Edit Profile (opens in new tab) Barczy, Mátyás Co-Author Distance Author ID: barczy.matyas Published as: Barczy, Mátyás; Barczy, M.; Barczy, Matyas more...less Homepage: https://www.math.u-szeged.hu/~barczy/barczy_angol.html External Links: MGP · ORCID Documents Indexed: 77 Publications since 2001, including 13 Additional arXiv Preprints Reviewing Activity: 26 Reviews Co-Authors: 38 Co-Authors with 73 Joint Publications 503 Co-Co-Authors all top 5 Co-Authors 4 single-authored 46 Pap, Gyula 7 Becker-Kern, Peter 7 Nedényi, Fanni K. 6 Döring, Leif 6 Ispány, Márton 6 Li, Zenghu 5 Páles, Zsolt 3 Kebaier, Ahmed 3 Palau, Sandra 2 Alaya, Mohamed Ben 2 Bezdány, Dániel 2 Bosze, Zsuzsanna 2 Burai, Pál 2 Iglói, Endre 2 Körmendi, Kristóf 2 Scotto, Manuel González 2 Silva, Maria Eduarda 1 Alaya, Ben Mohamed 1 Basrak, Bojan 1 Bendikov, Alexander D. 1 Bertoin, Jean 1 del Puerto, Inés Maria 1 Dudás, Ádám 1 Gáll, József 1 Gonzalez-Velasco, Miguel 1 Kevei, Péter 1 Krause, Vincent 1 Lovas, Rezső László 1 Martín-Chávez, Pedro 1 Molnár, Lajos 1 Nagy, Ábris 1 Noszály, Csaba 1 Nyul, Balázs 1 Planinić, Hrvoje 1 Sütő, László 1 Szabó, Tamás T. 1 Tóth, Mariann 1 Vincze, Csaba all top 5 Serials 4 Lithuanian Mathematical Journal 4 Stochastic Processes and their Applications 3 Journal of Statistical Planning and Inference 3 Stochastic Analysis and Applications 2 Advances in Applied Probability 2 Journal of Mathematical Analysis and Applications 2 Mathematica Slovaca 2 Statistics & Probability Letters 2 Statistics 2 Journal of Theoretical Probability 2 Aequationes Mathematicae 2 Communications in Statistics. Theory and Methods 2 Electronic Journal of Probability 2 Brazilian Journal of Probability and Statistics 2 Modern Stochastics. Theory and Applications 1 Metrika 1 Periodica Mathematica Hungarica 1 Reports on Mathematical Physics 1 Scandinavian Journal of Statistics 1 Acta Scientiarum Mathematicarum 1 Journal of Functional Analysis 1 Journal of Multivariate Analysis 1 Mathematische Nachrichten 1 Publicationes Mathematicae Debrecen 1 Results in Mathematics 1 Insurance Mathematics & Economics 1 Optimization 1 Communications in Statistics. Simulation and Computation 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Statistical Papers 1 Random Operators and Stochastic Equations 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Dynamical Systems 1 Stochastics and Dynamics 1 Central European Journal of Mathematics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Journal of Statistical Theory and Practice 1 Electronic Journal of Statistics 1 Involve 1 Communications on Stochastic Analysis 1 Science China. Mathematics 1 International Journal of Stochastic Analysis all top 5 Fields 64 Probability theory and stochastic processes (60-XX) 29 Statistics (62-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Real functions (26-XX) 3 Functional analysis (46-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Operator theory (47-XX) 1 Measure and integration (28-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Abstract harmonic analysis (43-XX) 1 Quantum theory (81-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 55 Publications have been cited 357 times in 222 Documents Cited by ▼ Year ▼ Asymptotic behavior of unstable INAR(\(p\)) processes. Zbl 1241.62122 Barczy, M.; Ispány, M.; Pap, G. 26 2011 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 25 2015 Yamada-Watanabe results for stochastic differential equations with jumps. Zbl 1337.60116 Barczy, Mátyás; Li, Zenghu; Pap, Gyula 24 2015 Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes. Zbl 1185.62147 Barczy, M.; Pap, G. 19 2010 Stationarity and ergodicity for an affine two-factor model. Zbl 1305.60067 Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula 18 2014 Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions. Zbl 1215.60015 Barczy, M.; Pap, G. 