Gyula Pap

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Person:180942

Available identifiers

zbMath Open pap.gyulaWikidataQ102273386 ScholiaQ102273386MaRDI QIDQ180942

List of research outcomes

PublicationDate of PublicationType
Asymptotic behaviour of critical decomposable 2-type Galton-Watson processes with immigration2023-05-17Paper
Convergence of partial sum processes to stable processes with application for aggregation of branching processes2022-06-13Paper
A note on asymptotic behavior of critical Galton-Watson processes with immigration2022-03-03Paper
On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations2021-12-03Paper
Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration2021-11-29Paper
On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration2021-05-11Paper
Almost sure, \(L_1\)- and \(L_2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration2021-05-05Paper
Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration2021-02-18Paper
On tail behaviour of stationary second-order Galton-Watson processes with immigration2021-01-14Paper
Nearly unstable family of stochastic processes given by stochastic differential equations with time delay2021-01-06Paper
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling2021-01-05Paper
A multidimensional stable limit theorem2020-12-08Paper
Least-squares estimation for the subcritical Heston model based on continuous-time observations2019-08-27Paper
Regularly varying nonstationary second-order Galton–Watson processes with immigration2019-07-03Paper
On conditional least squares estimation for affine diffusions based on continuous time observations2019-05-31Paper
Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations2019-05-15Paper
Local asymptotic properties for the growth rate of a jump-type CIR process2019-02-28Paper
Regularly varying non-stationary Galton-Watson processes with immigration2018-06-21Paper
Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model2018-06-21Paper
On aggregation of multitype Galton-Watson branching processes with immigration2018-06-20Paper
Blocking optimal structures2018-05-24Paper
Statistical inference of 2-type critical Galton-Watson processes with immigration2018-04-16Paper
Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations2018-04-13Paper
Local asymptotic quadraticity of statistical experiments connected with a Heston model2018-04-12Paper
One-parameter statistical model for linear stochastic differential equation with time delay2017-07-20Paper
Parameter estimation for the subcritical Heston model based on discrete time observations2017-03-31Paper
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations2017-03-28Paper
Blocking optimal arborescences2017-02-03Paper
Asymptotic behavior of critical indecomposable multi-type branching processes with immigration2017-01-12Paper
Moment formulas for multitype continuous state and continuous time branching process with immigration2016-10-11Paper
Statistical inference for critical continuous state and continuous time branching processes with immigration2016-09-16Paper
Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes2016-09-13Paper
Change detection in the Cox-Ingersoll-Ross model2016-09-06Paper
Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations2016-07-19Paper
Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration2016-06-03Paper
Testing stability in a spatial unilateral autoregressive model2016-05-25Paper
On convergence properties of infinitesimal generators of scaled multitype CBI processes2016-05-12Paper
Yamada-Watanabe results for stochastic differential equations with jumps2016-04-25Paper
Dilatively stable stochastic processes and aggregate similarity2016-03-02Paper
Asymptotic Behavior of Multitype Nearly Critical Galton--Watson Processes with Immigration2016-01-05Paper
Asymptotic inference for a stochastic differential equation with uniformly distributed time delay2015-12-07Paper
Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration2015-06-18Paper
Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration2015-05-07Paper
Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 22014-12-09Paper
Asymptotic Behavior of Critical Primitive Multi-Type Branching Processes with Immigration2014-11-12Paper
Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration2014-11-11Paper
Stationarity and Ergodicity for an Affine Two-Factor Model2014-09-25Paper
Parameter estimation for a subcritical affine two factor model2014-06-12Paper
https://portal.mardi4nfdi.de/entity/Q53956172014-02-17Paper
Joint ML estimation of all parameters in a discrete time random field HJM type interest rate model2014-01-14Paper
Change Detection in INAR(p) Processes Against Various Alternative Hypotheses2013-06-13Paper
On parameter estimation for critical affine processes2013-05-29Paper
Blocking optimal arborescences2013-03-19Paper
Additive outliers in INAR(1) models2013-01-03Paper
Parameter estimation in a spatial unilateral unit root autoregressive model2012-05-07Paper
Asymptotic behavior of CLS estimators for unstable INAR(2) models2012-02-08Paper
Parameter estimation of a shifted Wiener sheet2011-12-21Paper
Asymptotic behavior of unstable INAR(\(p\)) processes2011-07-08Paper
Asymptotic inference for a one-dimensional simultaneous autoregressive model2011-06-28Paper
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions2011-05-16Paper
The accuracy of merging approximation in generalized St. Petersburg games2011-03-31Paper
A note on weak convergence of random step processes2011-02-25Paper
Innovational Outliers in INAR(1) Models2010-12-20Paper
α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties2010-07-20Paper
Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models2010-06-23Paper
Martingale characterizations of increment processes in a commutative hypergroup2010-05-27Paper
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes2010-03-18Paper
https://portal.mardi4nfdi.de/entity/Q58511702010-01-21Paper
Random field forward interest rate models, market price of risk and their statistics2009-12-14Paper
Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model2009-12-02Paper
On the least squares estimator in a nearly unstable sequence of stationary spatial AR models2009-02-25Paper
