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20042026
most citedThe efficiency of the estimators of the parameters in GARCH processes

182 citations · 508 across the 28 of their papers we have counts for

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math.PR2022★ 3 cited

Random walks on the circle and Diophantine approximation

Istvan Berkes, Bence Borda

Random walks on the circle group whose elementary steps are lattice variables with span or taken mod …

math.PR2020★ 2 cited

On the discrepancy of random subsequences of II

Istvan Berkes, Bence Borda

Let be an irrational number, let be independent, identically distributed, integer-valued random variables, and put . Assuming that $X_1…

math.PR2017

Lacunary series and stable distributions

I. Berkes, R. Tichy

By well known results of probability theory, any sequence of random variables with bounded second moments has a subsequence satisfying the central limit theorem and the law of the…

math.PR2017

On permutation-invariance of limit theorems

I. Berkes, R. Tichy

By a classical principle of probability theory, sufficiently thin subsequences of general sequences of random variables behave like i.i.d.\ sequences. This observation not only exp…

math.PR2016

Paul Lévy, strong approximation and the St. Petersburg paradox

István Berkes

This paper discusses a forgotten remark of Paul Lévy (1935), determining the asymptotic distribution of sums of i.i.d. random variables with tails , where …

math.PR2015

Tail probabilities of St. Petersburg sums, trimmed sums, and their limit

István Berkes, László Györfi, Péter Kevei

We provide exact asymptotics for the tail probabilities as , for fix , where is the -trimmed partial sum of i.i.d. St. Pe…