
1997
The Stringer bound in case of uniform taintings. Zbl 0819.62040
Pap, G.; van Zuijlen, M. C. A.
3
1995
A new proof of the central limit theorem on stratified Lie groups. Zbl 0823.60010
Pap, Gyula
3
1991
Regularly varying non-stationary Galton-Watson processes with immigration. Zbl 1391.60208
Barczy, Mátyás; Bosze, Zsuzsanna; Pap, Gyula
2
2018
Asymptotic behavior of critical indecomposable multi-type branching processes with immigration. Zbl 1356.60129
Danka, Tivadar; Pap, Gyula
2
2016
Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses. Zbl 1294.62178
Pap, Gyula; Szabó, Tamás T.
2
2013
Parameter estimation in a spatial unilateral unit root autoregressive model. Zbl 1274.62574
Baran, Sándor; Pap, Gyula
2
2012
On the least squares estimator in a nearly unstable sequence of stationary spatial AR models. Zbl 1155.62062
Baran, Sándor; Pap, Gyula
2
2009
Limit theorems on locally compact Abelian groups. Zbl 1152.60011
Barczy, Mátyás; Bendikov, Alexander; Pap, Gyula
2
2008
Poisson limit of an inhomogeneous nearly critical \(INAR(1)\) model. Zbl 1174.60042
Györfi, László; Ispány, Márton; Pap, Gyula; Varga, Katalin
2
2007
Calculation of Fourier transforms of a Brownian motion on the Heisenberg group using splitting formulas. Zbl 1166.60003
Feinsilver, Ph.; Pap, G.
2
2007
Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes. Zbl 1090.60065
Barczy, Mátyás; Pap, Gyula
2
2005
Asymptotic behaviour of estimators of the parameters of nearly unstable INAR (1) models. Zbl 05280103
Ispány, Márton; Pap, Gyula; van Zuijlen, Martien C. A.
2
2003
Martingale characterizations of increment processes in a locally compact group. Zbl 1043.60039
Heyer, Herbert; Pap, Gyula
2
2003
Optimal bounds for Cauchy approximations for the winding distribution of planar Brownian motion. Zbl 1027.60089
Bentkus, V.; Pap, G.; Yor, M.
2
2003
Fourier transform of symmetric Gauss measures on the Heisenberg group. Zbl 0989.60006
Pap, Gyula
2
2002
Asymptotic properties of nearly unstable multivariate AR processes. Zbl 1043.62531
Pap, G.; van Zuijlen, M. C. A.
2
1999
Convolution hemigroups of bounded variation on a Lie projective group. Zbl 0951.60010
Heyer, Herbert; Pap, Gyula
2
1999
Facts, phantasies, and a new proposal concerning the Stringer bound. Zbl 0880.62054
de Jager, N. G.; Pap, G.; van Zuijlen, M. C. A.
2
1997
Rate of convergence in CLT on stratified groups. Zbl 0746.60011
Pap, Gyula
2
1991
Zum asymptotischen Verhalten der Verteilungen und der Dichten gewisser Funktionale Gauß’scher Zufallsvektoren. (On the asymptotic behaviour of the distributions and densities of certain functionals of Gaussian random vectors). Zbl 0653.60026
Pap, G.; Richter, W.-D.
2
1988
Regularly varying nonstationary second-order Galton-Watson processes with immigration. Zbl 07076054
Bősze, Zsuzsanna; Pap, Gyula
1
2019
On aggregation of multitype Galton-Watson branching processes with immigration. Zbl 1391.60209
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula
1
2018
Local asymptotic quadraticity of statistical experiments connected with a Heston model. Zbl 1399.62042
Benke, János Marcell; Pap, Gyula
1
2017
One-parameter statistical model for linear stochastic differential equation with time delay. Zbl 1371.62006
Benke, János Marcell; Pap, Gyula
1
2017
Parameter estimation for the subcritical Heston model based on discrete time observations. Zbl 1374.62154
Barczy, Mátyás; Pap, Gyula; Szabó, Tamás T.
