Edit Profile (opens in new tab) Pap, Gyula (b. 1954 d. 2019) Co-Author Distance Author ID: pap.gyula Published as: Pap, Gyula; Pap, G.; Pap, D.; Pap, Gy.; Pap, Gy more...less External Links: MGP · Wikidata Documents Indexed: 157 Publications since 1980, including 8 Additional arXiv Preprints 2 Further Contributions Co-Authors: 59 Co-Authors with 135 Joint Publications 996 Co-Co-Authors all top 5 Co-Authors 21 single-authored 46 Barczy, Mátyás 28 van Zuijlen, Martien C. A. 15 Ispány, Márton 11 Baran, Sándor 10 Heyer, Herbert 7 Nedényi, Fanni K. 6 Li, Zenghu 5 Gáll, József 4 Benke, János Marcell 4 Bentkus, Vidmants-Kastytis 4 Kebaier, Ahmed 4 Körmendi, Kristóf 4 Varga, Katalin 3 Alaya, Mohamed Ben 3 Arató, Miklós 3 Becker-Kern, Peter 3 Bosze, Zsuzsanna 3 Döring, Leif 3 Fülöp, Erika 3 Szabó, Tamás T. 2 Arriojas, Mercedes 2 Bernáth, Attila 2 Bezdány, Dániel 2 Györfi, László 2 Hu, Yaozhong 2 Kevei, Péter 2 Kormos, János 2 Mohammed, Salah-Eldin A. 2 Palau, Sandra 2 Paulauskas, Vygantas Ionovič 2 Scotto, Manuel González 2 Silva, Maria Eduarda 2 van der Meer, Tjacco 2 Voit, Michael 2 Yor, Marc 1 Alaya, Ben Mohamed 1 Alberink, Ivo B. 1 Basrak, Bojan 1 Bendikov, Alexander D. 1 Bérczi, Kristóf 1 Bingham, Michael S. 1 Bokor, József 1 Bolyog, Beáta 1 Danka, Tivadar 1 de Jager, N. G. 1 Feinsilver, Philip J. 1 Gáspár, Péter 1 Juhász, István 1 Jüttner, Alpár 1 Király, Csaba 1 Király, Tamás 1 Lajkó, Károly 1 Major, Peter 1 Mendoza-Cadena, Lydia Mirabel 1 Mészáros, Fruzsina 1 Nyul, Balázs 1 Peeters, Willem 1 Planinić, Hrvoje 1 Richter, Wolf-Dieter 1 Rozsa, György 1 Schlotter, Ildikó 1 Sikolya, Kinga 1 Tran, Ngoc Khue 1 Yamaguchi, Yutaro all top 5 Serials 10 Computers & Mathematics with Applications 7 Lithuanian Mathematical Journal 6 Journal of Multivariate Analysis 6 Publicationes Mathematicae Debrecen 6 Statistics 6 Journal of Theoretical Probability 5 Acta Scientiarum Mathematicarum 5 Journal of Statistical Planning and Inference 4 Statistics & Probability Letters 4 Stochastic Processes and their Applications 3 Advances in Applied Probability 3 Archiv der Mathematik 3 Mathematische Nachrichten 3 Stochastic Analysis and Applications 3 Communications in Statistics. Theory and Methods 3 Statistical Inference for Stochastic Processes 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 Mathematica Slovaca 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 Litovskiĭ Matematicheskiĭ Sbornik 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Mathematical Programming. Series A. Series B 1 Theory of Probability and Mathematical Statistics 1 Teoriya Veroyatnosteĭ i Matematicheskaya Statistika 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 Brazilian Journal of Probability and Statistics 1 Journal of Applied Mathematics 1 Stochastic Models 1 Stochastics and Dynamics 1 Series on Multivariate Analysis 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 Involve 1 Science China. Mathematics 1 Advances in Pure and Applied Mathematics 1 International Journal of Stochastic Analysis 1 Statistics & Risk Modeling all top 5 Fields 118 Probability theory and stochastic processes (60-XX) 71 Statistics (62-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Abstract harmonic analysis (43-XX) 3 Operations research, mathematical programming (90-XX) 2 Combinatorics (05-XX) 2 Topological groups, Lie groups (22-XX) 2 Measure and integration (28-XX) 2 Difference and functional equations (39-XX) 2 Operator theory (47-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 113 Publications have been cited 623 times in 381 Documents Cited by ▼ Year ▼ A delayed Black and Scholes formula. Zbl 1119.60059 Arriojas, Mercedes; Hu, Yaozhong; Mohammed, Salah-Eldin; Pap, Gyula 61 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. 