| Publication | Date of Publication | Type |
|---|
In memory of Béla Gyires (March 29, 1909--August 26, 2001)
Publicationes Mathematicae Debrecen | 2026-02-24 | Paper |
Conditions for stationarity and ergodicity of two-factor affine diffusions
Communications on Stochastic Analysis | 2025-09-25 | Paper |
Local asymptotic properties for the growth rate of a jump-type CIR process
Stochastic Processes and their Applications | 2025-06-30 | Paper |
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
Metrika | 2024-08-29 | Paper |
Asymptotic behaviour of critical decomposable 2-type Galton-Watson processes with immigration
Stochastic Processes and their Applications | 2023-05-17 | Paper |
Convergence of partial sum processes to stable processes with application for aggregation of branching processes
Brazilian Journal of Probability and Statistics | 2022-06-13 | Paper |
A note on asymptotic behavior of critical Galton-Watson processes with immigration
Involve | 2022-03-03 | Paper |
On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations
Mathematica Slovaca | 2021-12-03 | Paper |
Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration
Advances in Applied Probability | 2021-11-29 | Paper |
On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration
Lithuanian Mathematical Journal | 2021-05-11 | Paper |
Almost sure, \(L_1\)- and \(L_2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration
Science China. Mathematics | 2021-05-05 | Paper |
Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration
Stochastic Processes and their Applications | 2021-02-18 | Paper |
On tail behaviour of stationary second-order Galton-Watson processes with immigration
Modern Stochastics. Theory and Applications | 2021-01-14 | Paper |
Nearly unstable family of stochastic processes given by stochastic differential equations with time delay
Journal of Statistical Planning and Inference | 2021-01-06 | Paper |
| Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling | 2021-01-05 | Paper |
| A multidimensional stable limit theorem | 2020-12-08 | Paper |
Least-squares estimation for the subcritical Heston model based on continuous-time observations
Journal of Statistical Theory and Practice | 2019-08-27 | Paper |
Least-squares estimation for the subcritical Heston model based on continuous-time observations
Journal of Statistical Theory and Practice | 2019-08-27 | Paper |
Regularly varying nonstationary second-order Galton-Watson processes with immigration
Stochastic Models | 2019-07-03 | Paper |
On conditional least squares estimation for affine diffusions based on continuous time observations
Statistical Inference for Stochastic Processes | 2019-05-31 | Paper |
Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations
Statistics | 2019-05-15 | Paper |
Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations
Statistics | 2019-05-15 | Paper |
| Local asymptotic properties for the growth rate of a jump-type CIR process | 2019-02-28 | Paper |
Regularly varying non-stationary Galton-Watson processes with immigration
Statistics & Probability Letters | 2018-06-21 | Paper |
Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model
Journal of Statistical Planning and Inference | 2018-06-21 | Paper |
Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model
Journal of Statistical Planning and Inference | 2018-06-21 | Paper |
On aggregation of multitype Galton-Watson branching processes with immigration
Modern Stochastics. Theory and Applications | 2018-06-20 | Paper |
Blocking optimal structures
Discrete Mathematics | 2018-05-24 | Paper |
Statistical inference of 2-type critical Galton-Watson processes with immigration
Statistical Inference for Stochastic Processes | 2018-04-16 | Paper |
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 | 2018-04-13 | Paper |
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 | 2018-04-13 | Paper |
Local asymptotic quadraticity of statistical experiments connected with a Heston model
Acta Scientiarum Mathematicarum | 2018-04-12 | Paper |
One-parameter statistical model for linear stochastic differential equation with time delay
Statistics | 2017-07-20 | Paper |
One-parameter statistical model for linear stochastic differential equation with time delay
Statistics | 2017-07-20 | Paper |
Parameter estimation for the subcritical Heston model based on discrete time observations
Acta Scientiarum Mathematicarum | 2017-03-31 | Paper |
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations
Journal of Mathematical Analysis and Applications | 2017-03-28 | Paper |
Blocking optimal arborescences
Mathematical Programming. Series A. Series B | 2017-02-03 | Paper |
Asymptotic behavior of critical indecomposable multi-type branching processes with immigration
ESAIM: Probability and Statistics | 2017-01-12 | Paper |
Moment formulas for multitype continuous state and continuous time branching process with immigration
Journal of Theoretical Probability | 2016-10-11 | Paper |
Statistical inference for critical continuous state and continuous time branching processes with immigration
Metrika | 2016-09-16 | Paper |
Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes
Statistics & Probability Letters | 2016-09-13 | Paper |
