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Matyas Barczy

Identifiers

  • name variant Matyas Barczy 0.60 · backfill

Papers (46)

  1. Monotone representation and measurability of generalized $\psi$-estimators math.ST · 2024 · author #1
  2. On H\"older continuity and $p^\mathrm{th}$-variation function of Weierstrass-type functions math.CA · 2024 · author #1
  3. Regularly varying non-stationary Galton--Watson processes with immigration math.PR · 2018 · author #1
  4. On aggregation of multitype Galton-Watson branching processes with immigration math.PR · 2017 · author #1
  5. Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations math.ST · 2016 · author #1
  6. Karhunen-Lo\`eve expansion for a generalization of Wiener bridge math.PR · 2016 · author #1
  7. Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model math.ST · 2015 · author #1
  8. Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations math.PR · 2015 · author #1
  9. Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields math.PR · 2015 · author #1
  10. Statistical inference for critical continuous state and continuous time branching processes with immigration math.ST · 2014 · author #1
  11. Gauss-Markov processes as space-time scaled stationary Ornstein-Uhlenbeck processes math.PR · 2014 · author #1
  12. Dilatively stable stochastic processes and aggregate similarity math.PR · 2014 · author #1
  13. Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration math.ST · 2014 · author #1
  14. On convergence properties of infinitesimal generators of scaled multi-type CBI processes math.PR · 2014 · author #1
  15. Asymptotic behavior of critical irreducible multi-type continuous state and continuous time branching processes with immigration math.PR · 2014 · author #1
  16. Moment formulas for multi-type continuous state and continuous time branching processes with immigration math.PR · 2014 · author #1
  17. A link between Bougerol's identity and a formula due to Donati-Martin, Matsumoto and Yor math.PR · 2014 · author #1
  18. Parameter estimation for the subcritical Heston model based on discrete time observations math.ST · 2014 · author #1
  19. Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration math.PR · 2014 · author #1
  20. Yamada-Watanabe results for stochastic differential equations with jumps math.PR · 2013 · author #1
  21. Asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations math.ST · 2013 · author #1
  22. Operator scaled Wiener bridges math.PR · 2013 · author #1
  23. Parameter estimation for a subcritical affine two factor model math.ST · 2013 · author #1
  24. Stationarity and ergodicity for an affine two factor model math.PR · 2013 · author #1
  25. A Robbins-Monro type algorithm for computing global minimizer of generalized conic functions math.OC · 2013 · author #1
  26. On parameter estimation for critical affine processes math.ST · 2012 · author #1
  27. On entire moments of self-similar Markov processes math.PR · 2012 · author #1
  28. Asymptotic behavior of CLS estimators for unstable INAR(2) models math.ST · 2012 · author #1
  29. A Jump Type SDE Approach to Positive Self-Similar Markov Processes math.PR · 2011 · author #2
  30. Path properties of dilatively stable processes and singularity of their distributions math.PR · 2011 · author #2
  31. Functional limit theorems for L\'evy processes satisfying Cram\'er's condition math.PR · 2011 · author #1
  32. General alpha-Wiener bridges math.PR · 2011 · author #1
  33. Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges math.PR · 2010 · author #1
  34. Representations of multidimensional linear process bridges math.PR · 2010 · author #1
  35. Karhunen-Loeve expansions of alpha-Wiener bridges math.PR · 2010 · author #1
  36. Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models math.ST · 2010 · author #1
  37. Asymptotic behavior of unstable INAR(p) processes math.PR · 2009 · author #1
  38. Outliers in INAR(1) models math.PR · 2009 · author #1
  39. alpha-Wiener bridges: singularity of induced measures and sample path properties math.PR · 2008 · author #1
  40. Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions math.PR · 2008 · author #1
  41. Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes math.ST · 2008 · author #1
  42. Weakly infinitely divisible measures on some locally compact Abelian groups math.PR · 2007 · author #1
  43. Limit theorems on locally compact Abelian groups math.PR · 2007 · author #1
  44. Portmanteau theorem for unbounded measures math.PR · 2006 · author #1
  45. Fourier transform of a Gaussian measure on the Heisenberg group math.PR · 2005 · author #1
  46. Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes math.PR · 2005 · author #1

Mentions

  • 1308.6134 #1 · backfill · confidence 0.70 Matyas Barczy
  • 1302.3451 #1 · backfill · confidence 0.70 Matyas Barczy
  • 1302.2534 #1 · backfill · confidence 0.70 Matyas Barczy
  • 1301.6112 #1 · backfill · confidence 0.70 Matyas Barczy
  • 1210.1866 #1 · backfill · confidence 0.70 Matyas Barczy
  • 1203.4332 #1 · backfill · confidence 0.70 Matyas Barczy
  • 1202.1617 #1 · backfill · confidence 0.70 Matyas Barczy
  • 1111.3235 #2 · backfill · confidence 0.70 Matyas Barczy
  • 1110.1233 #2 · backfill · confidence 0.70 Matyas Barczy
  • 1104.4733 #1 · backfill · confidence 0.70 Matyas Barczy
  • 1102.4288 #1 · backfill · confidence 0.70 Matyas Barczy
  • 1011.0548 #1 · backfill · confidence 0.70 Matyas Barczy
  • 1011.0067 #1 · backfill · confidence 0.70 Matyas Barczy
  • 1007.2904 #1 · backfill · confidence 0.70 Matyas Barczy
  • 1006.4641 #1 · backfill · confidence 0.70 Matyas Barczy
  • 0908.4560 #1 · backfill · confidence 0.70 Matyas Barczy
  • 0903.2421 #1 · backfill · confidence 0.70 Matyas Barczy
  • 0810.3070 #1 · backfill · confidence 0.70 Matyas Barczy
  • 0810.2930 #1 · backfill · confidence 0.70 Matyas Barczy
  • 0810.2688 #1 · backfill · confidence 0.70 Matyas Barczy
  • 0707.2186 #1 · backfill · confidence 0.70 Matyas Barczy

Frequent Coauthors