Tudóstér: Barczy Mátyás publikációi

Barczy, M., Páles, Z.: Comparison and Equality of Bajraktarević-type [psi]-estimators.
REVSTAT - Statistical Journal [Epub ahead of print] (-), -, 2024.

Barczy, M., Páles, Z.: Limit Theorems for Deviation Means of Independent and Identically Distributed Random Variables.
J. Theor. Probab. 36 (3), 1626-1666, 2023.

Barczy, M., Burai, P.: Limit theorems for Bajraktarevic and Cauchy quotient means of independent identically distributed random variables.
Aequ. Math. 96 (2), 279-305, 2021.

Barczy, M., Dudás, Á., Gáll, J.: On approximations of value at risk and expected shortfall involving kurtosis.
Commun. Stat.-Simul. Comput. 52 (3), 770-794, 2021.

Barczy, M., Lovas, R.: Karhunen-Loève expansion for a generalization of Wiener bridge.
Lith. Math. J. 58 (4), 341-359, 2018.

Barczy, M., Nyul, B., Pap, G.: Least-Squares Estimation for the Subcritical Heston Model Based on Continuous-Time Observations.
J Stat Theory Pract. 13 (1), 1-22, 2018.

Barczy, M., Nedényi, F., Pap, G.: Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations.
J. Math. Anal. Appl. 451 (1), 524-543, 2017.

Barczy, M., Kern, P.: A link between Bougerol's identity and a formula due to Donati-Martin, Matsumoto and Yor.
In: Séminaire de Probabilités. Eds.: Catherine Donati-Martin, Antoine Lejay, Alain Rouault, Springer, Cham, 179-188, 2016, (Lecture Notes in Mathematics, ISSN 0075-8434 ; 2169.) ISBN: 9783319444642

Barczy, M., Li, Z., Pap, G.: Moment Formulas for Multitype Continuous State and Continuous Time Branching Process with Immigration.
J. Theor. Probab. 29 (3), 958-995, 2016.

Barczy, M., Pap, G.: On convergence properties of infinitesimal generators of scaled multitype CBI processes.
Lith. Math. J. 56 (1), 1-15, 2016.

Barczy, M., Pap, G., T. Szabó, T.: Parameter estimation for the subcritical Heston model based on discrete time observations.
Acta Sci. Math. 82 (1-2), 313-338, 2016.

Barczy, M., Körmendi, K., Pap, G.: Statistical inference for critical continuous state and continuous time branching processes with immigration.
Metrika. 79 (7), 789-816, 2016.

Barczy, M., Nagy, Á., Noszály, C., Vincze, C.: A Robbins-Monro-type algorithm for computing global minimizer of generalized conic functions.
Optimization. 64 (9), 1999-2020, 2015.

Barczy, M., Kern, P., Pap, G.: Dilatively stable stochastic processes and aggregate similarity.
Aequ. Math. 89 (6), 1485-1507, 2015.

Barczy, M., Ispány, M., Pap, G.: Asymptotic behavior of conditional least squares estimators for unstable integer-valued autoregressive models of order 2.
Scand. J. Stat. 41 (4), 866-892, 2014.

Barczy, M., Doering, L., Li, Z., Pap, G.: Parameter estimation for a subcritical affine two factor model.
J. Stat. Plann. Inference. 151-152 37-59, 2014.

Barczy, M., Doering, L., Li, Z., Pap, G.: Stationarity and ergodicity for an affine two-factor model.
Adv. Appl. Probab. 46 (3), 878-898, 2014.

Barczy, M., Doering, L.: On entire moments of self-similar Markov processes.
Stoch. Anal. Appl. 31 (2), 191-198, 2013.

Barczy, M., Doering, L., Li, Z., Pap, G.: On parameter estimation for critical affine processes.
Electron. J. Statist. 7 647-696, 2013.

Barczy, M., Kern, P.: Representations of multidimensional linear process bridges.
Random Oper. & Stoch. Equ. 21 (2), 159-189, 2013.