30 2005 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 Asymptotic inference for nearly unstable INAR(1) models. Zbl 1042.62080 Ispány, M.; Pap, G.; van Zuijlen, M. C. A. 19 2003 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 A note on weak convergence of random step processes. Zbl 1274.60109 Ispány, M.; Pap, G. 14 2010 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 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 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 inference for unit roots in spatial triangular autoregression. Zbl 1183.62162 Baran, Sándor; Pap, Gyula; van Zuijlen, Martien C. A. 10 2007 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 inference for nearly unstable AR(\(p\)) processes. Zbl 0967.62072 van der Meer, Tjacco; Pap, Gyula; van Zuijlen, Martien C. A. 8 1999 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 Asymptotic inference for an unstable spatial AR model. Zbl 1055.62103 Baran, Sándor; Pap, Gyula; van Zuijlen, Martien C. A. 7 2004 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 7 2014 Asymptotic behavior of critical primitive multi-type branching processes with immigration. Zbl 1320.60144 Ispány, Márton; Pap, Gyula 7 2014 Asymptotic inference for nearly unstable multidimensional \(AR\) processes. Zbl 0885.62105 Pap, G.; van Zuijlen, M. 6 1996 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 Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes. Zbl 0864.62056 Pap, Gyula; van Zuijlen, Martien C. A. 6 1996 On the asymptotic behaviour of the Stringer bound. Zbl 0906.62044 Pap, G.; van Zuijlen, M. C. A. 6 1996 Parameter estimation of selfsimilarity exponents. Zbl 1333.62149 Becker-Kern, Peter; Pap, Gyula 5 2008 The accuracy of merging approximation in generalized St. Petersburg games. Zbl 1219.60026 Pap, Gyula 5 2011 Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations. Zbl 1361.62051 Barczy, Mátyás; Nedényi, Fanni; Pap, Gyula 5 2017 Nearly unstable multidimensional AR processes. Zbl 0901.62109 Kormos, J.; Pap, G. 5 1997 Central limit theorems on nilpotent Lie groups. Zbl 0829.60004 Pap, Gyula 5 1993 Structural aspects in the theory of probability. With an additional chapter by Gyula Pap. 2nd enlarged ed. Zbl 1202.60004 Heyer, Herbert 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 Uniqueness of embedding into a Gaussian semigroup on a nilpotent Lie group. Zbl 0804.60007 Pap, Gyula 5 1994 The Stringer bound in case of uniform taintings. Zbl 0819.62040 Pap, G.; van Zuijlen, M. C. A. 4 1995 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 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 Dilatively stable stochastic processes and aggregate similarity. Zbl 1335.60055 Barczy, Mátyás; Kern, Peter; Pap, Gyula 4 2015 Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses. Zbl 1294.62178 Pap, Gyula; Szabó, Tamás T. 4 2013 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 Asymptotic inference for a stochastic differential equation with uniformly distributed time delay. Zbl 1328.62050 Benke, János Marcell; Pap, Gyula 4 2015 Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes. Zbl 1347.60014 Nedényi, Fanni; Pap, Gyula 4 2016 Parameter estimation for a subcritical affine two factor model. Zbl 1288.62033 Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula 4 2014 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 Asymptotic behaviour of estimators of the parameters of nearly unstable INAR (1) models. Zbl 05280103 Ispány, Márton; Pap, Gyula; van Zuijlen, Martien C. A. 3 2003 Asymptotic inference for nearly nonstationary complex-valued AR(1) processes. Zbl 