Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration M Barczy, Z Li, G Pap ALEA. Latin American Journal of Probability and Mathematical Statistics 12 …, 2015 | 52 | 2015 |
Asymptotic behavior of unstable INAR (p) processes M Barczy, M Ispány, G Pap Stochastic Processes and their Applications 121 (3), 583-608, 2011 | 52 | 2011 |
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes M Barczy, G Pap Journal of Statistical Planning and Inference 140 (6), 1576-1593, 2010 | 50 | 2010 |
Yamada-Watanabe results for stochastic differential equations with jumps M Barczy, Z Li, G Pap International Journal of Stochastic Analysis 2015 (Article ID 460472), 23 pages, 2015 | 41 | 2015 |
Stationarity and ergodicity for an affine two factor model M Barczy, L Doering, Z Li, G Pap Advances in Applied Probability 46 (3), 878-898, 2014 | 38 | 2014 |
Karhunen-Loève expansions of α-Wiener bridges M Barczy, E Iglói Central European Journal of Mathematics 9 (1), 65-84, 2011 | 34 | 2011 |
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions M Barczy, G Pap Journal of mathematical analysis and applications 380 (2), 405-424, 2011 | 26 | 2011 |
Asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations M Barczy, G Pap Statistics 50 (2), 389-417., 2016 | 25 | 2016 |
On parameter estimation for critical affine processes M Barczy, L Döring, Z Li, G Pap Electronic Journal of Statistics 7, 647-696, 2013 | 25 | 2013 |
Additive outliers in INAR (1) models M Barczy, M Ispány, G Pap, M Scotto, ME Silva Statistical Papers 53, 935-949, 2012 | 25 | 2012 |
α-Wiener bridges: singularity of induced measures and sample path properties M Barczy, G Pap Stochastic Analysis and Applications 28 (3), 447-466, 2010 | 23 | 2010 |
Portmanteau theorem for unbounded measures M Barczy, G Pap Statistics & probability letters 76 (17), 1831-1835, 2006 | 23 | 2006 |
Innovational outliers in INAR (1) models M Barczy, M Ispány, G Pap, M Scotto, M Eduarda Silva Communications in Statistics—Theory and Methods 39 (18), 3343-3362, 2010 | 21 | 2010 |
Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration M Barczy, G Pap Stochastics and Dynamics 16 (04), 1650008, 2016 | 19 | 2016 |
Moment Formulas for Multitype Continuous State and Continuous Time Branching Process with Immigration M Barczy, Z Li, G Pap Journal of Theoretical Probability 29 (3), 958-995, 2016 | 19 | 2016 |
Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer‐valued Autoregressive Models of Order 2 M Barczy, M Ispány, G Pap Scandinavian Journal of Statistics 41 (4), 866-892, 2014 | 18 | 2014 |
Representations of multidimensional linear process bridges M Barczy, P Kern Random Operators and Stochastic Equations 21 (2), 159-189, 2013 | 18 | 2013 |
Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations M Barczy, MB Alaya, A Kebaier, G Pap Stochastic Processes and their Applications 128 (4), 1135-1164, 2018 | 17 | 2018 |
Linear maps on the space of all bounded observables preserving maximal deviation L Molnár, M Barczy Journal of Functional Analysis 205 (2), 380-400, 2003 | 16 | 2003 |
Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model M Barczy, MB Alaya, A Kebaier, G Pap Journal of Statistical Planning and Inference 198, 139-164, 2019 | 15 | 2019 |