Limit theorems on locally compact Abelian groups2008-12-22Paper
https://portal.mardi4nfdi.de/entity/Q35395972008-11-19Paper
https://portal.mardi4nfdi.de/entity/Q35395992008-11-19Paper
https://portal.mardi4nfdi.de/entity/Q35393642008-11-18Paper
Truncation inequalities for probability measures on locally compact Abelian groups2008-09-29Paper
Weakly infinitely divisible measures on some locally compact Abelian groups2008-09-24Paper
https://portal.mardi4nfdi.de/entity/Q34980152008-05-28Paper
Parameter estimation of selfsimilarity exponents2008-04-23Paper
A limit theorem for randomly stopped independent increment processes on separable metrizable groups2008-02-26Paper
Calculation of Fourier transforms of a Brownian motion on the Heisenberg group using splitting formulas2007-08-20Paper
Asymptotic inference for unit roots in spatial triangular autoregression2007-07-19Paper
A Delayed Black and Scholes Formula2007-06-04Paper
https://portal.mardi4nfdi.de/entity/Q34250402007-03-05Paper
Portmanteau theorem for unbounded measures2006-11-15Paper
Fourier transform of a Gaussian measure on the Heisenberg group2006-10-27Paper
Forward interest rate curves in discrete time settings driven by random fields2006-10-10Paper
https://portal.mardi4nfdi.de/entity/Q54780972006-06-30Paper
Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlen\-beck processes2006-06-27Paper
A Delayed Black and Scholes Formula II2006-04-28Paper
Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet2005-10-31Paper
Fluctuation limit of branching processes with immigration and estimation of the means2005-09-29Paper
The accuracy of Cauchy approximation for the windings of planar Brownian motion2005-06-22Paper
Asymptotic inference for a nearly unstable sequence of stationary spatial AR models2005-04-21Paper
Estimation of the mean of a Wiener sheet2005-04-07Paper
Asymptotic inference for an unstable spatial AR model2005-02-21Paper
Gaussian hemigroups on a locally compact group2005-02-14Paper
Confidence bounds for a parameter2004-08-06Paper
GENERAL SOLUTION OF THE FUNCTIONAL CENTRAL LIMIT PROBLEMS ON A LIE GROUP2004-07-12Paper
MARTINGALE CHARACTERIZATIONS OF INCREMENT PROCESSES IN A LOCALLY COMPACT GROUP2004-06-09Paper
Asymptotic inference for nearly unstable INAR(1) models2004-05-18Paper
https://portal.mardi4nfdi.de/entity/Q44394882003-12-14Paper
Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets2003-12-14Paper
Limiting connection between discrete and continuous time forward interest rate curve models2003-12-09Paper
https://portal.mardi4nfdi.de/entity/Q27697002003-10-26Paper
https://portal.mardi4nfdi.de/entity/Q45081272003-08-11Paper
Optimal bounds for Cauchy approximations for the winding distribution of planar Brownian motion2003-08-06Paper
LIMIT THEOREMS ON THE DIRECT PRODUCT OF A NON-COMPACT LIE GROUP AND A COMPACT GROUP2002-11-03Paper
https://portal.mardi4nfdi.de/entity/Q45421342002-09-04Paper
Fourier transform of symmetric Gauss measures on the Heisenberg group2002-07-22Paper
https://portal.mardi4nfdi.de/entity/Q27657022002-06-30Paper
ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(p) PROCESSES2001-09-02Paper
https://portal.mardi4nfdi.de/entity/Q27142792001-06-13Paper
https://portal.mardi4nfdi.de/entity/Q27143832001-06-13Paper
Convolution Hemigroups of Bounded Variation on a Lie Projective Group2000-12-13Paper
https://portal.mardi4nfdi.de/entity/Q49523392000-07-12Paper
https://portal.mardi4nfdi.de/entity/Q42580492000-04-17Paper
Asymptotic properties of nearly unstable multivariate AR processes.2000-01-20Paper
Edgeworth expansion on n-spheres and Jacobi hypergroups1999-11-29Paper
https://portal.mardi4nfdi.de/entity/Q42588001999-09-14Paper
Lindeberg-Feller theorems on Lie groups1999-06-28Paper
https://portal.mardi4nfdi.de/entity/Q42133231999-03-02Paper
On the asymptotic behaviour of the Stringer bound11999-02-22Paper
A Berry-Esseen Bound for Linear Combinations of Order Statistics1999-01-25Paper
Convergence of noncommutative triangular arrays of probability measures on a Lie group1998-09-30Paper
Nearly unstable multidimensional AR processes1998-08-20Paper
Construction of processes with stationary independent increments in Lie groups1998-07-13Paper
The accuracy of Gaussian approximations in nilpotent Lie groups1998-03-19Paper
Facts, phantasies, and a new proposal concerning the Stringer bound1998-02-05Paper
https://portal.mardi4nfdi.de/entity/Q43752691998-02-01Paper
https://portal.mardi4nfdi.de/entity/Q43499001997-08-25Paper
Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes1997-02-23Paper
https://portal.mardi4nfdi.de/entity/Q48740681996-04-21Paper
https://portal.mardi4nfdi.de/entity/Q48385281996-01-15Paper
The Stringer bound in case of uniform taintings1995-08-30Paper
https://portal.mardi4nfdi.de/entity/Q48404781995-08-28Paper
Uniqueness of embedding into a Gaussian semigroup on a nilpotent Lie group1995-01-24Paper
https://portal.mardi4nfdi.de/entity/Q42934681994-11-17Paper
The distribution of estimates of parameters of multidimensional stationary AR processes1994-07-20Paper
Rate of convergence in CLT on stratified groups1992-06-25Paper
Analysis of multiple model method for change detection of AR processes1990-01-01Paper
Analog of heat equation for Gaussian measure of a ball in Hilbert space1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38235401989-01-01Paper
Zum asymptotischen Verhalten der Verteilungen und der Dichten gewisser Funktionale Gauss'scher Zufallsvektoren1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38317791988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37665541987-01-01Paper
Distribution of the norm of a stable random vector of a Hilbert space1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37538121985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37240701985-01-01Paper
Remark on the distribution of the norm of a Gaussian vector in the Banach space \(c_ 0\)1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37095191985-01-01Paper
Distribution of the norm of a Gaussian vector in a Banach space1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36943301984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38800021980-01-01Paper

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