1175.62093 Kormos, J.; van der Meer, T.; Pap, G.; van Zuijlen, M. 3 1995 A new proof of the central limit theorem on stratified Lie groups. Zbl 0823.60010 Pap, Gyula 3 1991 Central limit theorems on stratified Lie groups. Zbl 0851.60006 Pap, G. 3 1994 The accuracy of Cauchy approximation for the windings of planar Brownian motion. Zbl 1074.60507 Pap, Gyula; Yor, Marc 3 2000 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 Critical branching mechanisms with immigration and Ornstein-Uhlenbeck type diffusions. Zbl 1120.60308 Ispány, M.; Pap, G.; van Zuijlen, M. C. A. 3 2005 Convergence of noncommutative triangular arrays of probability measures on a Lie group. Zbl 0897.60007 Heyer, H.; Pap, G. 3 1997 Blocking optimal arborescences. Zbl 1396.90071 Bernáth, Attila; Pap, Gyula 3 2017 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 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 Calculation of Fourier transforms of a Brownian motion on the Heisenberg group using splitting formulas. Zbl 1166.60003 Feinsilver, Ph.; Pap, G. 2 2007 Convolution hemigroups of bounded variation on a Lie projective group. Zbl 0951.60010 Heyer, Herbert; Pap, Gyula 2 1999 Asymptotic properties of nearly unstable multivariate AR processes. Zbl 1043.62531 Pap, G.; van Zuijlen, M. C. A. 2 1999 Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes. Zbl 1090.60065 Barczy, Mátyás; Pap, Gyula 2 2005 Local asymptotic quadraticity of statistical experiments connected with a Heston model. Zbl 1399.62042 Benke, János Marcell; Pap, Gyula 2 2017 Fourier transform of symmetric Gauss measures on the Heisenberg group. Zbl 0989.60006 Pap, Gyula 2 2002 Martingale characterizations of increment processes in a locally compact group. Zbl 1043.60039 Heyer, Herbert; Pap, Gyula 2 2003 Limit theorems on locally compact Abelian groups. Zbl 1152.60011 Barczy, Mátyás; Bendikov, Alexander; Pap, Gyula 2 2008 On the least squares estimator in a nearly unstable sequence of stationary spatial AR models. Zbl 1155.62062 Baran, Sándor; Pap, Gyula 2 2009 Rate of convergence in CLT on stratified groups. Zbl 0746.60011 Pap, Gyula 2 1991 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 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. 2 2016 Optimal bounds for Cauchy approximations for the winding distribution of planar Brownian motion. Zbl 1027.60089 Bentkus, V.; Pap, G.; Yor, M. 2 2003 Poisson limit of an inhomogeneous nearly critical \(INAR(1)\) model. Zbl 1174.60042 Györfi, László; Ispány, Márton; Pap, Gyula; Varga, Katalin 2 2007 Estimation of the mean of multivariate AR processes. Zbl 0998.62074 Arató, M.; Pap, G.; Varga, K. 2 2002 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 conditional least squares estimation for affine diffusions based on continuous time observations. Zbl 1428.60113 Bolyog, Beáta; 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 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 On infinite divisibility and embedding of probability measures on a locally compact Abelian group. Zbl 1109.60008 Heyer, Herbert; Pap, Gyula 1 2005 Construction of processes with stationary independent increments in Lie groups. Zbl 0904.60008 Pap, Gyula 1 1997 Edgeworth expansions in nilpotent Lie groups. Zbl 0907.60013 Pap, Gyula 1 1995 Parameter estimation in a spatial unilateral unit root autoregressive model. Zbl 1274.62574 Baran, Sándor; Pap, Gyula 1 2012 Random field forward interest rate models, market price of risk and their statistics. Zbl 1177.91136 Gáll, József; Pap, Gyula; Peeters, Willem 1 2007 Statistical inference of 2-type critical Galton-Watson processes with immigration. Zbl 1391.60212 Körmendi, Kristóf; Pap, Gyula 1 2018 Blocking optimal