1
2016
Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes. Zbl 1347.60014
Nedényi, Fanni; Pap, Gyula
1
2016
Change detection in the Cox-Ingersoll-Ross model. Zbl 1347.62181
Pap, Gyula; Szabó, Tamás T.
1
2016
On convergence properties of infinitesimal generators of scaled multitype CBI processes. Zbl 1337.60208
Barczy, Mátyás; Pap, Gyula
1
2016
Weakly infinitely divisible measures on some locally compact Abelian groups. Zbl 1152.43002
Barczy, M.; Pap, G.
1
2008
Random field forward interest rate models, market price of risk and their statistics. Zbl 1177.91136
Gáll, József; Pap, Gyula; Peeters, Willem
1
2007
Fourier transform of a Gaussian measure on the Heisenberg group. Zbl 1102.60003
Barczy, Mátyás; Pap, Gyula
1
2006
On infinite divisibility and embedding of probability measures on a locally compact Abelian group. Zbl 1109.60008
Heyer, Herbert; Pap, Gyula
1
2005
Estimation of the mean of a Wiener sheet. Zbl 1075.62074
Baran, Sándor; Pap, Gyula; Van Zuijlen, Martien C. A.
1
2004
Gaussian hemigroups on a locally compact group. Zbl 1059.60008
Heyer, Herbert; Pap, Gyula
1
2004
General solution of the functional central limit problems on a Lie group. Zbl 1162.60300
Pap, Gyula
1
2004
Confidence bounds for a parameter. Zbl 1043.62044
Bentkus, V.; Pap, G.; van Zuijlen, M.
1
2003
Gaussian measures on the affine group: Uniqueness of embedding and supports. Zbl 1027.60002
Barczy, M.; Pap, G.
1
2003
Estimation of the mean of multivariate AR processes. Zbl 0998.62074
Arató, M.; Pap, G.; Varga, K.
1
2002
Estimation of the mean of Ornstein-Uhlenbeck processes and sheets. Zbl 0987.62057
Baran, Sándor; Pap, Gyula; van Zuijlen, Martien C. A.
1
2001
Convergence of evolution operator families and its applications to functional limit theorems. Zbl 0973.60012
Heyer, Herbert; Pap, Gyula
1
2001
Lindeberg-Feller theorems on Lie groups. Zbl 0941.60018
Pap, G.
1
1999
Convergence of convolution hemigroups on a Moore group. Zbl 0934.60007
Heyer, Herbert; Pap, Gyula
1
1998
Construction of processes with stationary independent increments in Lie groups. Zbl 0904.60008
Pap, Gyula
1
1997
Central limit theorems on stratified Lie groups. Zbl 0851.60006
Pap, G.
1
1994
The distribution of estimates of parameters of multidimensional stationary AR processes. Zbl 0791.62085
Pap, G.
1
1994
Analysis of multiple model method for change detection of AR processes. Zbl 0697.60043
Pap, Gy.; Bokor, J.; Gáspár, P.
1
1990
Dependence of Gaussian measure on covariance in Hilbert space. Zbl 0574.60010
Pap, Gyula
1
1984
Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model. Zbl 1391.60130
Barczy, Mátyás; Alaya, Mohamed Ben; Kebaier, Ahmed; Pap, Gyula
3
2019
Regularly varying nonstationary second-order Galton-Watson processes with immigration. Zbl 07076054
Bősze, Zsuzsanna; Pap, Gyula
1
2019
Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations. Zbl 1390.60307
Barczy, Mátyás; Alaya, Ben Mohamed; Kebaier, Ahmed; Pap, Gyula
5
2018
Regularly varying non-stationary Galton-Watson processes with immigration. Zbl 1391.60208
Barczy, Mátyás; Bosze, Zsuzsanna; Pap, Gyula
2
2018
On aggregation of multitype Galton-Watson branching processes with immigration. Zbl 1391.60209
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula
1
2018
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations. Zbl 1361.62051
Barczy, Mátyás; Nedényi, Fanni; Pap, Gyula
3
2017
Blocking optimal arborescences. Zbl 1396.90071
Bernáth, Attila; Pap, Gyula
3
2017
Local asymptotic quadraticity of statistical experiments connected with a Heston model. Zbl 1399.62042
Benke, János Marcell; Pap, Gyula
1
2017
One-parameter statistical model for linear stochastic differential equation with time delay. Zbl 1371.62006
Benke, János Marcell; Pap, Gyula
1
2017
Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations. Zbl 1344.60031
Barczy, Mátyás; Pap, Gyula
8
2016
Moment formulas for multitype continuous state and continuous time branching process with immigration. Zbl 1348.60123
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
7
2016
Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Zbl 1339.60122
Barczy, Mátyás; Pap, Gyula
5
2016
Asymptotic behavior of critical indecomposable multi-type branching processes with immigration. Zbl 1356.60129
Danka, Tivadar; Pap, Gyula
2
2016
Parameter estimation for the subcritical Heston model based on discrete time observations. Zbl 1374.62154
Barczy, Mátyás; Pap, Gyula; Szabó, Tamás T.
