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Pap, Gyula (b. 1954 d. 2019)

Author ID: pap.gyula Recent zbMATH articles by "Pap, Gyula"
Published as: Pap, Gyula; Pap, G.; Pap, D.; Pap, Gy.; Pap, Gy
External Links: MGP · Wikidata
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

Publications by Year

Citations contained in zbMATH Open

113 Publications have been cited 630 times in 386 Documents Cited by Year
A delayed Black and Scholes formula. Zbl 1119.60059
Arriojas, Mercedes; Hu, Yaozhong; Mohammed, Salah-Eldin; Pap, Gyula
62
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.
27
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
On parameter estimation for critical affine processes. Zbl 1336.60165
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
13
2013
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
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
Innovational outliers in INAR(1) models. Zbl 1202.62109
Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda
10
2010
\(\alpha \)-Wiener bridges: singularity of induced measures and sample path properties. Zbl 1195.60060
Barczy, Mátyás; Pap, Gyula
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 inference for an unstable spatial AR model. Zbl 1055.62103
Baran, Sándor; Pap, Gyula; van Zuijlen, Martien C. A.
7
2004
Asymptotic behavior of critical primitive multi-type branching processes with immigration. Zbl 1320.60144
Ispány, Márton; Pap, Gyula
7
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 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
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
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
Structural aspects in the theory of probability. With an additional chapter by Gyula Pap. 2nd enlarged ed. Zbl 1202.60004
Heyer, Herbert
6
2010
Central limit theorems on nilpotent Lie groups. Zbl 0829.60004
Pap, Gyula
5
1993
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
Uniqueness of embedding into a Gaussian semigroup on a nilpotent Lie group. Zbl 0804.60007
Pap, Gyula
5
1994
The accuracy of merging approximation in generalized St. Petersburg games. Zbl 1219.60026
Pap, Gyula
5
2011
Parameter estimation for a subcritical affine two factor model. Zbl 1288.62033
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
5
2014
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations. Zbl 1361.62051
Barczy, Mátyás; Nedényi, Fanni; Pap, Gyula
5
2017
Parameter estimation of selfsimilarity exponents. Zbl 1333.62149
Becker-Kern, Peter; Pap, Gyula
5
2008
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
Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses. Zbl 1294.62178
Pap, Gyula; Szabó, Tamás T.
4
2013
Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes. Zbl 1347.60014
Nedényi, Fanni; Pap, Gyula
4
2016
Asymptotic inference for a stochastic differential equation with uniformly distributed time delay. Zbl 1328.62050
Benke, János Marcell; 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
Dilatively stable stochastic processes and aggregate similarity. Zbl 1335.60055
Barczy, Mátyás; Kern, Peter; Pap, Gyula
4
2015
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
Central limit theorems on stratified Lie groups. Zbl 0851.60006
Pap, G.
3
1994
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
On the least squares estimator in a nearly unstable sequence of stationary spatial AR models. Zbl 1155.62062
Baran, Sándor; Pap, Gyula
3
2009
Poisson limit of an inhomogeneous nearly critical \(INAR(1)\) model. Zbl 1174.60042
Györfi, László; Ispány, Márton; Pap, Gyula; Varga, Katalin
3
2007
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 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
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
Parameter estimation for the subcritical Heston model based on discrete time observations. Zbl 1374.62154
Barczy, Mátyás; Pap, Gyula; Szabó, Tamás T.
3
2016
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
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
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
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
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
Estimation of the mean of multivariate AR processes. Zbl 0998.62074
Arató, M.; Pap, G.; Varga, K.
2
2002
Limit theorems on locally compact Abelian groups. Zbl 1152.60011
Barczy, Mátyás; Bendikov, Alexander; Pap, Gyula
2
2008
Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes. Zbl 1090.60065
Barczy, Mátyás; Pap, Gyula
2
2005
Calculation of Fourier transforms of a Brownian motion on the Heisenberg group using splitting formulas. Zbl 1166.60003
Feinsilver, Ph.; Pap, G.
2
2007
On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration. Zbl 1473.60121
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula
2
2020
Asymptotic behavior of critical indecomposable multi-type branching processes with immigration. Zbl 1356.60129
Danka, Tivadar; Pap, Gyula
2
2016
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
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
A note on asymptotic behavior of critical Galton-Watson processes with immigration. Zbl 1483.60123
Barczy, Mátyás; Bezdány, Dániel; Pap, Gyula
2
2021
Martingale characterizations of increment processes in a locally compact group. Zbl 1043.60039
Heyer, Herbert; Pap, Gyula
2
2003
On conditional least squares estimation for affine diffusions based on continuous time observations. Zbl 1428.60113
Bolyog, Beáta; Pap, Gyula
2
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
Local asymptotic quadraticity of statistical experiments connected with a Heston model. Zbl 1399.62042
Benke, János Marcell; Pap, Gyula
2
2017
Lindeberg-Feller theorems on Lie groups. Zbl 0941.60018
Pap, G.
1
1999
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
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
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
The distribution of estimates of parameters of multidimensional stationary AR processes. Zbl 0791.62085
Pap, G.
1
1994
The accuracy of Gaussian approximations in nilpotent Lie groups. Zbl 0884.60008
Bentkus, Vidmantas; Pap, Gyula
1
1996
Convergence of evolution operator families and its applications to functional limit theorems. Zbl 0973.60012
Heyer, Herbert; Pap, Gyula
1
2001
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
Random field forward interest rate models, market price of risk and their statistics. Zbl 1177.91136
Gáll, József; Pap, Gyula; Peeters, Willem
1
2007
Convergence of convolution hemigroups on a Moore group. Zbl 0934.60007
Heyer, Herbert; Pap, Gyula
1
1998
Parameter estimation in a spatial unilateral unit root autoregressive model. Zbl 1274.62574
Baran, Sándor; Pap, Gyula
1
2012
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
General solution of the functional central limit problems on a Lie group. Zbl 1162.60300
Pap, Gyula
1
2004
On convergence properties of infinitesimal generators of scaled multitype CBI processes. Zbl 1337.60208
Barczy, Mátyás; Pap, Gyula
1
2016
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
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
A note on asymptotic behavior of critical Galton-Watson processes with immigration. Zbl 1483.60123
Barczy, Mátyás; Bezdány, Dániel; Pap, Gyula
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
On conditional least squares estimation for affine diffusions based on continuous time observations. Zbl 1428.60113
Bolyog, Beáta; Pap, Gyula
2
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
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
Parameter estimation for the subcritical Heston model based on discrete time observations. Zbl 1374.62154
Barczy, Mátyás; Pap, Gyula; Szabó, Tamás T.
3
2016
Asymptotic behavior of critical indecomposable multi-type branching processes with immigration. Zbl 1356.60129
Danka, Tivadar; Pap, Gyula
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
Change detection in the Cox-Ingersoll-Ross model. Zbl 1347.62181
Pap, Gyula; Szabó, Tamás T.
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
Asymptotic inference for a stochastic differential equation with uniformly distributed time delay. Zbl 1328.62050
Benke, János Marcell; 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
Dilatively stable stochastic processes and aggregate similarity. Zbl 1335.60055
Barczy, Mátyás; Kern, Peter; 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 critical primitive multi-type branching processes with immigration. Zbl 1320.60144
Ispány, Márton; Pap, Gyula
7
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
Parameter estimation for a subcritical affine two factor model. Zbl 1288.62033
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
5
2014
On parameter estimation for critical affine processes. Zbl 1336.60165
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
13
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.
27
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
Innovational outliers in INAR(1) models. Zbl 1202.62109
Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda
10
2010
\(\alpha \)-Wiener bridges: singularity of induced measures and sample path properties. Zbl 1195.60060
Barczy, Mátyás; Pap, Gyula
10
2010
Structural aspects in the theory of probability. With an additional chapter by Gyula Pap. 2nd enlarged ed. Zbl 1202.60004
Heyer, Herbert
6
2010
On the least squares estimator in a nearly unstable sequence of stationary spatial AR models. Zbl 1155.62062
Baran, Sándor; Pap, Gyula
3
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
62
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
3
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
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
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
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.
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
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.
3
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
Martingale characterizations of increment processes in a locally compact group. Zbl 1043.60039
Heyer, Herbert; Pap, Gyula
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
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
Asymptotic inference for nearly unstable multidimensional \(AR\) processes. Zbl 0885.62105
Pap, G.; van Zuijlen, M.
6
1996
...and 13 more Documents
all top 5