17 2011 Karhunen-Loève expansions of \(\alpha\)-Wiener bridges. Zbl 1228.60047 Barczy, Mátyás; Iglói, Endre 15 2011 Additive outliers in INAR(1) models. Zbl 1254.62091 Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda 14 2012 Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Zbl 1339.60122 Barczy, Mátyás; Pap, Gyula 12 2016 On parameter estimation for critical affine processes. Zbl 1336.60165 Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula 12 2013 Moment formulas for multitype continuous state and continuous time branching process with immigration. Zbl 1348.60123 Barczy, Mátyás; Li, Zenghu; Pap, Gyula 11 2016 Linear maps on the space of all bounded observables preserving maximal deviation. Zbl 1047.47029 Molnár, Lajos; Barczy, Mátyás 10 2003 Portmanteau theorem for unbounded measures. Zbl 1109.60004 Barczy, Mátyás; Pap, Gyula 10 2006 \(\alpha \)-Wiener bridges: singularity of induced measures and sample path properties. Zbl 1195.60060 Barczy, Mátyás; Pap, Gyula 10 2010 Innovational outliers in INAR(1) models. Zbl 1202.62109 Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda 10 2010 Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations. Zbl 1344.60031 Barczy, Mátyás; Pap, Gyula 9 2016 On aggregation of multitype Galton-Watson branching processes with immigration. Zbl 1391.60209 Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula 9 2018 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 8 2014 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 7 2018 Representations of multidimensional linear process bridges. Zbl 1391.60179 Barczy, Mátyás; Kern, Peter 7 2013 Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations. Zbl 1361.62051 Barczy, Mátyás; Nedényi, Fanni; Pap, Gyula 5 2017 Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges. Zbl 1306.60035 Barczy, Mátyás; Kern, Peter 4 2013 Dilatively stable stochastic processes and aggregate similarity. Zbl 1335.60055 Barczy, Mátyás; Kern, Peter; Pap, Gyula 4 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 4 2015 Parameter estimation for a subcritical affine two factor model. Zbl 1288.62033 Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula 4 2014 On entire moments of self-similar Markov processes. Zbl 1264.60027 Barczy, Mátyás; Döring, Leif 4 2013 Regularly varying non-stationary Galton-Watson processes with immigration. Zbl 1391.60208 Barczy, Mátyás; Bosze, Zsuzsanna; Pap, Gyula 4 2018 Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model. Zbl 1391.60130 Barczy, Mátyás; Alaya, Mohamed Ben; Kebaier, Ahmed; Pap, Gyula 4 2019 Limit theorems for Bajraktarević and Cauchy quotient means of independent identically distributed random variables. Zbl 1490.60052 Barczy, Mátyás; Burai, Pál 4 2022 Functional limit theorems for Lévy processes satisfying Cramér’s condition. Zbl 1244.60049 Barczy, Matyas; Bertoin, Jean 3 2011 General alpha-Wiener bridges. Zbl 1331.60056 Barczy, Mátyás; Kern, Peter 3 2011 A Robbins-Monro-type algorithm for computing global minimizer of generalized conic functions. Zbl 1337.90050 Barczy, Mátyás; Nagy, Ábris; Noszály, Csaba; Vincze, Csaba 3 2015 Path properties of dilatively stable processes and singularity of their distributions. Zbl 1260.60072 Iglói, Endre; Barczy, Mátyás 3 2012 Karhunen-Loève expansion for a generalization of Wiener bridge. Zbl 1407.60050 Barczy, Mátyás; Lovas, Rezso L. 3 2018 Almost sure, \(L_1\)- and \(L_2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration. Zbl 1475.60163 Barczy, Mátyás; Palau, Sandra; Pap, Gyula 3 2020 Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes. Zbl 1090.60065 Barczy, Mátyás; Pap, Gyula 2 2005 Local automorphisms of the sets of states and effects on a Hilbert space. Zbl 1007.47014 Barczy, Mátyás; Tóth, Mariann 2 2001 Limit theorems on locally compact Abelian groups. Zbl 1152.60011 Barczy, Mátyás; Bendikov, Alexander; Pap, Gyula 