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## Barczy, Mátyás

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 Author ID: barczy.matyas 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
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#### Co-Authors

 1 single-authored 37 Pap, Gyula 6 Becker-Kern, Peter 6 Li, Zenghu 5 Döring, Leif 4 Ispány, Márton 3 Kebaier, Ahmed 3 Nedényi, Fanni K. 2 Alaya, Mohamed Ben 2 Bosze, Zsuzsanna 2 Iglói, Endre 2 Körmendi, Kristóf 2 Scotto, Manuel González 2 Silva, Maria Eduarda 1 Alaya, Ben Mohamed 1 Basrak, Bojan 1 Bendikov, Alexander D. 1 Bertoin, Jean 1 Kevei, Péter 1 Krause, Vincent 1 Lovas, Rezső L. 1 Molnár, Lajos 1 Nagy, Ábris 1 Noszály, Csaba 1 Nyul, Balázs 1 Palau, Sandra 1 Planinić, Hrvoje 1 Szabó, Tamás T. 1 Tóth, Mariann 1 Vincze, Csaba
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#### Serials

 4 Lithuanian Mathematical Journal 3 Journal of Statistical Planning and Inference 3 Stochastic Analysis and Applications 3 Stochastic Processes and their Applications 2 Journal of Mathematical Analysis and Applications 2 Statistics & Probability Letters 2 Statistics 2 Electronic Journal of Probability 2 Modern Stochastics. Theory and Applications 1 Advances in Applied Probability 1 Metrika 1 Periodica Mathematica Hungarica 1 Reports on Mathematical Physics 1 Scandinavian Journal of Statistics 1 Acta Scientiarum Mathematicarum 1 Journal of Functional Analysis 1 Journal of Multivariate Analysis 1 Mathematische Nachrichten 1 Mathematica Slovaca 1 Publicationes Mathematicae 1 Optimization 1 Journal of Theoretical Probability 1 Aequationes Mathematicae 1 Communications in Statistics. Theory and Methods 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Statistical Papers 1 Random Operators and Stochastic Equations 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Brazilian Journal of Probability and Statistics 1 Stochastics and Dynamics 1 Central European Journal of Mathematics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Journal of Statistical Theory and Practice 1 Electronic Journal of Statistics 1 Communications on Stochastic Analysis 1 Science China. Mathematics 1 International Journal of Stochastic Analysis
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#### Fields

 47 Probability theory and stochastic processes (60-XX) 18 Statistics (62-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Functional analysis (46-XX) 2 Operator theory (47-XX) 1 Measure and integration (28-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Abstract harmonic analysis (43-XX) 1 Quantum theory (81-XX) 1 Operations research, mathematical programming (90-XX)