1
2016
Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes. Zbl 1347.60014
Nedényi, Fanni; Pap, Gyula
1
2016
Change detection in the Cox-Ingersoll-Ross model. Zbl 1347.62181
Pap, Gyula; Szabó, Tamás T.
1
2016
On convergence properties of infinitesimal generators of scaled multitype CBI processes. Zbl 1337.60208
Barczy, Mátyás; Pap, Gyula
1
2016
Yamada-Watanabe results for stochastic differential equations with jumps. Zbl 1337.60116
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
14
2015
Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration. Zbl 1312.60074
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
14
2015
Asymptotic inference for a stochastic differential equation with uniformly distributed time delay. Zbl 1328.62050
Benke, János Marcell; Pap, Gyula
4
2015
Dilatively stable stochastic processes and aggregate similarity. Zbl 1335.60055
Barczy, Mátyás; Kern, Peter; Pap, Gyula
3
2015
Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration. Zbl 1328.62145
Barczy, Mátyás; Körmendi, Kristóf; Pap, Gyula
3
2015
Stationarity and ergodicity for an affine two-factor model. Zbl 1305.60067
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
12
2014
Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration. Zbl 1321.60178
Ispány, Márton; Körmendi, Kristóf; Pap, Gyula
6
2014
Asymptotic behavior of conditional least squares estimators for unstable integer-valued autoregressive models of order 2. Zbl 1305.62321
Barczy, Mátyás; Ispány, Márton; Pap, Gyula
5
2014
Asymptotic behavior of critical primitive multi-type branching processes with immigration. Zbl 1320.60144
Ispány, Márton; Pap, Gyula
4
2014
Parameter estimation for a subcritical affine two factor model. Zbl 1288.62033
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
3
2014
On parameter estimation for critical affine processes. Zbl 1336.60165
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
11
2013
Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses. Zbl 1294.62178
Pap, Gyula; Szabó, Tamás T.
2
2013
Additive outliers in INAR(1) models. Zbl 1254.62091
Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda
8
2012
Parameter estimation in a spatial unilateral unit root autoregressive model. Zbl 1274.62574
Baran, Sándor; Pap, Gyula
2
2012
Asymptotic behavior of unstable INAR(\(p\)) processes. Zbl 1241.62122
Barczy, M.; Ispány, M.; Pap, G.
18
2011
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions. Zbl 1215.60015
Barczy, M.; Pap, G.
15
2011
The accuracy of merging approximation in generalized St. Petersburg games. Zbl 1219.60026
Pap, Gyula
5
2011
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes. Zbl 1185.62147
Barczy, M.; Pap, G.
15
2010
A note on weak convergence of random step processes. Zbl 1274.60109
Ispány, M.; Pap, G.