structures. Zbl 1387.05262 Bérczi, Kristóf; Bernáth, Attila; Király, Tamás; Pap, Gyula 1 2018 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 Gaussian measures on the affine group: Uniqueness of embedding and supports. Zbl 1027.60002 Barczy, M.; Pap, G. 1 2003 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 Fourier transform of a Gaussian measure on the Heisenberg group. Zbl 1102.60003 Barczy, Mátyás; Pap, Gyula 1 2006 Dependence of Gaussian measure on covariance in Hilbert space. Zbl 0574.60010 Pap, Gyula 1 1984 Gaussian hemigroups on a locally compact group. Zbl 1059.60008 Heyer, Herbert; Pap, Gyula 1 2004 Estimation of the mean of a Wiener sheet. Zbl 1075.62074 Baran, Sándor; Pap, Gyula; Van Zuijlen, Martien C. A. 1 2004 Analysis of multiple model method for change detection of AR processes. Zbl 0697.60043 Pap, Gy.; Bokor, J.; Gáspár, P. 1 1990 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 Nearly unstable family of stochastic processes given by stochastic differential equations with time delay. Zbl 1455.62033 Benke, János Marcell; 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 On conditional least squares estimation for affine diffusions based on continuous time observations. Zbl 1428.60113 Bolyog, Beáta; Pap, Gyula 2 2019 Regularly varying nonstationary second-order Galton-Watson processes with immigration. Zbl 1503.60118 Bősze, Zsuzsanna; Pap, Gyula 1 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 Statistical inference of 2-type critical Galton-Watson processes with immigration. Zbl 1391.60212 Körmendi, Kristóf; Pap, Gyula 1 2018 Blocking optimal structures. Zbl 1387.05262 Bérczi, Kristóf; Bernáth, Attila; Király, Tamás; 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 5 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 2 2017 One-parameter statistical model for linear stochastic differential equation with time delay. Zbl 1371.62006 Benke, János Marcell; Pap, Gyula 1 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 Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes. Zbl 1347.60014 Nedényi, Fanni; Pap, Gyula 4 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. 2 2016 On convergence properties of infinitesimal generators of scaled multitype CBI processes. Zbl 1337.60208 Barczy, Mátyás; Pap, Gyula 1 2016 Change detection in the Cox-Ingersoll-Ross model. Zbl 1347.62181 Pap, Gyula; Szabó, Tamás T. 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 Asymptotic inference for a stochastic differential equation with uniformly distributed time delay. Zbl 1328.62050 Benke, János Marcell; Pap, Gyula 4 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 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 7 2014 Asymptotic behavior of critical primitive multi-type branching processes with immigration. Zbl 1320.60144 Ispány, Márton; Pap, Gyula 7 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 Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses. Zbl 1294.62178 Pap, Gyula; Szabó, Tamás T. 4 2013 Additive outliers in INAR(1) models. Zbl 1254.62091 Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda 14 2012 Parameter estimation in a spatial unilateral unit root autoregressive model. Zbl 1274.62574 Baran, Sándor; Pap, Gyula 1 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 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. 