#### 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.
2011
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions. Zbl 1215.60015
Barczy, M.; Pap, G.
2011
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes. Zbl 1185.62147
Barczy, M.; Pap, G.
2010
Yamada-Watanabe results for stochastic differential equations with jumps. Zbl 1337.60116
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
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
2015
Stationarity and ergodicity for an affine two-factor model. Zbl 1305.60067
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
2014
Karhunen-Loève expansions of $$\alpha$$-Wiener bridges. Zbl 1228.60047
Barczy, Mátyás; Iglói, Endre
2011
On parameter estimation for critical affine processes. Zbl 1336.60165
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
2013
Linear maps on the space of all bounded observables preserving maximal deviation. Zbl 1047.47029
Molnár, Lajos; Barczy, Mátyás
2003
Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations. Zbl 1344.60031
Barczy, Mátyás; Pap, Gyula
2016
Additive outliers in INAR(1) models. Zbl 1254.62091
Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda
2012
Portmanteau theorem for unbounded measures. Zbl 1109.60004
Barczy, Mátyás; Pap, Gyula
2006
Moment formulas for multitype continuous state and continuous time branching process with immigration. Zbl 1348.60123
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
2016
Representations of multidimensional linear process bridges. Zbl 1391.60179
Barczy, Mátyás; Kern, Peter
2013
$$\alpha$$-Wiener bridges: singularity of induced measures and sample path properties. Zbl 1195.60060
Barczy, Mátyás; Pap, Gyula
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
2018
Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Zbl 1339.60122
Barczy, Mátyás; Pap, Gyula
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
2014
Innovational outliers in INAR(1) models. Zbl 1202.62109
Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda
2010
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations. Zbl 1361.62051
Barczy, Mátyás; Nedényi, Fanni; Pap, Gyula
2017
On entire moments of self-similar Markov processes. Zbl 1264.60027
Barczy, Mátyás; Döring, Leif
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
2019
Regularly varying non-stationary Galton-Watson processes with immigration. Zbl 1391.60208
Barczy, Mátyás; Bosze, Zsuzsanna; Pap, Gyula
2018
Dilatively stable stochastic processes and aggregate similarity. Zbl 1335.60055
Barczy, Mátyás; Kern, Peter; Pap, Gyula
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
2015
Parameter estimation for a subcritical affine two factor model. Zbl 1288.62033
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
2014
Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges. Zbl 1306.60035
Barczy, Mátyás; Kern, Peter
2013
Jump type SDEs for self-similar processes. Zbl 1286.60036
Döring, Leif; Barczy, Mátyás
2012
Functional limit theorems for Lévy processes satisfying Cramér’s condition. Zbl 1244.60049
Barczy, Matyas; Bertoin, Jean
2011
On aggregation of multitype Galton-Watson branching processes with immigration. Zbl 1391.60209
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula
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
2015
Path properties of dilatively stable processes and singularity of their distributions. Zbl 1260.60072
Iglói, Endre; Barczy, Mátyás
2012
Limit theorems on locally compact Abelian groups. Zbl 1152.60011
Barczy, Mátyás; Bendikov, Alexander; Pap, Gyula
2008
Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes. Zbl 1090.60065
Barczy, Mátyás; Pap, Gyula
2005
Local automorphisms of the sets of states and effects on a Hilbert space. Zbl 1007.47014
Barczy, Mátyás; Tóth, Mariann
2001
Parameter estimation for the subcritical Heston model based on discrete time observations. Zbl 1374.62154
Barczy, Mátyás; Pap, Gyula; Szabó, Tamás T.
2016
On convergence properties of infinitesimal generators of scaled multitype CBI processes. Zbl 1337.60208
Barczy, Mátyás; Pap, Gyula
2016
General alpha-Wiener bridges. Zbl 1331.60056
Barczy, Mátyás; Kern, Peter
2011
Weakly infinitely divisible measures on some locally compact Abelian groups. Zbl 1152.43002
Barczy, M.; Pap, G.
2008
Fourier transform of a Gaussian measure on the Heisenberg group. Zbl 1102.60003
Barczy, Mátyás; Pap, Gyula
2006
Gaussian measures on the affine group: Uniqueness of embedding and supports. Zbl 1027.60002
Barczy, M.; Pap, G.
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
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
2018
Regularly varying non-stationary Galton-Watson processes with immigration. Zbl 1391.60208
Barczy, Mátyás; Bosze, Zsuzsanna; Pap, Gyula
2018
On aggregation of multitype Galton-Watson branching processes with immigration. Zbl 1391.60209
Barczy, Mátyás; Nedényi, Fanni K.; Pap, Gyula
2018
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations. Zbl 1361.62051
Barczy, Mátyás; Nedényi, Fanni; Pap, Gyula
2017
Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations. Zbl 1344.60031
Barczy, Mátyás; Pap, Gyula
