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20052025
most citedAsymptotic behavior of unstable INAR(p) processes

45 citations · 222 across the 55 of their papers we have counts for

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math.PR2021★ 1 cited

Asymptotic behaviour of critical decomposable 2-type Galton-Watson processes with immigration

Matyas Barczy, Dániel Bezdány, Gyula Pap

In this paper the asymptotic behaviour of a critical 2-type Galton-Watson process with immigration is described when its offspring mean matrix is reducible, in other words, when th…

math.PR2021

A note on asymptotic behavior of critical Galton-Watson processes with immigration

Matyas Barczy, Dániel Bezdány, Gyula Pap

In this somewhat didactic note we give a detailed alternative proof of the known result due to Wei and Winnicki (1989) which states that under second order moment assumptions on th…

math.PR2020★ 1 cited

A multidimensional stable limit theorem

Matyas Barczy, Gyula Pap

We establish multidimensional analogues of one-dimensional stable limit theorems due to Häusler and Luschgy (2015) for so called explosive processes. As special cases we present mu…

math.PR2020

On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations

Matyas Barczy, Fanni K. Nedényi, Gyula Pap

We investigate joint temporal and contemporaneous aggregation of N independent copies of strictly stationary INteger-valued AutoRegressive processes of order 1 (INAR(1)) with rando…

math.PR2019★ 2 cited

Convergence of partial sum processes to stable processes with application for aggregation of branching processes

Matyas Barczy, Fanni K. Nedényi, Gyula Pap

We provide a generalization of Theorem 1 in Bartkiewicz, Jakubowski, Mikosch and Wintenberger (2011) in the sense that we give sufficient conditions for weak convergence of finite…

math.PR2019

On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration

Matyas Barczy, Fanni K. Nedényi, Gyula Pap

We study an iterated temporal and contemporaneous aggregation of independent copies of a strongly stationary subcritical Galton-Watson branching process with regularly varying…