Szerző: " Pap Gyula"

Barczy Mátyás; Nedényi Fanni; Pap Gyula: Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling.
METRIKA, 87 (6). pp. 729-756. ISSN 0026-1335 (2024)

Barczy Mátyás; Bezdány Dániel Péter; Pap Gyula: Asymptotic behaviour of critical decomposable 2-type Galton–Watson processes with immigration.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 160. pp. 318-350. ISSN 0304-4149 (2023)

Barczy Mátyás; Pap Gyula: A multidimensional stable limit theorem.
FILOMAT, 37 (11). pp. 3493-3512. ISSN 0354-5180 (2023)

Barczy Mátyás; Nedényi Fanni; Pap Gyula: Convergence of partial sum processes to stable processes with application for aggregation of branching processes.
BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 36 (2). pp. 315-348. ISSN 0103-0752 (2022)

Barczy Mátyás; Palau Sandra; Pap Gyula: Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration.
ADVANCES IN APPLIED PROBABILITY, 53 (4). pp. 1023-1060. ISSN 0001-8678 (2021)

Benke János Marcell; Pap Gyula: Nearly unstable family of stochastic processes given by stochastic differential equations with time delay.
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 211. pp. 1-11. ISSN 0378-3758 (2021)

Barczy Mátyás; Nedényi Fanni; Pap Gyula: On simultaneous limits for aggregation of stationary randomized INAR(1) processes with poisson innovations.
MATHEMATICA SLOVACA, 71 (5). pp. 1241-1268. ISSN 0139-9918 (2021)

Barczy Mátyás; Basrak Bojan; Kevei Péter; Pap Gyula; Planinić Hrvoje: Statistical inference of subcritical strongly stationary Galton–Watson processes with regularly varying immigration.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 132. pp. 33-75. ISSN 0304-4149 (2021)

Barczy Mátyás; Bezdány Dániel Péter; Pap Gyula: A note on asymptotic behavior of critical Galton–Watson processes with immigration.
INVOLVE: A JOURNAL OF MATHEMATICS, 14 (5). pp. 871-891. ISSN 1944-4176 (2021)

Barczy Mátyás; Palau Sandra; Pap Gyula: Almost sure, L1- and L2-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration.
SCIENCE CHINA MATHEMATICS, 63 (10). pp. 2089-2116. ISSN 1674-7283 (2020)

Barczy Mátyás; Nedényi Fanni; Pap Gyula: On Aggregation of Subcritical Galton-Watson Branching Processes with Regularly Varying Immigration.
LITHUANIAN MATHEMATICAL JOURNAL, 60 (4). pp. 425-451. ISSN 0363-1672 (2020)

Barczy Mátyás; Bosze Zsuzsanna; Pap Gyula: On tail behaviour of stationary second-order Galton-Watson processes with immigration.
MODERN STOCHASTICS: THEORY AND APPLICATIONS, 7 (3). pp. 315-338. ISSN 2351-6046 (2020)

Barczy Mátyás; Mohamed Ben Alaya; Ahmed Kebaier; Pap Gyula: Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model.
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 198. pp. 139-164. ISSN 0378-3758 (2019)

Barczy Mátyás; Ben Alaya Mohamed; Kebaier Ahmed; Pap Gyula: Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations.
STATISTICS, 53 (3). pp. 533-568. ISSN 0233-1888 (2019)

Barczy Mátyás; Nyul Balázs; Pap Gyula: Least-Squares Estimation for the Subcritical Heston Model Based on Continuous-Time Observations.
JOURNAL OF STATISTICAL THEORY AND PRACTICE, 13 (1). ISSN 1559-8608 (2019)

Barczy Mátyás; Mohamed Ben Alaya; Ahmed Kebaier; Pap Gyula: Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 128 (4). pp. 1135-1164. ISSN 0304-4149 (2018)

Barczy Mátyás; Nedényi Fanni; Pap Gyula: On aggregation of multitype Galton–Watson branching processes with immigration.
MODERN STOCHASTICS: THEORY AND APPLICATIONS, 5 (1). pp. 53-79. ISSN 2351-6046 (2018)

Barczy Mátyás; Zsuzsanna Bősze; Pap Gyula: Regularly varying non-stationary Galton–Watson processes with immigration.
STATISTICS & PROBABILITY LETTERS, 140. pp. 106-114. ISSN 0167-7152 (2018)

Barczy Mátyás; Nedényi Fanni; Pap Gyula: Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations.
Journal of Mathematical Analysis and Applications, 451 (1). pp. 524-543. ISSN 0022-247X (2017)

Benke János Marcell; Pap Gyula: One-parameter statistical model for linear stochastic differential equation with time delay.
STATISTICS, 51 (3). pp. 510-531. ISSN 0233-1888 (2017)

Danka Tivadar; Pap Gyula: Asymptotic behavior of critical indecomposable multi-type branching processes with immigration.
ESAIM-PROBABILITY AND STATISTICS, 20. pp. 238-260. ISSN 1292-8100 (2016)

Nedényi Fanni; Pap Gyula: Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes.
STATISTICS & PROBABILITY LETTERS, 118. pp. 16-23. ISSN 0167-7152 (2016)

Barczy Mátyás; Körmendi Kristóf; Pap Gyula: Statistical inference for critical continuous state and continuous time branching processes with immigration.
METRIKA, 79 (7). pp. 789-816. ISSN 0026-1335 (2016)

Benke János Marcell; Pap Gyula: Asymptotic inference for a stochastic differential equation with uniformly distributed time delay.
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 167. pp. 182-192. ISSN 0378-3758 (2015)

Barczy Mátyás; Körmendi Kristóf; Pap Gyula: Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration.
JOURNAL OF MULTIVARIATE ANALYSIS, 139. pp. 93-123. ISSN 0047-259X (2015)