11
2010
\(\alpha \)-Wiener bridges: singularity of induced measures and sample path properties. Zbl 1195.60060
Barczy, Mátyás; Pap, Gyula
7
2010
Innovational outliers in INAR(1) models. Zbl 1202.62109
Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda
5
2010
On the least squares estimator in a nearly unstable sequence of stationary spatial AR models. Zbl 1155.62062
Baran, Sándor; Pap, Gyula
2
2009
Parameter estimation of selfsimilarity exponents. Zbl 1333.62149
Becker-Kern, Peter; Pap, Gyula
4
2008
Limit theorems on locally compact Abelian groups. Zbl 1152.60011
Barczy, Mátyás; Bendikov, Alexander; Pap, Gyula
2
2008
Weakly infinitely divisible measures on some locally compact Abelian groups. Zbl 1152.43002
Barczy, M.; Pap, G.
1
2008
A delayed Black and Scholes formula. Zbl 1119.60059
Arriojas, Mercedes; Hu, Yaozhong; Mohammed, Salah-Eldin; Pap, Gyula
49
2007
Asymptotic inference for unit roots in spatial triangular autoregression. Zbl 1183.62162
Baran, Sándor; Pap, Gyula; van Zuijlen, Martien C. A.
10
2007
Poisson limit of an inhomogeneous nearly critical \(INAR(1)\) model. Zbl 1174.60042
Györfi, László; Ispány, Márton; Pap, Gyula; Varga, Katalin
2
2007
Calculation of Fourier transforms of a Brownian motion on the Heisenberg group using splitting formulas. Zbl 1166.60003
Feinsilver, Ph.; Pap, G.
2
2007
Random field forward interest rate models, market price of risk and their statistics. Zbl 1177.91136
Gáll, József; Pap, Gyula; Peeters, Willem
1
2007
Portmanteau theorem for unbounded measures. Zbl 1109.60004
Barczy, Mátyás; Pap, Gyula
8
2006
Forward interest rate curves in discrete time settings driven by random fields. Zbl 1205.91163
Gáll, J.; Pap, G.; Van Zuijlen, M. C. A.
4
2006
Fourier transform of a Gaussian measure on the Heisenberg group. Zbl 1102.60003
Barczy, Mátyás; Pap, Gyula
1
2006
Fluctuation limit of branching processes with immigration and estimation of the means. Zbl 1069.62065
Ispány, M.; Pap, G.; van Zuijlen, M. C. A.
25
2005
Critical branching mechanisms with immigration and Ornstein-Uhlenbeck type diffusions. Zbl 1120.60308
Ispány, M.; Pap, G.; van Zuijlen, M. C. A.
3
2005
Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes. Zbl 1090.60065
Barczy, Mátyás; Pap, Gyula
2
2005
On infinite divisibility and embedding of probability measures on a locally compact Abelian group. Zbl 1109.60008
Heyer, Herbert; Pap, Gyula
1
2005
Asymptotic inference for an unstable spatial AR model. Zbl 1055.62103
Baran, Sándor; Pap, Gyula; van Zuijlen, Martien C. A.
6
2004
Asymptotic inference for a nearly unstable sequence of stationary spatial AR models. Zbl 1075.62078
Baran, Sándor; Pap, Gyula; van Zuijlen, Martien C. A.
5
2004
Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet. Zbl 1121.62092
Gáll, József; Pap, Gyula; Van Zuijlen, Martien C. A.
4
2004
Estimation of the mean of a Wiener sheet. Zbl 1075.62074
Baran, Sándor; Pap, Gyula; Van Zuijlen, Martien C. A.
1
2004
Gaussian hemigroups on a locally compact group. Zbl 1059.60008
Heyer, Herbert; Pap, Gyula
1
2004
General solution of the functional central limit problems on a Lie group. Zbl 1162.60300
Pap, Gyula
1
2004
Asymptotic inference for nearly unstable INAR(1) models. Zbl 1042.62080
Ispány, M.; Pap, G.; van Zuijlen, M. C. A.
12
2003
Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets. Zbl 1031.62065
Baran, S.; Pap, G.; van Zuijlen, M. C. A.
11
2003
Limiting connection between discrete and continuous time forward interest rate curve models. Zbl 1035.60018
Gáll, J.; Pap, G.; van Zuijlen, M. C. A.