2016
Moment formulas for multitype continuous state and continuous time branching process with immigration. Zbl 1348.60123
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
2016
Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Zbl 1339.60122
Barczy, Mátyás; Pap, Gyula
2016
Parameter estimation for the subcritical Heston model based on discrete time observations. Zbl 1374.62154
Barczy, Mátyás; Pap, Gyula; Szabó, Tamás T.
2016
On convergence properties of infinitesimal generators of scaled multitype CBI processes. Zbl 1337.60208
Barczy, Mátyás; Pap, Gyula
2016
Yamada-Watanabe results for stochastic differential equations with jumps. Zbl 1337.60116
Barczy, Mátyás; Li, Zenghu; Pap, Gyula
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
2015
Dilatively stable stochastic processes and aggregate similarity. Zbl 1335.60055
Barczy, Mátyás; Kern, Peter; Pap, Gyula
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
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
2015
Stationarity and ergodicity for an affine two-factor model. Zbl 1305.60067
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
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
2014
Parameter estimation for a subcritical affine two factor model. Zbl 1288.62033
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
2014
On parameter estimation for critical affine processes. Zbl 1336.60165
Barczy, Mátyás; Döring, Leif; Li, Zenghu; Pap, Gyula
2013
Representations of multidimensional linear process bridges. Zbl 1391.60179
Barczy, Mátyás; Kern, Peter
2013
On entire moments of self-similar Markov processes. Zbl 1264.60027
Barczy, Mátyás; Döring, Leif
2013
Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges. Zbl 1306.60035
Barczy, Mátyás; Kern, Peter
2013
Additive outliers in INAR(1) models. Zbl 1254.62091
Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda
2012
Jump type SDEs for self-similar processes. Zbl 1286.60036
Döring, Leif; Barczy, Mátyás
2012
Path properties of dilatively stable processes and singularity of their distributions. Zbl 1260.60072
Iglói, Endre; Barczy, Mátyás
2012
Asymptotic behavior of unstable INAR($$p$$) processes. Zbl 1241.62122
Barczy, M.; Ispány, M.; Pap, G.
2011
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions. Zbl 1215.60015
Barczy, M.; Pap, G.
2011
Karhunen-Loève expansions of $$\alpha$$-Wiener bridges. Zbl 1228.60047
Barczy, Mátyás; Iglói, Endre
2011
Functional limit theorems for Lévy processes satisfying Cramér’s condition. Zbl 1244.60049
Barczy, Matyas; Bertoin, Jean
2011
General alpha-Wiener bridges. Zbl 1331.60056
Barczy, Mátyás; Kern, Peter
2011
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes. Zbl 1185.62147
Barczy, M.; Pap, G.
2010
$$\alpha$$-Wiener bridges: singularity of induced measures and sample path properties. Zbl 1195.60060
Barczy, Mátyás; Pap, Gyula
2010
Innovational outliers in INAR(1) models. Zbl 1202.62109
Barczy, Mátyás; Ispány, Márton; Pap, Gyula; Scotto, Manuel; Silva, Maria Eduarda
2010
Limit theorems on locally compact Abelian groups. Zbl 1152.60011
Barczy, Mátyás; Bendikov, Alexander; Pap, Gyula
2008
Weakly infinitely divisible measures on some locally compact Abelian groups. Zbl 1152.43002
Barczy, M.; Pap, G.
2008
Portmanteau theorem for unbounded measures. Zbl 1109.60004
Barczy, Mátyás; Pap, Gyula
2006
Fourier transform of a Gaussian measure on the Heisenberg group. Zbl 1102.60003
Barczy, Mátyás; Pap, Gyula
2006
Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes. Zbl 1090.60065
Barczy, Mátyás; Pap, Gyula
2005
Linear maps on the space of all bounded observables preserving maximal deviation. Zbl 1047.47029
Molnár, Lajos; Barczy, Mátyás
2003
Gaussian measures on the affine group: Uniqueness of embedding and supports. Zbl 1027.60002
Barczy, M.; Pap, G.
2003
Local automorphisms of the sets of states and effects on a Hilbert space. Zbl 1007.47014
Barczy, Mátyás; Tóth, Mariann
2001
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#### 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
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#### 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
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#### Cited in 26 Fields

 120 Probability theory and stochastic processes (60-XX) 58 Statistics (62-XX) 12 Operator theory (47-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Functional analysis (46-XX) 6 Quantum theory (81-XX) 6 Biology and other natural sciences (92-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Systems theory; control (93-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 3 Partial differential equations (35-XX) 3 Abstract harmonic analysis (43-XX) 3 Global analysis, analysis on manifolds (58-XX) 2 Nonassociative rings and algebras (17-XX) 2 Measure and integration (28-XX) 2 Ordinary differential equations (34-XX) 2 Geometry (51-XX) 2 Convex and discrete geometry (52-XX) 2 Numerical analysis (65-XX) 1 Algebraic geometry (14-XX) 1 Topological groups, Lie groups (22-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Calculus of variations and optimal control; optimization (49-XX)