activity
20122024
most citedWeighted bootstrap in GARCH models

5 citations · 7 across the 3 of their papers we have counts for

collaborators

6 papers

physics.ins-det2024

Characterisation of analogue Monolithic Active Pixel Sensor test structures implemented in a 65 nm CMOS imaging process

Gianluca Aglieri Rinella, Giacomo Alocco, Matias Antonelli +91

Analogue test structures were fabricated using the Tower Partners Semiconductor Co. CMOS 65 nm ISC process. The purpose was to characterise and qualify this process and to optimise…

cs.MA2017★ 2 cited

Game Theory Models for the Verification of the Collective Behaviour of Autonomous Cars

László Z. Varga

The collective of autonomous cars is expected to generate almost optimal traffic. In this position paper we discuss the multi-agent models and the verification results of the colle…

math.ST2016

Generalised block bootstrap and its use in meteorology

László Varga, András Zempléni

In an earlier paper Rakonczai et al. (2014), we have emphasized the effective sample size for autocorrelated data. The simulations were based on the block bootstrap methodology. Ho…

math.CO2014

Combinatorial Nullstellensatz modulo prime powers and the Parity Argument

László Varga

We present new generalizations of Olson's theorem and of a consequence of Alon's Combinatorial Nullstellensatz. These enable us to extend some of their combinatorial applications w…

math.ST2013

Applications of threshold models and the weighted bootstrap for Hungarian precipitation data

László Varga, Pál Rakonczai, András Zempléni

This paper presents applications of the peaks-over threshold methodology for both the univariate and the recently introduced bivariate case, combined with a novel bootstrap approac…

math.ST2012★ 5 cited

Weighted bootstrap in GARCH models

László Varga, András Zempléni

GARCH models are useful tools in the investigation of phenomena, where volatility changes are prominent features, like most financial data. The parameter estimation via quasi maxim…