3
2003
Asymptotic behaviour of estimators of the parameters of nearly unstable INAR (1) models. Zbl 05280103
Ispány, Márton; Pap, Gyula; van Zuijlen, Martien C. A.
2
2003
Martingale characterizations of increment processes in a locally compact group. Zbl 1043.60039
Heyer, Herbert; Pap, Gyula
2
2003
Optimal bounds for Cauchy approximations for the winding distribution of planar Brownian motion. Zbl 1027.60089
Bentkus, V.; Pap, G.; Yor, M.
2
2003
Confidence bounds for a parameter. Zbl 1043.62044
Bentkus, V.; Pap, G.; van Zuijlen, M.
1
2003
Gaussian measures on the affine group: Uniqueness of embedding and supports. Zbl 1027.60002
Barczy, M.; Pap, G.
1
2003
Fourier transform of symmetric Gauss measures on the Heisenberg group. Zbl 0989.60006
Pap, Gyula
2
2002
Estimation of the mean of multivariate AR processes. Zbl 0998.62074
Arató, M.; Pap, G.; Varga, K.
1
2002
Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets. Zbl 0996.62075
Arató, M.; Pap, G.; van Zuijlen, M. C. A.
6
2001
Estimation of the mean of Ornstein-Uhlenbeck processes and sheets. Zbl 0987.62057
Baran, Sándor; Pap, Gyula; van Zuijlen, Martien C. A.
1
2001
Convergence of evolution operator families and its applications to functional limit theorems. Zbl 0973.60012
Heyer, Herbert; Pap, Gyula
1
2001
The accuracy of Cauchy approximation for the windings of planar Brownian motion. Zbl 1074.60507
Pap, Gyula; Yor, Marc
3
2000
Asymptotic inference for nearly unstable AR(\(p\)) processes. Zbl 0967.62072
van der Meer, Tjacco; Pap, Gyula; van Zuijlen, Martien C. A.
8
1999
Asymptotic properties of nearly unstable multivariate AR processes. Zbl 1043.62531
Pap, G.; van Zuijlen, M. C. A.
2
1999
Convolution hemigroups of bounded variation on a Lie projective group. Zbl 0951.60010
Heyer, Herbert; Pap, Gyula
2
1999
Lindeberg-Feller theorems on Lie groups. Zbl 0941.60018
Pap, G.
1
1999
Convergence of convolution hemigroups on a Moore group. Zbl 0934.60007
Heyer, Herbert; Pap, Gyula
1
1998
Nearly unstable multidimensional AR processes. Zbl 0901.62109
Kormos, J.; Pap, G.
5
1997
Convergence of noncommutative triangular arrays of probability measures on a Lie group. Zbl 0897.60007
Heyer, H.; Pap, G.
3
1997
Facts, phantasies, and a new proposal concerning the Stringer bound. Zbl 0880.62054
de Jager, N. G.; Pap, G.; van Zuijlen, M. C. A.
2
1997
Construction of processes with stationary independent increments in Lie groups. Zbl 0904.60008
Pap, Gyula
1
1997
Asymptotic inference for nearly unstable multidimensional \(AR\) processes. Zbl 0885.62105
Pap, G.; van Zuijlen, M.
6
1996
On the asymptotic behaviour of the Stringer bound. Zbl 0906.62044
Pap, G.; van Zuijlen, M. C. A.
5
1996
Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes. Zbl 0864.62056
Pap, Gyula; van Zuijlen, Martien C. A.
5
1996
Asymptotic inference for nearly nonstationary complex-valued AR(1) processes. Zbl 1175.62093
Kormos, J.; van der Meer, T.; Pap, G.; van Zuijlen, M.
4
1995
The Stringer bound in case of uniform taintings. Zbl 0819.62040
Pap, G.; van Zuijlen, M. C. A.
3
1995
Uniqueness of embedding into a Gaussian semigroup on a nilpotent Lie group. Zbl 0804.60007
Pap, Gyula
4
1994
Central limit theorems on stratified Lie groups. Zbl 0851.60006
Pap, G.
1
1994
The distribution of estimates of parameters of multidimensional stationary AR processes. Zbl 0791.62085
Pap, G.
