45 citations · 222 across the 55 of their papers we have counts for
5 papers · 1 filter
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…
Statistical inference of subcritical strongly stationary Galton--Watson processes with regularly varying immigration
Matyas Barczy, Bojan Basrak, Péter Kevei +2
We describe the asymptotic behavior of the conditional least squares estimator of the offspring mean for subcritical strongly stationary Galton--Watson processes with regularly var…
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…
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…
Local asymptotic properties for the growth rate of a jump-type CIR process
Mohamed Ben Alaya, Ahmed Kebaier, Gyula Pap +1
In this paper, we consider a one-dimensional jump-type Cox-Ingersoll-Ross process driven by a Brownian motion and a subordinator, whose growth rate is an unknown parameter. Conside…