2 2008 Parameter estimation for the subcritical Heston model based on discrete time observations. Zbl 1374.62154 Barczy, Mátyás; Pap, Gyula; Szabó, Tamás T. 2 2016 Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations. Zbl 1440.62316 Barczy, Mátyás; Ben Alaya, Mohamed; Kebaier, Ahmed; Pap, Gyula 2 2019 On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration. Zbl 1473.60121 Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula 2 2020 A note on asymptotic behavior of critical Galton-Watson processes with immigration. Zbl 1483.60123 Barczy, Mátyás; Bezdány, Dániel; Pap, Gyula 2 2021 Jump type SDEs for self-similar processes. Zbl 1286.60036 Döring, Leif; Barczy, Mátyás 2 2012 Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration. Zbl 1475.60162 Barczy, Mátyás; Basrak, Bojan; Kevei, Péter; Pap, Gyula; Planinić, Hrvoje 2 2021 Gaussian measures on the affine group: Uniqueness of embedding and supports. Zbl 1027.60002 Barczy, M.; Pap, G. 1 2003 Fourier transform of a Gaussian measure on the Heisenberg group. Zbl 1102.60003 Barczy, Mátyás; Pap, Gyula 1 2006 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 Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration. Zbl 1478.60231 Barczy, Mátyás; Palau, Sandra; Pap, Gyula 1 2021 On tail behaviour of stationary second-order Galton-Watson processes with immigration. Zbl 1473.60120 Barczy, Mátyás; Bősze, Zsuzsanna; Pap, Gyula 1 2020 Convergence of partial sum processes to stable processes with application for aggregation of branching processes. Zbl 1505.60043 Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula 1 2022 Limit theorems for deviation means of independent and identically distributed random variables. Zbl 1523.60048 Barczy, Mátyás; Páles, Zsolt 1 2023 Statistical inference for critical continuous state and continuous time branching processes with immigration. Zbl 1346.62046 Barczy, Mátyás; Körmendi, Kristóf; Pap, Gyula 1 2016 Probability equivalent level of value at risk and higher-order expected shortfalls. Zbl 1507.91240 Barczy, Mátyás; K. Nedényi, Fanni; Sütő, László 1 2023 Least-squares estimation for the subcritical Heston model based on continuous-time observations. Zbl 1420.91524 Barczy, Mátyás; Nyul, Balázs; Pap, Gyula 1 2019 Limit theorems for deviation means of independent and identically distributed random variables. Zbl 1523.60048 Barczy, Mátyás; Páles, Zsolt 1 2023 Probability equivalent level of value at risk and higher-order expected shortfalls. Zbl 1507.91240 Barczy, Mátyás; K. Nedényi, Fanni; Sütő, László 1 2023 Limit theorems for Bajraktarević and Cauchy quotient means of independent identically distributed random variables. Zbl 1490.60052 Barczy, Mátyás; Burai, Pál 4 2022 Convergence of partial sum processes to stable processes with application for aggregation of branching processes. Zbl 1505.60043 Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula 1 2022 A note on asymptotic behavior of critical Galton-Watson processes with immigration. Zbl 1483.60123 Barczy, Mátyás; Bezdány, Dániel; Pap, Gyula 2 2021 Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration. Zbl 1475.60162 Barczy, Mátyás; Basrak, Bojan; Kevei, Péter; Pap, Gyula; Planinić, Hrvoje 2 2021 Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration. Zbl 1478.60231 Barczy, Mátyás; Palau, Sandra; Pap, Gyula 1 2021 Almost sure, \(L_1\)- and \(L_2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration. Zbl 1475.60163 Barczy, Mátyás; Palau, Sandra; Pap, Gyula 3 2020 On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration. Zbl 1473.60121 Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula 2 2020 On tail behaviour of stationary second-order Galton-Watson processes with immigration. Zbl 1473.60120 Barczy, Mátyás; Bősze, Zsuzsanna; Pap, Gyula 1 2020 Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model. Zbl 