1
1994
Central limit theorems on nilpotent Lie groups. Zbl 0829.60004
Pap, Gyula
5
1993
A new proof of the central limit theorem on stratified Lie groups. Zbl 0823.60010
Pap, Gyula
3
1991
Rate of convergence in CLT on stratified groups. Zbl 0746.60011
Pap, Gyula
2
1991
Analysis of multiple model method for change detection of AR processes. Zbl 0697.60043
Pap, Gy.; Bokor, J.; Gáspár, P.
1
1990
Zum asymptotischen Verhalten der Verteilungen und der Dichten gewisser Funktionale Gauß’scher Zufallsvektoren. (On the asymptotic behaviour of the distributions and densities of certain functionals of Gaussian random vectors). Zbl 0653.60026
Pap, G.; Richter, W.-D.
2
1988
Dependence of Gaussian measure on covariance in Hilbert space. Zbl 0574.60010
Pap, Gyula
1
1984
all top 5

Cited by 351 Authors

67 Pap, Gyula
33 Barczy, Mátyás
14 van Zuijlen, Martien C. A.
13 Baran, Sándor
9 Ispány, Márton
9 Rahimov, Ibrahim
8 Wu, Zhen
8 Zhao, Shoujiang
6 Becker-Kern, Peter
6 Li, Zenghu
5 Jin, Peng
5 Li, Yuqiang
4 Didier, Gustavo
4 Kevei, Péter
4 Körmendi, Kristóf
4 Liu, Qiaojing
4 Neuenschwander, Daniel
4 Palau, Sandra
4 Rüdiger, Barbara
4 Sabanis, Sotirios
4 Wang, Jian
3 Arato, Matyas
3 Benke, János Marcell
3 Bentkus, Vidmants-Kastytis
3 Chang, Mouhsiung
3 Cordoni, Francesco Giuseppe
3 Di Persio, Luca
3 Döring, Leif
3 Friesen, Martin
3 Heyer, Herbert
3 Jiang, Hui
3 Kebaier, Ahmed
3 Khusanbaev, Yakubdzhan M.
3 Kyprianou, Andreas E.
3 Mao, Xuerong
3 Nedényi, Fanni K.
3 Scotto, Manuel González
3 Swishchuk, Anatoliy
3 Yuan, Chenggui
2 Abry, Patrice
2 Accardi, Luigi
2 Alaya, Mohamed Ben
2 Bao, Jianhai
2 Bérczi, Kristóf
2 Bosze, Zsuzsanna
2 Boukas, Andreas
2 Casanova, Adrián González
2 del Puerto, Inés Maria
2 Drost, Feike C.
2 Fazekas, István
2 Feng, Tao
2 Gáll, József
2 Gonzalez-Velasco, Miguel
2 Grabchak, Michael
2 Hu, Hongchang
2 Jaisson, Thibault
2 Király, Tamás
2 Kremer, Jonas
2 Kuang, Nenghui
2 Leonenko, Nikolai N.
2 Liao, Ming
2 Liu, Bingquan
2 Luo, Dejun
2 Martellosio, Federico
2 Nappo, Giovanna
2 Ojeda, Silvia María
2 Pang, Tao
2 Paulauskas, Vygantas Ionovič
2 Pemy, Moustapha
2 Pipiras, Vladas
2 Qiu, Zhipeng
2 Qixia, Zhang
2 Račkauskas, Alfredas Yurgevich
2 Rosenbaum, Mathieu
2 Scheffler, Hans-Peter
2 Shi, Daimin
2 Sikolya, Kinga
2 Silva, Maria Eduarda
2 Stehlík, Milan
2 Szabó, Tamás T.
2 Taufer, Emanuele
2 van den Akker, Ramon
2 Werker, Bas J. M.
2 Wu, Fuke
2 Xi, Fubao
2 Yan, Litan
2 Yor, Marc
2 Yu, Kaizhi
2 Yu, Zhiyong
2 Zhang, Qixia
2 Zou, Hong
1 Alaya, Ben Mohamed
1 Andreou, Elena
1 Applebaum, David B.
1 Appleby, John A. D.
1 Baños, David R.
1 Barreto-Souza, Wagner
1 Basrak, Bojan
1 Bayer, Christian
1 Bendikov, Alexander D.
...and 251 more Authors
all top 5

Cited in 121 Serials

16 Statistics & Probability Letters
16 Stochastic Processes and their Applications
13 Computers & Mathematics with Applications
13 Journal of Theoretical Probability
10 Lithuanian Mathematical Journal
10 Journal of Statistical Planning and Inference
9 Stochastic Analysis and Applications
7 Statistics
7 Communications in Statistics. Theory and Methods
7 Statistical Inference for Stochastic Processes
6 Journal of Applied Probability
6 Journal of Multivariate Analysis
5 Statistical Papers
5 Bernoulli
4 Advances in Applied Probability
4 Journal of Systems Science and Complexity
