45 citations · 222 across the 55 of their papers we have counts for
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math.PR2017★ 1 cited
On aggregation of multitype Galton-Watson branching processes with immigration
Matyas Barczy, Fanni K. Nedényi, Gyula Pap
Limit behaviour of temporal and contemporaneous aggregations of independent copies of a stationary multitype Galton-Watson branching process with immigration is studied in the so-c…
math.ST2017
Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations
Matyas Barczy, Mohamed Ben Alaya, Ahmed Kebaier +1
We consider a stable Cox--Ingersoll--Ross process driven by a standard Wiener process and a spectrally positive strictly stable Lévy process, and we study asymptotic properties of…
math.PR2017★ 1 cited
On conditional least squares estimation for affine diffusions based on continuous time observations
Beáta Bolyog, Gyula Pap
We study asymptotic properties of conditional least squares estimators for the drift parameters of two-factor affine diffusions based on continuous time observations. We distinguis…