19 2010 A note on weak convergence of random step processes. Zbl 1274.60109 Ispány, M.; Pap, G. 14 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 Structural aspects in the theory of probability. With an additional chapter by Gyula Pap. 2nd enlarged ed. Zbl 1202.60004 Heyer, Herbert 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 5 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 61 2007 Asymptotic inference for unit roots in spatial triangular autoregression. Zbl 1183.62162 Baran, Sándor; Pap, Gyula; van Zuijlen, Martien C. A. 10 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 Poisson limit of an inhomogeneous nearly critical \(INAR(1)\) model. Zbl 1174.60042 Györfi, László; Ispány, Márton; Pap, Gyula; Varga, Katalin 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 10 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. 30 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. 7 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 General solution of the functional central limit problems on a Lie group. Zbl 1162.60300 Pap, Gyula 1 2004 Gaussian hemigroups on a locally compact group. Zbl 1059.60008 Heyer, Herbert; Pap, Gyula 1 2004 Estimation of the mean of a Wiener sheet. Zbl 1075.62074 Baran, Sándor; Pap, Gyula; Van Zuijlen, Martien C. A. 1 2004 Asymptotic inference for nearly unstable INAR(1) models. Zbl 1042.62080 Ispány, M.; Pap, G.; van Zuijlen, M. C. A. 19 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 Asymptotic behaviour of estimators of the parameters of nearly unstable INAR (1) models. Zbl 05280103 Ispány, Márton; Pap, Gyula; van Zuijlen, Martien C. A. 3 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 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 Gaussian measures on the affine group: Uniqueness of embedding and supports. Zbl 1027.60002 Barczy, M.; Pap, G. 1 2003 Confidence bounds for a parameter. Zbl 1043.62044 Bentkus, V.; Pap, G.; van Zuijlen, M. 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. 2 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 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 Convolution hemigroups of bounded variation on a Lie projective group. Zbl 0951.60010 Heyer, Herbert; Pap, Gyula 2 1999 Asymptotic properties of nearly unstable multivariate AR processes. Zbl 1043.62531 Pap, G.; van Zuijlen, M. C. A. 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 Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes. Zbl 0864.62056 Pap, Gyula; van Zuijlen, Martien C. A. 6 1996 On the asymptotic behaviour of the Stringer bound. Zbl 0906.62044 Pap, G.; van Zuijlen, M. C. A. 6 1996 ...and 13 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 473 Authors 71 Pap, Gyula 38 Barczy, Mátyás 14 van Zuijlen, Martien C. A. 13 Baran, Sándor 10 Rahimov, Ibrahim 9 Ispány, Márton 9 Jin, Peng 8 Rüdiger, Barbara 8 Wu, Zhen 8 Zhao, Shoujiang 7 Friesen, Martin 7 Li, Zenghu 7 Wang, Jian 6 Becker-Kern, Peter 6 Kevei, Péter 6 Palau, Sandra 5 Didier, Gustavo 5 Khusanbaev, Ya. M. 5 Kremer, Jonas 5 Li, Yuqiang 5 Liu, Qiaojing 5 Nedényi, Fanni K. 4 Bao, Jianhai 4 Chen, Li 4 Di Persio, Luca 4 Jiang, Hui 4 Körmendi, Kristóf 4 Neuenschwander, Daniel 4 Sabanis, Sotirios 4 Scotto, Manuel González 3 Abry, Patrice 3 Barreto-Souza, Wagner 3 Benke, János Marcell 3 Bentkus, Vidmants-Kastytis 3 Casanova, Adrián González 3 Chang, Mouhsiung 3 Chaumont, Loïc 3 Cordoni, Francesco Giuseppe 3 del Puerto, Inés Maria 3 Döring, Leif 3 Gonzalez-Velasco, Miguel 3 Heyer, Herbert 3 Kebaier, Ahmed 3 Kyprianou, Andreas E. 3 Li, Qi 3 Namba, Ryuya 3 Ren, Yanxia 3 Weiß, Christian H. 3 Yu, Kaizhi 3 Yuan, Chenggui 3 Zhang, Qixia 3 Zhu, Fukang 2 Accardi, Luigi 2 Alaya, Mohamed Ben 2 Basrak, Bojan 2 Bentarzi, Mohamed 2 Bérczi, Kristóf 2 Bezdány, Dániel 2 Bosze, Zsuzsanna 2 Boukas, Andreas 2 Chen, Huaping 2 Chen, Shukai 2 Cordero, Fernando 2 Drost, Feike C. 2 Fazekas, István 2 Fekete, Dorottya 2 Feng, Tao 2 Gáll, József 2 Grabchak, Michael 2 Hu, Hongchang 2 Ishiwata, Satoshi 2 Jaisson, Thibault 2 Ji, Lina 2 