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Barczy, Mátyás

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Author ID: barczy.matyas Recent zbMATH articles by "Barczy, Mátyás"
Published as: Barczy, M.; Barczy, Matyas; Barczy, Mátyás
Homepage: https://www.math.u-szeged.hu/~barczy/barczy_angol.html
External Links: MGP · ORCID
Documents Indexed: 52 Publications since 2001
Reviewing Activity: 23 Reviews

Publications by Year

Citations contained in zbMATH Open

41 Publications have been cited 236 times in 151 Documents Cited by Year
Asymptotic behavior of unstable INAR(\(p\)) processes. Zbl 1241.62122
Barczy, M.; Ispány, M.; Pap, G.
18
2011
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions. Zbl 1215.60015
Barczy, M.; Pap, G.
15
2011
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes. Zbl 1185.62147
Barczy, M.; Pap, G.
15
2010
Yamada-Watanabe results for stochastic differential equations with jumps. Zbl 1337.60116
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
14
2015
Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration. Zbl 1312.60074
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
14
2015
Stationarity and ergodicity for an affine two-factor model. Zbl 1305.60067
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
12
2014
Karhunen-Loève expansions of \(\alpha\)-Wiener bridges. Zbl 1228.60047
Barczy, Mátyás; Iglói, Endre
12
2011
On parameter estimation for critical affine processes. Zbl 1336.60165
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
11
2013
Linear maps on the space of all bounded observables preserving maximal deviation. Zbl 1047.47029
Molnár, Lajos; Barczy, Mátyás
10
2003
Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations. Zbl 1344.60031
Barczy, Mátyás; Pap, Gyula
8
2016
Additive outliers in INAR(1) models. Zbl 1254.62091
Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda
8
2012
Portmanteau theorem for unbounded measures. Zbl 1109.60004
Barczy, Mátyás; Pap, Gyula
8
2006
Moment formulas for multitype continuous state and continuous time branching process with immigration. Zbl 1348.60123
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
7
2016
Representations of multidimensional linear process bridges. Zbl 1391.60179
Barczy, Mátyás; Kern, Peter
7
2013
\(\alpha \)-Wiener bridges: singularity of induced measures and sample path properties. Zbl 1195.60060
Barczy, Mátyás; Pap, Gyula
7
2010
Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations. Zbl 1390.60307
Barczy, Mátyás; Alaya, Ben Mohamed; Kebaier, Ahmed; Pap, Gyula
5
2018
Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Zbl 1339.60122
Barczy, Mátyás; Pap, Gyula
5
2016
Asymptotic behavior of conditional least squares estimators for unstable integer-valued autoregressive models of order 2. Zbl 1305.62321
Barczy, Mátyás; Ispány, Márton; Pap, Gyula
5
2014
Innovational outliers in INAR(1) models. Zbl 1202.62109
Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda
5
2010
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations. Zbl 1361.62051
Barczy, Mátyás; Nedényi, Fanni; Pap, Gyula
4
2017
On entire moments of self-similar Markov processes. Zbl 1264.60027
Barczy, Mátyás; Döring, Leif
4
2013
Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model. Zbl 1391.60130
Barczy, Mátyás; Alaya, Mohamed Ben; Kebaier, Ahmed; Pap, Gyula
3
2019
Regularly varying non-stationary Galton-Watson processes with immigration. Zbl 1391.60208
Barczy, Mátyás; Bosze, Zsuzsanna; Pap, Gyula
3
2018
Dilatively stable stochastic processes and aggregate similarity. Zbl 1335.60055
Barczy, Mátyás; Kern, Peter; Pap, Gyula
3
2015
Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration. Zbl 1328.62145
