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)
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; 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; 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; 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)