Change detection in the Cox-Ingersoll-Ross model
Statistics & Risk Modeling | 2016-09-06 | Paper |
Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations
Statistics | 2016-07-19 | Paper |
Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration
Stochastics and Dynamics | 2016-06-03 | Paper |
Testing stability in a spatial unilateral autoregressive model
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
On convergence properties of infinitesimal generators of scaled multitype CBI processes
Lithuanian Mathematical Journal | 2016-05-12 | Paper |
Yamada-Watanabe results for stochastic differential equations with jumps
International Journal of Stochastic Analysis | 2016-04-25 | Paper |
Dilatively stable stochastic processes and aggregate similarity
Aequationes Mathematicae | 2016-03-02 | Paper |
Asymptotic behavior of multitype nearly critical Galton-Watson processes with immigration
Theory of Probability & Its Applications | 2016-01-05 | Paper |
Asymptotic inference for a stochastic differential equation with uniformly distributed time delay
Journal of Statistical Planning and Inference | 2015-12-07 | Paper |
Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration
Journal of Multivariate Analysis | 2015-06-18 | Paper |
Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration
(available as arXiv preprint) | 2015-05-07 | Paper |
| Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration | 2015-05-07 | Paper |
Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2
Scandinavian Journal of Statistics | 2014-12-09 | Paper |
Asymptotic behavior of critical primitive multi-type branching processes with immigration
Stochastic Analysis and Applications | 2014-11-12 | Paper |
Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration
Bernoulli | 2014-11-11 | Paper |
Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration
Bernoulli | 2014-11-11 | Paper |
Stationarity and ergodicity for an affine two-factor model
Advances in Applied Probability | 2014-09-25 | Paper |
Stationarity and ergodicity for an affine two-factor model
Advances in Applied Probability | 2014-09-25 | Paper |
Parameter estimation for a subcritical affine two factor model
Journal of Statistical Planning and Inference | 2014-06-12 | Paper |
| Characterization of bivariate distributions with conditionals of the same type | 2014-02-17 | Paper |
| Joint ML estimation of all parameters in a discrete time random field HJM type interest rate model | 2014-01-14 | Paper |
Change detection in \(\mathrm{INAR}(p)\) processes against various alternative hypotheses
Communications in Statistics: Theory and Methods | 2013-06-13 | Paper |
On parameter estimation for critical affine processes
Electronic Journal of Statistics | 2013-05-29 | Paper |
On parameter estimation for critical affine processes
Electronic Journal of Statistics | 2013-05-29 | Paper |
Additive outliers in INAR(1) models
Statistical Papers | 2013-01-03 | Paper |
Additive outliers in INAR(1) models
Statistical Papers | 2013-01-03 | Paper |
Parameter estimation in a spatial unilateral unit root autoregressive model
Journal of Multivariate Analysis | 2012-05-07 | Paper |
| Asymptotic behavior of CLS estimators for unstable INAR(2) models | 2012-02-08 | Paper |
Parameter estimation of a shifted Wiener sheet
Statistics | 2011-12-21 | Paper |
Asymptotic behavior of unstable INAR(\(p\)) processes
Stochastic Processes and their Applications | 2011-07-08 | Paper |
Asymptotic inference for a one-dimensional simultaneous autoregressive model
Metrika | 2011-06-28 | Paper |
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
Journal of Mathematical Analysis and Applications | 2011-05-16 | Paper |
The accuracy of merging approximation in generalized St. Petersburg games
Journal of Theoretical Probability | 2011-03-31 | Paper |
A note on weak convergence of random step processes
Acta Mathematica Hungarica | 2011-02-25 | Paper |
Innovational Outliers in INAR(1) Models
Communications in Statistics: Theory and Methods | 2010-12-20 | Paper |
α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties
Stochastic Analysis and Applications | 2010-07-20 | Paper |
| Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models | 2010-06-23 | Paper |
Martingale characterizations of increment processes in a commutative hypergroup
Advances in Pure and Applied Mathematics | 2010-05-27 | Paper |
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
Journal of Statistical Planning and Inference | 2010-03-18 | Paper |
| Note on strong consistency of maximum likelihood estimators for dependent observations | 2010-01-21 | Paper |
Random field forward interest rate models, market price of risk and their statistics
Annali dell'Università di Ferrara. Sezione VII. Scienze Matematiche | 2009-12-14 | Paper |
Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model
Lithuanian Mathematical Journal | 2009-12-02 | Paper |
On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
Journal of Multivariate Analysis | 2009-02-25 | Paper |
Limit theorems on locally compact Abelian groups
Mathematische Nachrichten | 2008-12-22 | Paper |
scientific article; zbMATH DE number 5368559 (Why is no real title available?)