1391.60130 Barczy, Mátyás; Alaya, Mohamed Ben; Kebaier, Ahmed; Pap, Gyula 4 2019 Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations. Zbl 1440.62316 Barczy, Mátyás; Ben Alaya, Mohamed; Kebaier, Ahmed; Pap, Gyula 2 2019 Least-squares estimation for the subcritical Heston model based on continuous-time observations. Zbl 1420.91524 Barczy, Mátyás; Nyul, Balázs; Pap, Gyula 1 2019 On aggregation of multitype Galton-Watson branching processes with immigration. Zbl 1391.60209 Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula 9 2018 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 7 2018 Regularly varying non-stationary Galton-Watson processes with immigration. Zbl 1391.60208 Barczy, Mátyás; Bosze, Zsuzsanna; Pap, Gyula 4 2018 Karhunen-Loève expansion for a generalization of Wiener bridge. Zbl 1407.60050 Barczy, Mátyás; Lovas, Rezso L. 3 2018 Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations. Zbl 1361.62051 Barczy, Mátyás; Nedényi, Fanni; Pap, Gyula 5 2017 Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Zbl 1339.60122 Barczy, Mátyás; Pap, Gyula 12 2016 Moment formulas for multitype continuous state and continuous time branching process with immigration. Zbl 1348.60123 Barczy, Mátyás; Li, Zenghu; Pap, Gyula 11 2016 Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations. Zbl 1344.60031 Barczy, Mátyás; Pap, Gyula 9 2016 Parameter estimation for the subcritical Heston model based on discrete time observations. Zbl 1374.62154 Barczy, Mátyás; Pap, Gyula; Szabó, Tamás T. 2 2016 On convergence properties of infinitesimal generators of scaled multitype CBI processes. Zbl 1337.60208 Barczy, Mátyás; Pap, Gyula 1 2016 Statistical inference for critical continuous state and continuous time branching processes with immigration. Zbl 1346.62046 Barczy, Mátyás; Körmendi, Kristóf; Pap, Gyula 1 2016 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 25 2015 Yamada-Watanabe results for stochastic differential equations with jumps. Zbl 1337.60116 Barczy, Mátyás; Li, Zenghu; Pap, Gyula 24 2015 Dilatively stable stochastic processes and aggregate similarity. Zbl 1335.60055 Barczy, Mátyás; Kern, Peter; Pap, Gyula 4 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 4 2015 A Robbins-Monro-type algorithm for computing global minimizer of generalized conic functions. Zbl 1337.90050 Barczy, Mátyás; Nagy, Ábris; Noszály, Csaba; Vincze, Csaba 3 2015 Stationarity and ergodicity for an affine two-factor model. Zbl 1305.60067 Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula 18 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 8 2014 Parameter estimation for a subcritical affine two factor model. Zbl 1288.62033 Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula 4 2014 On parameter estimation for critical affine processes. Zbl 1336.60165 Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula 12 2013 Representations of multidimensional linear process bridges. Zbl 1391.60179 Barczy, Mátyás; Kern, Peter 7 2013 Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges. Zbl 1306.60035 Barczy, Mátyás; Kern, Peter 4 2013 On entire moments of self-similar Markov processes. Zbl 1264.60027 Barczy, Mátyás; Döring, Leif 4 2013 Additive outliers in INAR(1) models. Zbl 1254.62091 Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda 14 2012 Path properties of dilatively stable processes and singularity of their distributions. Zbl 1260.60072 Iglói, Endre; Barczy, Mátyás 3 2012 Jump type SDEs for self-similar processes. Zbl 1286.60036 Döring, Leif; Barczy, Mátyás 2 2012 Asymptotic behavior of unstable INAR(\(p\)) processes. Zbl 1241.62122 Barczy, M.; Ispány, M.; Pap, G. 26 2011 Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions. Zbl 1215.60015 Barczy, M.; Pap, G. 17 2011 Karhunen-Loève expansions of \(\alpha\)-Wiener bridges. Zbl 1228.60047 