4 Advances in Difference Equations
4 Stochastics
3 International Journal of Control
3 Journal of Mathematical Analysis and Applications
3 Metrika
3 Journal of Mathematical Sciences (New York)
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Abstract and Applied Analysis
3 Brazilian Journal of Probability and Statistics
3 Stochastic Models
3 Science China. Mathematics
3 International Journal of Stochastic Analysis
3 Modern Stochastics. Theory and Applications
2 Applied Mathematics and Computation
2 Applied Mathematics and Optimization
2 Automatica
2 Journal of Differential Equations
2 Journal of Time Series Analysis
2 Acta Mathematicae Applicatae Sinica. English Series
2 Probability Theory and Related Fields
2 The Annals of Applied Probability
2 Test
2 NoDEA. Nonlinear Differential Equations and Applications
2 Electronic Journal of Probability
2 Mathematical Problems in Engineering
2 Infinite Dimensional Analysis, Quantum Probability and Related Topics
2 Acta Mathematica Sinica. English Series
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 Discrete Mathematics
1 International Journal of Systems Science
1 Journal of the Franklin Institute
1 Journal of Mathematical Physics
1 Scandinavian Journal of Statistics
1 Ukrainian Mathematical Journal
1 Theory of Probability and its Applications
1 The Annals of Probability
1 Journal of Computational and Applied Mathematics
1 Journal of Econometrics
1 Journal of Functional Analysis
1 Journal of Optimization Theory and Applications
1 Mathematics and Computers in Simulation
1 Mathematische Nachrichten
1 Mathematica Slovaca
1 Monatshefte für Mathematik
1 Proceedings of the American Mathematical Society
1 Publications of the Research Institute for Mathematical Sciences, Kyoto University
1 Results in Mathematics
1 Statistica Neerlandica
1 Topology and its Applications
1 Optimal Control Applications & Methods
1 Insurance Mathematics & Economics
1 Probability and Mathematical Statistics
1 Chinese Annals of Mathematics. Series B
1 Acta Mathematica Hungarica
1 Acta Applicandae Mathematicae
1 Applied Numerical Mathematics
1 International Journal of Approximate Reasoning
1 Mathematical and Computer Modelling
1 SIAM Journal on Discrete Mathematics
1 Journal of Applied Mathematics and Stochastic Analysis
1 Random Structures & Algorithms
1 Discrete Mathematics and Applications
1 Numerical Algorithms
1 Computational Statistics
1 Communications in Statistics. Simulation and Computation
1 European Journal of Operational Research
1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Computational Statistics and Data Analysis
1 Mathematical Programming. Series A. Series B
1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
1 Theory of Probability and Mathematical Statistics
1 Applied Mathematical Finance
1 Journal of Difference Equations and Applications
1 Journal of Nonparametric Statistics
1 Mathematical Population Studies
1 Finance and Stochastics
1 European Journal of Control
1 Open Systems & Information Dynamics
1 Journal of Inequalities and Applications
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Journal of Applied Statistics
1 Extremes
1 Communications in Nonlinear Science and Numerical Simulation
...and 21 more Serials

Citations by Year

Wikidata Timeline

The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.