129 citations · 818 across the 33 of their papers we have counts for
9 papers · 1 filter
On the optimal designs for the prediction of complex Ornstein-Uhlenbeck processes
Kinga Sikolya, Sándor Baran
Physics, chemistry, biology or finance are just some examples out of the many fields where complex Ornstein-Uhlenbeck (OU) processes have various applications in statistical modell…
D-optimal designs for complex Ornstein-Uhlenbeck processes
Sándor Baran, Csilla Szák-Kocsis, Milan Stehlík
Complex Ornstein-Uhlenbeck (OU) processes have various applications in statistical modelling. They play role e.g. in the description of the motion of a charged test particle in a c…
K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets
Sándor Baran
Continuous random processes and fields are regularly applied to model temporal or spatial phenomena in many different fields of science, and model fitting is usually done with the…
Optimal designs for the methane flux in troposphere
Sándor Baran, Kinga Sikolya, Milan Stehlík
The understanding of methane emission and methane absorption plays a central role both in the atmosphere and on the surface of the Earth. Several important ecological processes, e.…
Testing stability in a spatial unilateral autoregressive model
Sándor Baran, Gyula Pap, Kinga Sikolya
Least squares estimator of the stability parameter for a spatial unilateral autoregressive process $X_{k,\ell}=αX_{k-1,\ell}+βX_{k,\ell-1}+\varepsilon_{k,\el…
Parameter estimation in linear regression driven by a Gaussian sheet
Sándor Baran, Kinga Sikolya
The problem of estimating the parameters of a linear regression model based on observations of on a spatial domain of spec…
Parameter estimation in a spatial unit root autoregressive model
Sándor Baran, Gyula Pap
Spatial unilateral autoregressive model is investigated in the unit root case, that is when the parameters are o…
On the variances of a spatial unit root model
Sándor Baran
The asymptotic properties of the variances of the spatial autoregressive model are investigated in the unit root…
On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
Sándor Baran, Gyula Pap
A nearly unstable sequence of stationary spatial autoregressive processes is investigated, when the sum of the absolute values of the autoregressive coefficients tends to one. It i…