Barczy, Mátyás; Iglói, Endre 15 2011 Functional limit theorems for Lévy processes satisfying Cramér’s condition. Zbl 1244.60049 Barczy, Matyas; Bertoin, Jean 3 2011 General alpha-Wiener bridges. Zbl 1331.60056 Barczy, Mátyás; Kern, Peter 3 2011 Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes. Zbl 1185.62147 Barczy, M.; Pap, G. 19 2010 \(\alpha \)-Wiener bridges: singularity of induced measures and sample path properties. Zbl 1195.60060 Barczy, Mátyás; Pap, Gyula 10 2010 Innovational outliers in INAR(1) models. Zbl 1202.62109 Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda 10 2010 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 Portmanteau theorem for unbounded measures. Zbl 1109.60004 Barczy, Mátyás; Pap, Gyula 10 2006 Fourier transform of a Gaussian measure on the Heisenberg group. Zbl 1102.60003 Barczy, Mátyás; Pap, Gyula 1 2006 Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes. Zbl 1090.60065 Barczy, Mátyás; Pap, Gyula 2 2005 Linear maps on the space of all bounded observables preserving maximal deviation. Zbl 1047.47029 Molnár, Lajos; Barczy, Mátyás 10 2003 Gaussian measures on the affine group: Uniqueness of embedding and supports. Zbl 1027.60002 Barczy, M.; Pap, G. 1 2003 Local automorphisms of the sets of states and effects on a Hilbert space. Zbl 1007.47014 Barczy, Mátyás; Tóth, Mariann 2 2001 all cited Publications top 5 cited Publications all top 5 Cited by 301 Authors 41 Barczy, Mátyás 41 Pap, Gyula 9 Jin, Peng 8 Rüdiger, Barbara 8 Zhao, Shoujiang 7 Becker-Kern, Peter 7 Friesen, Martin 7 Li, Zenghu 7 Wang, Jian 6 Palau, Sandra 5 Ai, Xiaohui 5 Döring, Leif 5 Ispány, Márton 5 Kremer, Jonas 5 Liu, Qiaojing 4 Jiang, Hui 4 Körmendi, Kristóf 4 Nedényi, Fanni K. 4 Scotto, Manuel González 3 Casanova, Adrián González 3 Chaumont, Loïc 3 Kebaier, Ahmed 3 Kevei, Péter 3 Kyprianou, Andreas E. 3 Li, Qi 3 Molnár, Lajos 3 Ren, Yanxia 3 Vincze, Csaba 3 Zhu, Fukang 2 Alaya, Mohamed Ben 2 Bao, Jianhai 2 Barreto-Souza, Wagner 2 Basrak, Bojan 2 Bentarzi, Mohamed 2 Bezdány, Dániel 2 Bosze, Zsuzsanna 2 Chen, Huaping 2 Chen, Shukai 2 Cordero, Fernando 2 Duan, Jinqiao 2 Fekete, Dorottya 2 Feng, Tao 2 Grabchak, Michael 2 Griffin, Philip S. 2 Huang, Qiao 2 Ji, Lina 2 Kuang, Nenghui 2 Kurt, Noemi 2 Li, Wenbo V. 2 Liu, Bingquan 2 Luo, Dejun 2 Marolleau, Marine 2 Mengütürk, Levent Ali 2 Nagy, Ábris 2 Patie, Pierre 2 Qiu, Zhipeng 2 Roelands, Mark 2 Silva, Maria Eduarda 2 Song, Renming 2 Szabó, Tamás T. 2 Timmermann, Werner 2 Wang, Shaochen 2 Wei, Chao 2 Weiß, Christian H. 2 Wortel, Marten 2 Yang, Ting 2 Yang, Xiangfeng 2 Zhao, Yixuan 1 Akaoka, Yuichi 1 Aknouche, Abdelhakim 1 Alaya, Ben Mohamed 1 Andreou, Elena 1 Aries, Nawel 1 Ascione, Giacomo 1 Bai, Yansong 1 Bendikov, Alexander D. 1 Bezborodov, Viktor 1 Bhatti, T. 1 Biswas, Atanu 1 Blath, Jochen 1 Bolyog, Beáta 1 Bourguignon, Marcelo 1 Bourhim, Abdellatif 1 Brück, Florian 1 Burden, Conrad John 1 Burić, Tomislav 1 Buteikis, Andrius 1 Cai, Yongli 1 Cao, Junfei 1 Chan, Jorting 1 Chan, Kong 1 Chan, Ngai Hang 1 Chen, Ting 1 Cohen, Samuel N. 1 Costa Mota Paraíba, Carolina 1 Costara, Constantin 1 Cui, Jiazhen 1 Danka, Tivadar 1 de Bouard, Anne 1 De Vecchi, Francesco Carlo ...and 201 more Authors all top 5 Cited in 93 Serials 13 Stochastic Processes and their Applications 12 Statistics & Probability Letters 8 Journal of Applied Probability 8 Communications in Statistics. Theory and Methods 7 Journal of Statistical Planning and Inference 6 Advances in Applied Probability 6 Journal of Theoretical Probability 6 Statistical Papers 5 Journal of Mathematical Analysis and Applications 5 The Annals of Applied Probability 5 Statistical Inference for Stochastic Processes 4 Lithuanian Mathematical Journal 4 Statistics 4 Communications in Statistics. Simulation and Computation 4 Linear Algebra and its Applications 4 Brazilian Journal of Probability and Statistics 