[HTML][HTML] Asymptotic behavior of unstable INAR (p) processes

M Barczy, M Ispány, G Pap - Stochastic Processes and their Applications, 2011 - Elsevier
In this paper the asymptotic behavior of an unstable integer-valued autoregressive model of
order p (INAR (p)) is described. Under a natural assumption it is proved that the sequence of …

Branching processes in nearly degenerate varying environment

P Kevei - Journal of Applied Probability, 2024 - cambridge.org
We investigate branching processes in varying environment, for which stands for the
offspring mean in generation n. Since subcritical regimes dominate, such processes die out …

Integer‐Valued Moving Average Models with Structural Changes

K Yu, H Zou, D Shi - Mathematical problems in engineering, 2014 - Wiley Online Library
It is frequent to encounter integer‐valued time series which are small in value and show a
trend having relatively large fluctuation. To handle such a matter, we present a new first …

Modelling multivariate time series for count data

X Pedeli - 2011 - didaktorika.gr
The study of time series models for count data has become a topic of special interest during
the last years. However, while research on univariate time series for counts now flourishes …

Nearly critical Galton--Watson processes

P Kevei - arXiv preprint arXiv:2210.14694, 2022 - arxiv.org
We investigate Galton--Watson processes in varying environment, for which $\bar
f_n\uparrow 1$ and $\sum_ {n= 1}^\infty (1-\bar f_n)=\infty $, where $\bar f_n $ stands for the …

Outliers in INAR (1) models

M Barczy, M Ispány, G Pap, M Scotto… - arXiv preprint arXiv …, 2009 - arxiv.org
In this paper the integer-valued autoregressive model of order one, contaminated with
additive or innovational outliers is studied in some detail. Moreover, parameter estimation is …

Asymptotics of nearly critical Galton-Watson processes with immigration

P Kevei - Acta Scientiarum Mathematicarum, 2011 - Springer
We investigate the inhomogeneous Galton-Watson processes with immigration, where π n,
the offspring means in the n th generation, tends to 1. We show that if the second derivatives …

Asymptotic Behavior of Multitype Nearly Critical Galton--Watson Processes with Immigration

L Györfi, M Ispány, P Kevei, G Pap - Theory of Probability & Its Applications, 2015 - SIAM
Multitype inhomogeneous Galton--Watson processes with immigration are investigated,
where the offspring mean matrix slowly converges to a critical mean matrix. Under general …

Critical branching processes with immigration

M Ispány, G Pap - Workshop on Branching Processes and Their …, 2010 - Springer
In this paper we give a survey on some results concerning critical and nearly critical Galton–
Watson branching processes with immigration. As a byproduct of a general limit theorem for …

[PDF][PDF] ТЕОРИЯ ВЕРОЯТНОСТЕЙ

P KEVEI, G PAP - dea.lib.unideb.hu
Изучается многотипный неоднородный процесс Гальтона–Ватсона с иммиграцией, где
матрица средних числа потомков медленно сходится к критической матрице средних …