(available as arXiv preprint) | 2008-11-19 | Paper |
| Asymptotically optimal tests for a discrete time random field HJM type interest rate model | 2008-11-19 | Paper |
| Embeddable probability measures and infinitesimal systems of probability measures on a Moore Lie group | 2008-11-18 | Paper |
Truncation inequalities for probability measures on locally compact Abelian groups
Mathematical Inequalities & Applications | 2008-09-29 | Paper |
Weakly infinitely divisible measures on some locally compact Abelian groups
Lithuanian Mathematical Journal | 2008-09-24 | Paper |
| scientific article; zbMATH DE number 5280103 (Why is no real title available?) | 2008-05-28 | Paper |
Parameter estimation of selfsimilarity exponents
Journal of Multivariate Analysis | 2008-04-23 | Paper |
A limit theorem for randomly stopped independent increment processes on separable metrizable groups
Mathematische Nachrichten | 2008-02-26 | Paper |
Calculation of Fourier transforms of a Brownian motion on the Heisenberg group using splitting formulas
Journal of Functional Analysis | 2007-08-20 | Paper |
Asymptotic inference for unit roots in spatial triangular autoregression
Acta Applicandae Mathematicae | 2007-07-19 | Paper |
A Delayed Black and Scholes Formula
Stochastic Analysis and Applications | 2007-06-04 | Paper |
A Delayed Black and Scholes Formula
Stochastic Analysis and Applications | 2007-06-04 | Paper |
| On infinite divisibility and embedding of probability measures on a locally compact Abelian group | 2007-03-05 | Paper |
Portmanteau theorem for unbounded measures
Statistics & Probability Letters | 2006-11-15 | Paper |
Fourier transform of a Gaussian measure on the Heisenberg group
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-10-27 | Paper |
Fourier transform of a Gaussian measure on the Heisenberg group
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-10-27 | Paper |
Fourier transform of a Gaussian measure on the Heisenberg group
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-10-27 | Paper |
Fourier transform of a Gaussian measure on the Heisenberg group
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2006-10-27 | Paper |
Forward interest rate curves in discrete time settings driven by random fields
Computers & Mathematics with Applications | 2006-10-10 | Paper |
| Critical branching mechanisms with immigration and Ornstein-Uhlenbeck type diffusions | 2006-06-30 | Paper |
Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlen\-beck processes
Periodica Mathematica Hungarica | 2006-06-27 | Paper |
| A Delayed Black and Scholes Formula II | 2006-04-28 | Paper |
Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet
Journal of Applied Mathematics | 2005-10-31 | Paper |
Fluctuation limit of branching processes with immigration and estimation of the means
Advances in Applied Probability | 2005-09-29 | Paper |
The accuracy of Cauchy approximation for the windings of planar Brownian motion
Periodica Mathematica Hungarica | 2005-06-22 | Paper |
Asymptotic inference for a nearly unstable sequence of stationary spatial AR models
Statistics & Probability Letters | 2005-04-21 | Paper |
Estimation of the mean of a Wiener sheet
Statistical Inference for Stochastic Processes | 2005-04-07 | Paper |
Asymptotic inference for an unstable spatial AR model
Statistics | 2005-02-21 | Paper |
Gaussian hemigroups on a locally compact group
Acta Mathematica Hungarica | 2005-02-14 | Paper |
