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Gyula Pap

Identifiers

  • name variant Gyula Pap 0.60 · backfill

Papers (51)

  1. Regularly varying nonstationary second-order Galton-Watson processes with immigration math.PR · 2018 · author #2
  2. Regularly varying non-stationary Galton--Watson processes with immigration math.PR · 2018 · author #3
  3. On aggregation of multitype Galton-Watson branching processes with immigration math.PR · 2017 · author #3
  4. On conditional least squares estimation for affine diffusions based on continuous time observations math.PR · 2017 · author #2
  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 #4
  6. Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes math.PR · 2016 · author #2
  7. Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model math.ST · 2015 · author #4
  8. Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations math.PR · 2015 · author #3
  9. Blocking unions of arborescences math.CO · 2015 · author #2
  10. Blocking optimal arborescences math.CO · 2015 · author #2
  11. Asymptotic inference for a stochastic differential equation with uniformly distributed time delay math.ST · 2015 · author #2
  12. Change detection in the Cox-Ingersoll-Ross model math.ST · 2015 · author #1
  13. Statistical inference of 2-type critical Galton-Watson processes with immigration math.ST · 2015 · author #2
  14. Statistical inference for critical continuous state and continuous time branching processes with immigration math.ST · 2014 · author #3
  15. Dilatively stable stochastic processes and aggregate similarity math.PR · 2014 · author #3
  16. Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration math.ST · 2014 · author #3
  17. On convergence properties of infinitesimal generators of scaled multi-type CBI processes math.PR · 2014 · author #2
  18. Asymptotic behavior of critical irreducible multi-type continuous state and continuous time branching processes with immigration math.PR · 2014 · author #2
  19. Moment formulas for multi-type continuous state and continuous time branching processes with immigration math.PR · 2014 · author #3
  20. Parameter estimation for the subcritical Heston model based on discrete time observations math.ST · 2014 · author #2
  21. Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration math.PR · 2014 · author #3
  22. Asymptotic behavior of critical indecomposable multi-type branching processes with immigration math.PR · 2014 · author #2
  23. Joint ML estimation of all parameters in a discrete time random field HJM type interest rate model math.ST · 2014 · author #2
  24. Yamada-Watanabe results for stochastic differential equations with jumps math.PR · 2013 · author #3
  25. Asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations math.ST · 2013 · author #2
  26. Asymptotic behavior of a multi-type nearly critical Galton--Watson processes with immigration math.PR · 2013 · author #4
  27. Parameter estimation for a subcritical affine two factor model math.ST · 2013 · author #4
  28. Stationarity and ergodicity for an affine two factor model math.PR · 2013 · author #4
  29. Asymptotic behavior of CLS estimators for $2$-type doubly symmetric critical Galton-Watson processes with immigration math.PR · 2012 · author #3
  30. On parameter estimation for critical affine processes math.ST · 2012 · author #4
  31. Asymptotic behavior of critical primitive multi-type branching processes with immigration math.PR · 2012 · author #2
  32. Testing stability in a spatial unilateral autoregressive model math.ST · 2012 · author #2
  33. Asymptotic behavior of CLS estimators for unstable INAR(2) models math.ST · 2012 · author #3
  34. Change detection in INAR(p) processes against various alternative hypotheses math.ST · 2011 · author #1
  35. Parameter estimation in a spatial unit root autoregressive model math.ST · 2011 · author #2
  36. Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models math.ST · 2010 · author #3
  37. Asymptotic behavior of unstable INAR(p) processes math.PR · 2009 · author #3
  38. Outliers in INAR(1) models math.PR · 2009 · author #3
  39. alpha-Wiener bridges: singularity of induced measures and sample path properties math.PR · 2008 · author #2
  40. Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions math.PR · 2008 · author #2
  41. Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes math.ST · 2008 · author #2
  42. On the least squares estimator in a nearly unstable sequence of stationary spatial AR models math.ST · 2008 · author #2
  43. The accuracy of merging approximation in generalized St. Petersburg games math.PR · 2007 · author #1
  44. Weakly infinitely divisible measures on some locally compact Abelian groups math.PR · 2007 · author #2
  45. Limit theorems on locally compact Abelian groups math.PR · 2007 · author #3
  46. A note on weak convergence of random step processes math.PR · 2007 · author #2
  47. A Delayed Black and Scholes Formula II math.PR · 2006 · author #4
  48. A Delayed Black and Scholes Formula I math.PR · 2006 · author #4
  49. Portmanteau theorem for unbounded measures math.PR · 2006 · author #2
  50. Fourier transform of a Gaussian measure on the Heisenberg group math.PR · 2005 · author #2
  51. Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes math.PR · 2005 · author #2

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Frequent Coauthors