Barczy, Mátyás; Körmendi, Kristóf; Pap, Gyula
3
2015
Parameter estimation for a subcritical affine two factor model. Zbl 1288.62033
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
3
2014
Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges. Zbl 1306.60035
Barczy, Mátyás; Kern, Peter
3
2013
Jump type SDEs for self-similar processes. Zbl 1286.60036
Döring, Leif; Barczy, Mátyás
3
2012
Functional limit theorems for Lévy processes satisfying Cramér’s condition. Zbl 1244.60049
Barczy, Matyas; Bertoin, Jean
3
2011
On aggregation of multitype Galton-Watson branching processes with immigration. Zbl 1391.60209
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula
2
2018
A Robbins-Monro-type algorithm for computing global minimizer of generalized conic functions. Zbl 1337.90050
Barczy, Mátyás; Nagy, Ábris; Noszály, Csaba; Vincze, Csaba
2
2015
Path properties of dilatively stable processes and singularity of their distributions. Zbl 1260.60072
Iglói, Endre; Barczy, Mátyás
2
2012
Limit theorems on locally compact Abelian groups. Zbl 1152.60011
Barczy, Mátyás; Bendikov, Alexander; Pap, Gyula
2
2008
Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes. Zbl 1090.60065
Barczy, Mátyás; Pap, Gyula
2
2005
Local automorphisms of the sets of states and effects on a Hilbert space. Zbl 1007.47014
Barczy, Mátyás; Tóth, Mariann
2
2001
Parameter estimation for the subcritical Heston model based on discrete time observations. Zbl 1374.62154
Barczy, Mátyás; Pap, Gyula; Szabó, Tamás T.
1
2016
On convergence properties of infinitesimal generators of scaled multitype CBI processes. Zbl 1337.60208
Barczy, Mátyás; Pap, Gyula
1
2016
General alpha-Wiener bridges. Zbl 1331.60056
Barczy, Mátyás; Kern, Peter
1
2011
Weakly infinitely divisible measures on some locally compact Abelian groups. Zbl 1152.43002
Barczy, M.; Pap, G.
1
2008
Fourier transform of a Gaussian measure on the Heisenberg group. Zbl 1102.60003
Barczy, Mátyás; Pap, Gyula
1
2006
Gaussian measures on the affine group: Uniqueness of embedding and supports. Zbl 1027.60002
Barczy, M.; Pap, G.
1
2003
Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model. Zbl 1391.60130
Barczy, Mátyás; Alaya, Mohamed Ben; Kebaier, Ahmed; Pap, Gyula
3
2019
Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations. Zbl 1390.60307
Barczy, Mátyás; Alaya, Ben Mohamed; Kebaier, Ahmed; Pap, Gyula
5
2018
Regularly varying non-stationary Galton-Watson processes with immigration. Zbl 1391.60208
Barczy, Mátyás; Bosze, Zsuzsanna; Pap, Gyula
3
2018
On aggregation of multitype Galton-Watson branching processes with immigration. Zbl 1391.60209
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula
2
2018
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations. Zbl 1361.62051
Barczy, Mátyás; Nedényi, Fanni; Pap, Gyula
4
2017
Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations. Zbl 1344.60031
Barczy, Mátyás; Pap, Gyula
8
2016
Moment formulas for multitype continuous state and continuous time branching process with immigration. Zbl 1348.60123
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
7
2016
Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Zbl 1339.60122
Barczy, Mátyás; Pap, Gyula
5
2016
Parameter estimation for the subcritical Heston model based on discrete time observations. Zbl 1374.62154
Barczy, Mátyás; Pap, Gyula; Szabó, Tamás T.
1
2016
On convergence properties of infinitesimal generators of scaled multitype CBI processes. Zbl 1337.60208
Barczy, Mátyás; Pap, Gyula
1
2016
Yamada-Watanabe results for stochastic differential equations with jumps. Zbl 1337.60116
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
14
2015
Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration. Zbl 1312.60074
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
14
2015
Dilatively stable stochastic processes and aggregate similarity. Zbl 1335.60055
Barczy, Mátyás; Kern, Peter; Pap, Gyula
3
2015
Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration. Zbl 1328.62145
Barczy, Mátyás; Körmendi, Kristóf; Pap, Gyula
3
2015
A Robbins-Monro-type algorithm for computing global minimizer of generalized conic functions. Zbl 1337.90050
Barczy, Mátyás; Nagy, Ábris; Noszály, Csaba; Vincze, Csaba
2
2015
Stationarity and ergodicity for an affine two-factor model. Zbl 1305.60067
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
12
2014
Asymptotic behavior of conditional least squares estimators for unstable integer-valued autoregressive models of order 2. Zbl 1305.62321
Barczy, Mátyás; Ispány, Márton; Pap, Gyula
5
2014
Parameter estimation for a subcritical affine two factor model. Zbl 1288.62033
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
3
2014
On parameter estimation for critical affine processes. Zbl 1336.60165
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
11
2013
Representations of multidimensional linear process bridges. Zbl 1391.60179
Barczy, Mátyás; Kern, Peter
7
2013
On entire moments of self-similar Markov processes. Zbl 1264.60027
Barczy, Mátyás; Döring, Leif
4
2013
Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges. Zbl 1306.60035
Barczy, Mátyás; Kern, Peter
3
2013
Additive outliers in INAR(1) models. Zbl 1254.62091
Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda
8
2012
Jump type SDEs for self-similar processes. Zbl 1286.60036
Döring, Leif; Barczy, Mátyás
3
2012
Path properties of dilatively stable processes and singularity of their distributions. Zbl 1260.60072
Iglói, Endre; Barczy, Mátyás
2
2012
Asymptotic behavior of unstable INAR(\(p\)) processes. Zbl 1241.62122
Barczy, M.; Ispány, M.; Pap, G.
18
2011
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions. Zbl 1215.60015
Barczy, M.; Pap, G.
15
2011
Karhunen-Loève expansions of \(\alpha\)-Wiener bridges. Zbl 1228.60047
Barczy, Mátyás; Iglói, Endre
12
2011
Functional limit theorems for Lévy processes satisfying Cramér’s condition. Zbl 1244.60049
Barczy, Matyas; Bertoin, Jean
3
2011
General alpha-Wiener bridges. Zbl 1331.60056
Barczy, Mátyás; Kern, Peter
1
2011
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes. Zbl 1185.62147
Barczy, M.; Pap, G.
15
2010
\(\alpha \)-Wiener bridges: singularity of induced measures and sample path properties. Zbl 1195.60060
Barczy, Mátyás; Pap, Gyula
7
2010
Innovational outliers in INAR(1) models. Zbl 1202.62109
Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda
5
2010
Limit theorems on locally compact Abelian groups. Zbl 1152.60011
Barczy, Mátyás; Bendikov, Alexander; Pap, Gyula
2
2008
Weakly infinitely divisible measures on some locally compact Abelian groups. Zbl 1152.43002
Barczy, M.; Pap, G.
1
2008
Portmanteau theorem for unbounded measures. Zbl 1109.60004
Barczy, Mátyás; Pap, Gyula
8
2006
Fourier transform of a Gaussian measure on the Heisenberg group. Zbl 1102.60003
Barczy, Mátyás; Pap, Gyula
1
2006
Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes. Zbl 1090.60065
Barczy, Mátyás; Pap, Gyula
2
2005
Linear maps on the space of all bounded observables preserving maximal deviation. Zbl 1047.47029
Molnár, Lajos; Barczy, Mátyás
10
2003
Gaussian measures on the affine group: Uniqueness of embedding and supports. Zbl 1027.60002
Barczy, M.; Pap, G.
1
2003
Local automorphisms of the sets of states and effects on a Hilbert space. Zbl 1007.47014
Barczy, Mátyás; Tóth, Mariann
2
2001
all top 5