Cited by 478 Authors

72 Pap, Gyula
38 Barczy, Mátyás
14 van Zuijlen, Martien C. A.
13 Baran, Sándor
10 Ispány, Márton
10 Jin, Peng
10 Rahimov, Ibrahim
8 Friesen, Martin
8 Rüdiger, Barbara
8 Wu, Zhen
8 Zhao, Shoujiang
7 Kevei, Péter
7 Li, Zenghu
7 Wang, Jian
6 Becker-Kern, Peter
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 Györfi, László
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
...and 378 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
9 Statistics
8 Advances in Applied Probability
7 Journal of Multivariate Analysis
7 Statistical Papers
7 Stochastics
6 Communications in Statistics. Simulation and Computation
6 Bernoulli
5 Journal of Mathematical Analysis and Applications
5 Stochastic Models
4 Physica A
4 Journal of Time Series Analysis
4 The Annals of Applied Probability
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. Theory and Applications
3 International Journal of Control
3 Metrika
3 Applied Mathematics and Computation
3 Automatica
3 Mathematische Nachrichten
3 Journal of Statistical Computation and Simulation
3 Test
3 Theory of Probability and Mathematical Statistics
3 Electronic Journal of Probability
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Abstract and Applied Analysis
3 Journal of Inequalities and Applications
3 Extremes
3 Science China. Mathematics
3 International Journal of Stochastic Analysis
2 Scandinavian Journal of Statistics
2 Theory of Probability and its Applications
2 Applied Mathematics and Optimization
2 Journal of Differential Equations
2 Mathematics and Computers in Simulation
2 Mathematica Slovaca
2 Acta Mathematicae Applicatae Sinica. English Series
2 Probability Theory and Related Fields
2 Numerical Algorithms
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Potential Analysis
2 NoDEA. 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 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

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