| 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 |
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 |
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 |
Regularly varying non-stationary Galton-Watson processes with immigration
Statistics & Probability Letters | 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 | 2015-05-07 | 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 |
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 |
| Asymptotically optimal tests for a discrete time random field HJM type interest rate model | 2008-11-19 | Paper |
scientific article; zbMATH DE number 5368559 (Why is no real title available?)
(available as arXiv preprint) | 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 |
Confidence bounds for a parameter
Mathematical and Computer Modelling | 2004-08-06 | Paper |
GENERAL SOLUTION OF THE FUNCTIONAL CENTRAL LIMIT PROBLEMS ON A LIE GROUP
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2004-07-12 | Paper |
MARTINGALE CHARACTERIZATIONS OF INCREMENT PROCESSES IN A LOCALLY COMPACT GROUP
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2004-06-09 | Paper |
Asymptotic inference for nearly unstable INAR(1) models
Journal of Applied Probability | 2004-05-18 | Paper |
Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets
Computers & Mathematics with Applications | 2003-12-14 | Paper |
| scientific article; zbMATH DE number 2016904 (Why is no real title available?) | 2003-12-14 | Paper |
Limiting connection between discrete and continuous time forward interest rate curve models
Acta Applicandae Mathematicae | 2003-12-09 | Paper |
| Functional central limit theorems on Lie groups. A survey | 2003-10-26 | Paper |
| scientific article; zbMATH DE number 1515764 (Why is no real title available?) | 2003-08-11 | Paper |
Optimal bounds for Cauchy approximations for the winding distribution of planar Brownian motion
Journal of Theoretical Probability | 2003-08-06 | Paper |
LIMIT THEOREMS ON THE DIRECT PRODUCT OF A NON-COMPACT LIE GROUP AND A COMPACT GROUP
Studia Scientiarum Mathematicarum Hungarica | 2002-11-03 | Paper |
| scientific article; zbMATH DE number 1775004 (Why is no real title available?) | 2002-09-04 | Paper |
Fourier transform of symmetric Gauss measures on the Heisenberg group
Semigroup Forum | 2002-07-22 | Paper |
| Estimation of the mean of Ornstein-Uhlenbeck processes and sheets | 2002-06-30 | Paper |
Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets
Computers & Mathematics with Applications | 2001-11-12 | Paper |
ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(p) PROCESSES
Econometric Theory | 2001-09-02 | Paper |
Modified Stringer bounds
Publicationes Mathematicae Debrecen | 2001-06-13 | Paper |
Convergence of evolution operator families and its applications to functional limit theorems
Publicationes Mathematicae Debrecen | 2001-06-13 | Paper |
Convolution Hemigroups of Bounded Variation on a Lie Projective Group
Journal of the London Mathematical Society | 2000-12-13 | Paper |
| scientific article; zbMATH DE number 1444760 (Why is no real title available?) | 2000-07-12 | Paper |
| scientific article; zbMATH DE number 1329694 (Why is no real title available?) | 2000-04-17 | Paper |
Asymptotic properties of nearly unstable multivariate AR processes.
Computers & Mathematics with Applications | 2000-01-20 | Paper |
Edgeworth expansion on n-spheres and Jacobi hypergroups
Bulletin of the Australian Mathematical Society | 1999-11-29 | Paper |
| scientific article; zbMATH DE number 1336722 (Why is no real title available?) | 1999-09-14 | Paper |
Lindeberg-Feller theorems on Lie groups
Archiv der Mathematik | 1999-06-28 | Paper |
| scientific article; zbMATH DE number 1210308 (Why is no real title available?) | 1999-03-02 | Paper |
On the asymptotic behaviour of the Stringer bound1
Statistica Neerlandica | 1999-02-22 | Paper |
A Berry-Esseen Bound for Linear Combinations of Order Statistics
Statistics | 1999-01-25 | Paper |
Convergence of noncommutative triangular arrays of probability measures on a Lie group
Journal of Theoretical Probability | 1998-09-30 | Paper |
Nearly unstable multidimensional AR processes
Computers & Mathematics with Applications | 1998-08-20 | Paper |
Construction of processes with stationary independent increments in Lie groups
Archiv der Mathematik | 1998-07-13 | Paper |
The accuracy of Gaussian approximations in nilpotent Lie groups
Journal of Theoretical Probability | 1998-03-19 | Paper |
Facts, phantasies, and a new proposal concerning the Stringer bound
Computers & Mathematics with Applications | 1998-02-05 | Paper |
| scientific article; zbMATH DE number 1111392 (Why is no real title available?) | 1998-02-01 | Paper |
| scientific article; zbMATH DE number 1051882 (Why is no real title available?) | 1997-08-25 | Paper |
Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes
Journal of Multivariate Analysis | 1997-02-23 | Paper |
| scientific article; zbMATH DE number 868184 (Why is no real title available?) | 1996-04-21 | Paper |
| scientific article; zbMATH DE number 772919 (Why is no real title available?) | 1996-01-15 | Paper |
The Stringer bound in case of uniform taintings
Computers & Mathematics with Applications | 1995-08-30 | Paper |
| scientific article; zbMATH DE number 778027 (Why is no real title available?) | 1995-08-28 | Paper |
Uniqueness of embedding into a Gaussian semigroup on a nilpotent Lie group
Archiv der Mathematik | 1995-01-24 | Paper |
| scientific article; zbMATH DE number 575905 (Why is no real title available?) | 1994-11-17 | Paper |
The distribution of estimates of parameters of multidimensional stationary AR processes
Computers & Mathematics with Applications | 1994-07-20 | Paper |
Rate of convergence in CLT on stratified groups
Journal of Multivariate Analysis | 1992-06-25 | Paper |
Analysis of multiple model method for change detection of AR processes
Computers & Mathematics with Applications | 1990-01-01 | Paper |
Analog of heat equation for Gaussian measure of a ball in Hilbert space
Journal of Theoretical Probability | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4098376 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4107814 (Why is no real title available?) | 1988-01-01 | Paper |
Zum asymptotischen Verhalten der Verteilungen und der Dichten gewisser Funktionale Gauss'scher Zufallsvektoren
Mathematische Nachrichten | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4024382 (Why is no real title available?) | 1987-01-01 | Paper |
Distribution of the norm of a stable random vector of a Hilbert space
Lithuanian Mathematical Journal | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3954627 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3938124 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3991280 (Why is no real title available?) | 1985-01-01 | Paper |
Remark on the distribution of the norm of a Gaussian vector in the Banach space \(c_ 0\)
Lithuanian Mathematical Journal | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3917331 (Why is no real title available?) | 1984-01-01 | Paper |
Distribution of the norm of a Gaussian vector in a Banach space
Lithuanian Mathematical Journal | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3684608 (Why is no real title available?) | 1980-01-01 | Paper |