4 ALEA. Latin American Journal of Probability and Mathematical Statistics 4 Modern Stochastics. Theory and Applications 3 Journal of Mathematical Physics 3 Mathematische Nachrichten 3 Stochastic Analysis and Applications 3 Potential Analysis 3 Bernoulli 3 Abstract and Applied Analysis 3 Stochastic Models 3 Stochastics 3 Science China. Mathematics 3 International Journal of Stochastic Analysis 2 Scandinavian Journal of Statistics 2 The Annals of Probability 2 Applied Mathematics and Computation 2 Journal of Differential Equations 2 Journal of Functional Analysis 2 Journal of Multivariate Analysis 2 Mathematica Slovaca 2 Journal of Time Series Analysis 2 Journal of Statistical Computation and Simulation 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Electronic Journal of Probability 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Extremes 2 Advances in Difference Equations 2 Electronic Journal of Statistics 2 Probability Surveys 1 International Journal of Systems Science 1 International Journal of Theoretical Physics 1 Journal of the Franklin Institute 1 Linear and Multilinear Algebra 1 Metrika 1 Nonlinearity 1 Physica A 1 Rocky Mountain Journal of Mathematics 1 Theory of Probability and its Applications 1 Advances in Mathematics 1 Canadian Journal of Mathematics 1 Journal of Econometrics 1 Mathematics and Computers in Simulation 1 Mathematische Zeitschrift 1 Monatshefte für Mathematik 1 Transactions of the American Mathematical Society 1 Probability and Mathematical Statistics 1 Acta Applicandae Mathematicae 1 Acta Mathematicae Applicatae Sinica. English Series 1 Probability Theory and Related Fields 1 Aequationes Mathematicae 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Computational Statistics and Data Analysis 1 Theory of Probability and Mathematical Statistics 1 Journal of Mathematical Sciences (New York) 1 NoDEA. Nonlinear Differential Equations and Applications 1 Electronic Communications in Probability 1 Journal of Nonparametric Statistics 1 Vietnam Journal of Mathematics 1 Journal of Inequalities and Applications 1 Studies in Nonlinear Dynamics and Econometrics 1 Acta Mathematica Sinica. English Series 1 Fundamenta Informaticae 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Statistical Modelling 1 Proceedings of Institute of Mathematics and Mechanics. National Academy of Sciences of Azerbaijan 1 Stochastics and Dynamics 1 SIAM Journal on Applied Dynamical Systems 1 Central European Journal of Mathematics 1 Journal of the Korean Statistical Society 1 Frontiers of Mathematics in China 1 Journal of Physics A: Mathematical and Theoretical 1 Journal of Mathematical Inequalities 1 Journal of Statistical Theory and Practice 1 Involve 1 European Actuarial Journal 1 Statistics & Risk Modeling 1 European Journal of Mathematics 1 Statistical Theory and Related Fields all top 5 Cited in 31 Fields 176 Probability theory and stochastic processes (60-XX) 81 Statistics (62-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Operator theory (47-XX) 12 Biology and other natural sciences (92-XX) 10 Dynamical systems and ergodic theory (37-XX) 8 Functional analysis (46-XX) 6 Quantum theory (81-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Real functions (26-XX) 4 Partial differential equations (35-XX) 3 Nonassociative rings and algebras (17-XX) 3 Ordinary differential equations (34-XX) 3 Abstract harmonic analysis (43-XX) 3 Convex and discrete geometry (52-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Systems theory; control (93-XX) 2 Measure and integration (28-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 Algebraic geometry (14-XX) 1 Topological groups, Lie groups (22-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Geometry (51-XX) 1 Differential geometry (53-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Geophysics (86-XX) Citations by Year