activity
20152025
most citedLocal asymptotic quadraticity of statistical experiments connected with a Heston model

10 citations · 23 across the 5 of their papers we have counts for

collaborators

5 papers

q-bio.PE2025

The Effect of Assortativity on Mpox Spreading with Two Core Groups

Fanni Nedényi, János Benke, Gergely Röst

The spread of infectious diseases often concentrates within specific subgroups of a broader population. For instance, during recent mpox outbreaks in non-endemic countries, transmi…

math.ST2019

Nearly unstable family of stochastic processes given by stochastic differential equations with time delay

János Marcell Benke, Gyula Pap

Let be a finite signed measure on with . Consider a stochastic process given by a linear stochastic delay…

math.ST2015★ 5 cited

One-parameter statistical model for linear stochastic differential equation with time delay

János Marcell Benke, Gyula Pap

Assume that we observe a stochastic process , which satisfies the linear stochastic delay differential equation \[ \mathrm{d} X(t) = \vartheta \int_{[-r,0]} X(…

math.ST2015★ 8 cited

Asymptotic inference for a stochastic differential equation with uniformly distributed time delay

János Marcell Benke, Gyula Pap

For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality…

math.ST2015★ 10 cited

Local asymptotic quadraticity of statistical experiments connected with a Heston model

János Marcell Benke, Gyula Pap

We study local asymptotic properties of likelihood ratios of certain Heston models. We distinguish three cases: subcritical, critical and supercritical models. For the drift parame…