Cited by 194 Authors

40 Pap, Gyula
38 Barczy, Mátyás
8 Zhao, Shoujiang
7 Becker-Kern, Peter
6 Ispány, Márton
6 Li, Zenghu
5 Döring, Leif
5 Jin, Peng
4 Ai, Xiaohui
4 Körmendi, Kristóf
4 Liu, Qiaojing
4 Nedényi, Fanni K.
4 Palau, Sandra
4 Rüdiger, Barbara
4 Wang, Jian
3 Friesen, Martin
3 Jiang, Hui
3 Kebaier, Ahmed
3 Kyprianou, Andreas E.
3 Molnár, Lajos
3 Scotto, Manuel González
2 Alaya, Mohamed Ben
2 Bosze, Zsuzsanna
2 Casanova, Adrián González
2 Feng, Tao
2 Grabchak, Michael
2 Griffin, Philip S.
2 Kremer, Jonas
2 Kuang, Nenghui
2 Li, Wenbo V.
2 Liu, Bingquan
2 Luo, Dejun
2 Patie, Pierre
2 Qiu, Zhipeng
2 Roelands, Mark
2 Silva, Maria Eduarda
2 Szabó, Tamás T.
2 Timmermann, Werner
2 Vincze, Csaba
2 Wortel, Marten
2 Yang, Xiangfeng
2 Zhao, Yixuan
1 Alaya, Ben Mohamed
1 Andreou, Elena
1 Barreto-Souza, Wagner
1 Basrak, Bojan
1 Bendikov, Alexander D.
1 Bhatti, T.
1 Biswas, Atanu
1 Blath, Jochen
1 Bolyog, Beáta
1 Bourhim, Abdellatif
1 Buteikis, Andrius
1 Chan, Jorting
1 Chan, Kong
1 Chaumont, Loïc
1 Chen, Ting
1 Costara, Constantin
1 Danka, Tivadar
1 de Bouard, Anne
1 De Vecchi, Francesco C.
1 Dehay, Dominique
1 Dieu, Nguyen Thanh
1 du Roy de Chaumaray, M.
1 Du, Xiao Fang
1 Fang, Xiaochun
1 Feinsilver, Philip J.
1 Fekete, Dorottya
1 Fokianos, Konstantinos
1 Fontbona, Joaquin
1 Fort, Jean-Claude
1 Fošner, Ajda
1 Franzke, Christian L. E.
1 Gao, Fuqing
1 Görgens, Maik
1 Gouveia, Sónia
1 Hamhalter, Jan
1 Hasebe, Takahiro
1 Hausenblas, Erika
1 Hildebrandt, Florian
1 Huang, Haowei
1 Huang, Zejun
1 Hudecová, Šárka
1 Hui, Jiang
1 Huschto, Tony
1 Hušková, Marie
1 Iglói, Endre
1 Ivanovs, Jevgeņijs
1 Jaisson, Thibault
1 Ji, Lina
1 Ke, Rui
1 Kevei, Péter
1 Khoo, Wooi Chen
1 Kim, Sang Og
1 Kitromilidou, Stella
1 Klein, Thierry E.
1 Kopp, Christoph
1 Krause, Vincent
1 Kurt, Noemi
1 Lagnoux, Agnès
...and 94 more Authors
all top 5

Cited in 73 Serials

12 Stochastic Processes and their Applications
11 Statistics & Probability Letters
7 Journal of Statistical Planning and Inference
5 Journal of Applied Probability
5 Statistical Papers
4 Journal of Mathematical Analysis and Applications
4 Lithuanian Mathematical Journal
4 The Annals of Applied Probability
4 Linear Algebra and its Applications
4 Statistical Inference for Stochastic Processes
3 Journal of Mathematical Physics
3 Stochastic Analysis and Applications
3 Statistics
3 Journal of Theoretical Probability
3 Communications in Statistics. Theory and Methods
3 Abstract and Applied Analysis
3 Science China. Mathematics
3 International Journal of Stochastic Analysis
3 Modern Stochastics. Theory and Applications
2 Advances in Applied Probability
2 The Annals of Probability
2 Journal of Differential Equations
2 Journal of Functional Analysis
2 Bernoulli
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Brazilian Journal of Probability and Statistics
2 Advances in Difference Equations
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
1 International Journal of Systems Science
1 International Journal of Theoretical Physics
1 Journal of the Franklin Institute
1 Linear and Multilinear Algebra
1 Metrika
1 Rocky Mountain Journal of Mathematics
1 Scandinavian Journal of Statistics
1 Journal of Geometry and Physics
1 Theory of Probability and its Applications
1 Advances in Mathematics
1 Applied Mathematics and Computation
1 Canadian Journal of Mathematics
1 Journal of Econometrics
1 Journal of Multivariate Analysis
1 Mathematische Nachrichten
1 Mathematica Slovaca
1 Mathematische Zeitschrift
1 Monatshefte für Mathematik
1 Transactions of the American Mathematical Society
1 Journal of Time Series Analysis
1 Probability and Mathematical Statistics
1 Acta Applicandae Mathematicae
1 Acta Mathematicae Applicatae Sinica. English Series
1 Probability Theory and Related Fields
1 Aequationes Mathematicae
1 Communications in Statistics. Simulation and Computation
1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Computational Statistics and Data Analysis
1 Potential Analysis
1 NoDEA. Nonlinear Differential Equations and Applications
1 Electronic Journal of Probability
1 Vietnam Journal of Mathematics
1 Acta Mathematica Sinica. English Series
1 Quantitative Finance
1 Stochastic Models
1 Statistical Modelling
1 Stochastics and Dynamics
1 SIAM Journal on Applied Dynamical Systems
1 Central European Journal of Mathematics
1 Frontiers of Mathematics in China
1 Journal of Statistical Theory and Practice
1 Electronic Journal of Statistics
1 Probability Surveys
1 Statistics & Risk Modeling

Citations by Year