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Gyula Pap
Gyula Pap
Professor of Mathematics, University of Szeged
Verified email at math.u-szeged.hu - Homepage
Title
Cited by
Cited by
Year
A delayed Black and Scholes formula
M Arriojas, Y Hu, SE Mohammed, G Pap
Stochastic Analysis and Applications 25 (2), 471-492, 2007
2142007
Fluctuation limit of branching processes with immigration and estimation of the means
M Ispány, G Pap, MCA van Zuijlen
Advances in Applied Probability 37 (2), 523-538, 2005
762005
Asymptotic inference for nearly unstable INAR (1) models
M Ispány, G Pap, MCA van Zuijlen
Journal of Applied Probability 40 (3), 750-765, 2003
512003
Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration
M Barczy, Z Li, G Pap
arXiv preprint arXiv:1403.0245, 2014
502014
Asymptotic behavior of unstable INAR (p) processes
M Barczy, M Ispány, G Pap
Stochastic Processes and their Applications 121 (3), 583-608, 2011
502011
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
502010
Forecasting Hungarian mortality rates using the Lee-Carter method
S Baran, J Gáll, M Ispány, G Pap
Acta Oeconomica 57 (1), 21-34, 2007
442007
Yamada-Watanabe results for stochastic differential equations with jumps
M Barczy, Z Li, G Pap
International Journal of Stochastic Analysis 2015, 2015
412015
Stationarity and ergodicity for an affine two-factor model
M Barczy, L Döring, Z Li, G Pap
Advances in Applied Probability 46 (3), 878-898, 2014
372014
A note on weak convergence of random step processes
M Ispány, G Pap
Acta Mathematica Hungarica 126, 381-395, 2010
312010
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
262011
Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations
M Barczy, G Pap
Statistics 50 (2), 389-417, 2016
252016
Additive outliers in INAR (1) models
M Barczy, M Ispány, G Pap, M Scotto, ME Silva
Statistical Papers 53, 935-949, 2012
252012
On parameter estimation for critical affine processes
M Barczy, L Döring, Z Li, G Pap
242013
α-Wiener bridges: singularity of induced measures and sample path properties
M Barczy, G Pap
Stochastic Analysis and Applications 28 (3), 447-466, 2010
232010
Portmanteau theorem for unbounded measures
M Barczy, G Pap
Statistics & probability letters 76 (17), 1831-1835, 2006
232006
On the asymptotic behaviour of the Stringer bound 1
G Pap, MCA van Zuijlen
Statistica Neerlandica 50 (3), 367-389, 1996
231996
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
212010
Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets
M Arató, G Pap, MCA van Zuijlen
Computers & Mathematics with Applications 42 (1-2), 219-229, 2001
212001
Forward interest rate curves in discrete time settings driven by random fields
J Gáll, G Pap, MCA van Zuijlen
Computers & Mathematics with Applications 51 (3-4), 387-396, 2006
202006
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