Kawabi, Hiroshi 2 Kim, Jongkuk 2 Kim, Kyong-Hui 2 Király, Tamás 2 Kuang, Nenghui 2 Kurt, Noemi 2 Lee, Sangyeol 2 Leipus, Remigijus 2 Leonenko, Nikolai N. 2 Li, Yaqiong 2 Liao, Ming 2 Lin, Lisha 2 Liu, Bingquan 2 Luo, Dejun 2 Mao, Xuerong 2 Marolleau, Marine 2 Martellosio, Federico 2 Mengütürk, Levent Ali 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 ...and 373 more Authors all top 5 Cited in 134 Serials 19 Stochastic Processes and their Applications 18 Statistics & Probability Letters 17 Journal of Theoretical Probability 13 Computers & Mathematics with Applications 11 Lithuanian Mathematical Journal 11 Communications in Statistics. Theory and Methods 10 Journal of Statistical Planning and Inference 10 Statistical Inference for Stochastic Processes 9 Journal of Applied Probability 9 Stochastic Analysis and Applications 8 Advances in Applied Probability 8 Statistics 7 Journal of Multivariate Analysis 7 Statistical Papers 7 Stochastics 6 Bernoulli 5 Journal of Mathematical Analysis and Applications 5 Communications in Statistics. Simulation and Computation 5 Stochastic Models 4 Journal of Time Series Analysis 4 Journal of Mathematical Sciences (New York) 4 Brazilian Journal of Probability and Statistics 4 Journal of Systems Science and Complexity 4 Advances in Difference Equations 4 ALEA. Latin American Journal of Probability and Mathematical Statistics 4 Modern Stochastics. 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Nonlinear Differential Equations and Applications 2 Journal of Nonparametric Statistics 2 Mathematical Problems in Engineering 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Acta Mathematica Sinica. English Series 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Journal of the Korean Statistical Society 2 Mathematics and Financial Economics 2 Electronic Journal of Statistics 2 Statistics & Risk Modeling 1 Discrete Mathematics 1 International Journal of Systems Science 1 Journal of the Franklin Institute 1 Journal of Mathematical Physics 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 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 Theoretical Computer Science 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 Computational Statistics 1 European Journal of Operational Research 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 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 ...and 34 more Serials all top 5 Cited in 31 Fields 284 Probability theory and stochastic processes (60-XX) 158 Statistics (62-XX) 45 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 23 Systems theory; control (93-XX) 20 Ordinary differential equations (34-XX) 18 Numerical analysis (65-XX) 14 Biology and other natural sciences (92-XX) 13 Dynamical systems and ergodic theory (37-XX) 9 Topological groups, Lie groups (22-XX) 6 Abstract harmonic analysis (43-XX) 5 Combinatorics (05-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 4 Measure and integration (28-XX) 4 Global analysis, analysis on manifolds (58-XX) 3 Partial differential equations (35-XX) 3 Operator theory (47-XX) 3 Computer science (68-XX) 3 Quantum theory (81-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Operations research, mathematical programming (90-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Functional analysis (46-XX) 2 Information and communication theory, circuits (94-XX) 1 Nonassociative rings and algebras (17-XX) 1 Group theory and generalizations (20-XX) 1 Real functions (26-XX) 1 Potential theory (31-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Classical thermodynamics, heat transfer (80-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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