Barczy, M., Kern, P.: Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges.
Braz. J. Probab. Stat. 27 (4), 437-466, 2013.

Barczy, M., Ispány, M., Pap, G., Scotto, M., Silva, M.: Additive outliers in INAR(1) models.
Stat. Pap. 53 (4), 935-949, 2012.

Doering, L., Barczy, M.: A Jump type SDE approach to positive self-Similar Markov processes.
Electron. j. probab. 17 (Article), 1-39, 2012.

Iglói, E., Barczy, M.: Path properties of dilatively stable processes and singularity of their distributions.
Stoch. Anal. Appl. 30 (5), 831-848, 2012.

Barczy, M., Ispány, M., Pap, G.: Asymptotic behavior of unstable INAR(p) processes.
Stoch. Process. Their Appl. 121 (3), 583-608, 2011.

Barczy, M., Pap, G.: Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions.
J. Math. Anal. Appl. 380 (2), 405-424, 2011.

Barczy, M., Bertoin, J.: Functional Limit Theorems for Lévy Processes Satisfying Cramér's Condition.
Electron. j. probab. 16 (73), 2020-2038, 2011.

Barczy, M., Kern, P.: General alpha-Wiener bridges.
Communications on Stochastic Analysis. 5 (3), 585-608, 2011.

Barczy, M., Iglói, E.: Karhunen-Loéve expansions of alpha-Wiener bridges.
Cent. Eur. J. Math. 9 (1), 65-84, 2011.

Barczy, M., Pap, G.: Alpha-Wiener bridges: singularity of induced measures and sample path properties.
Stoch. Anal. Appl. 28 (3), 447-466, 2010.

Barczy, M., Ispány, M., Pap, G.: Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models.
arXiv.org arXiv 1-35, 2010.

Barczy, M., Pap, G.: Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes.
J. Stat. Plann. Inference. 140 (6), 1576-1593, 2010.

Barczy, M., Ispány, M., Pap, G., Scotto, M., Silva, M.: Outliers in INAR(1) models.
arXiv.org. arXiv 1-106, 2010.

Barczy, M.: Pénzügyi matematika példatár. 1. Feladatok a hasznosság- és portfólióelmélet témaköréből.
Polygon kiadó, Szeged, 320 p., 2010.

Barczy, M., Gáll, J.: Pénzügyi matematika példatár. 2. Feladatok a diszkrét idejű opcióelmélet témaköréből.
Polygon kiadó, Szeged, 268 p., 2010.

Barczy, M., Ispány, M., Pap, G., Scotto, M., Silva, M.: Innovational outliers in INAR(1) models.
Commun. Stat. Theory Methods. 39 (18), 3343-3362, 2009.

Barczy, M., Bendikov, A., Pap, G.: Limit theorems on locally compact Abelien groups.
Math. Nachr. 281 (12), 1708-1727, 2008.

Barczy, M., Pap, G.: Weakly infinitely divisible measures on some locally compact Abelian groups.
Lithuan. Math J. 48 (1), 17-29, 2008.

Barczy, M., Pap, G.: Fourier transform of a Gaussian measure on the Heisenberg group.
Ann. Inst. Henri Poincaré. B, Probabilités et statistique. 42 (5), 607-633, 2006.

Barczy, M., Pap, G.: Portmanteau theorem for unbounded measures.
Stat. Probab. Lett. 76 (17), 1831-1835, 2006.

Barczy, M., Pap, G.: Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes.
Period Math. Hung. 50 (1-2), 47-60, 2005.

Barczy, M., Pap, G.: Gaussian measures on the affine group: uniqueness of embedding and supports.
Publ. Math.-Debr. 63 (1-2), 221-234, 2003.

Molnár, L., Barczy, M.: Linear maps on the space of all bounded observables preserving maximal deviation.
J. Funct. Anal. 205 (2), 380-400, 2003.

Barczy, M., Tóth, M.: Local automorphisms of the sets of states and effects on a Hilbert space.
Rep. Math. Phys. 48 (3), 289-298, 2001.