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EDUCATION, DEGREES
| Certificate of secondary education | 1995 | |
| Master of Science in mathematics
Thesis title: Probability measures on locally compact Abelian groups Supervisor: Dr. Gyula Pap |
2001 | University of Debrecen, Hungary |
| Doctor of Philosophy (Ph.D.)
in Mathematics and Computer Sciences
Thesis title: Some questions of probability theory on special topological groups Supervisor: Dr. Gyula Pap |
2006 | University of Debrecen, Hungary |
| Habilitation
Thesis title: Diffusion bridges and affine processes | 2016 | University of Debrecen, Hungary |
EMPLOYMENT, POSITIONS
| Assistant | Department of Applied Mathematics and Probability, Faculty of Informatics, University of Debrecen | 01/09 2004 - 31/08 2005
|
| Junior Lecturer | Department of Applied Mathematics and Probability, Faculty of Informatics, University of Debrecen | 01/09 2005 - 31/08 2007 |
| Senior Lecturer | Department of Applied Mathematics and Probability, Faculty of Informatics, University of Debrecen | 01/09 2007 - 31/08 2016 |
| Associate Professor | Department of Applied Mathematics and Probability, Faculty of Informatics, University of Debrecen | 01/09 2016 - 31/08 2017 |
| Senior research fellow | MTA-SZTE Analysis and Stochastics Research Group, Bolyai Institute, University of Szeged | 01/09 2017 - 30/06 2022 |
| Associate professor | Department of Stochastics, Faculty of Science and Informatics, Bolyai Institute, University of Szeged | 01/07 2022 - |
| Senior research fellow | HUN-REN–SZTE Analysis and Applications Research Group, Bolyai Institute, University of Szeged | 01/07 2022 - |
FELLOWSIHPS, APPLICATIONS, GRANTS
| August 2003 | Research in Pairs program given by the Mathematical
Research Institute in Oberwolfach (Germany). Research work with
Dr. Alexander Bendikov (Wroclaw University) and Dr. Gyula Pap
(University of Debrecen).
Topic: Limit theorems on locally compact Abelian groups. |
| 2004-2007 | Supported by the Hungarian Scientific
Research Fund under Grant No. OTKA F-046061/2004.
Project leader: Dr. Sándor Baran. Title: Statistics of stochastics models. |
| 18-23 July 2005 | EU Grant for The Young Statisticians Training Camp (STATCAMP), Oslo, Norway. |
| November 2006 | Research work with Peter Becker-Kern
(University of Dortmund, Germany).
Topic: Ornstein-Uhlenbeck bridges. |
| 2005-2007 | Supported by the Hungarian Scientific
Research Fund under Grant No. OTKA T-048544/2005.
Project leader: Dr. Gyula Pap. Title: Limit theorems and their applications. |
| 28 May - 1 June 2007 | Supported by the European Union Socrates/Erasmus Program Action 2.2. I gave lectures in statistics for 8 hours at the Radboud University Nijmegen (The Netherlands). |
| 2008-2009 | Supported by the Hungarian-Portuguese Intergovernmental S & T Cooperation Programme
under Grant No. PT-07/2007.
Project leaders: |
| April 2009 - March 2013 | Supported by the Hungarian Scientific
Research Fund under Grant No. OTKA T-079128.
Project leader: Dr. Gyula Pap. Title: Limit theorems and their applications. |
| September 2010 - August 2011 | NKTH-OTKA-EU 7KP (Marie Curie action) co-funded
'MOBILITY' Grant No. OMFB-00610/2010, Paris, France.
Host: Dr. Jean Bertoin (Université Pierre et Marie Curie (P6), France). |
| September 2011 - August 2014 | Supported by the Hungarian-Chinese Intergovernmental S & T Cooperation Programme
under Grant No. 0-1-2011-0079.
Project leaders: |
| September 2013 - December 2014 | Supported by Zoltán Magyary Postdoctoral Fellowship under Grant No. A2-MZPD-12-0168, Szeged, Hungary.
Title: Statistical inference for continuous time stochastic processes. |
| 2014-2015 | Supported by DAAD-MÖB bilateral cooperation programme under Grant No. 55757.
Project leaders: |
| September 2016 - January 2017 | Supported by Magyar Állami Eötvös 2016 Fellowship under Grant No. 75141, Paris, France.
Title: Parameter estimation for jump-type affine processes. |
| 2017-2018 | Supported by the Hungarian-Croatian Intergovernmental S & T Cooperation Programme
under Grant No. TÉT_16-1-2016-0027.
Project leaders: |
| September 2017 - August 2020 | Supported by the János Bolyai Research Scholarschip of the Hungarian Academy of Sciences
under Grant No. BO/00298/17/3, Hungary.
Title: Aggregation and parameter estimation for branching processes. |
| September 2019 - June 2020 | Supported by the UNKP-19-4 New National Excellence Program of the Ministry for Innovation and Technology, Hungary
under Grant No. UNKP-19-4-SZTE-16.
Title: Stable convergence and parameter estimation for branching processes. |
| 1 June 2024 - 15 July 2024 | Supported by the DAAD Research Stays for University Academics and Scientists
under Grant No. 91898666, Düsseldorf, Germany
Title: On the pth-variation of some stochastic process bridges of Weierstrass type. |
HONORS, AWARDS
| 2001 | 1st prize awarded by the 25th National Scientific
Students' Conference,
in Section 'Combinatorics, Graph Theory and Probability Theory'. Title of paper: Fourier transform of a Gauss measure on the Heisenberg group. Supervisor: Dr. Gyula Pap. |
| 2001 | 1st prize awarded by the 25th National Scientific
Students' Conference,
in Section 'Analysis, Geometry and Topology'. Title of paper: Local automorphisms of states and effects (joint work Mariann Tóth). Supervisor: Dr. Lajos Molnár . |
| 2001 | Kató Rényi prize awarded by the János Bolyai Mathematical Society (Hungary). |
| 2007 | Géza Grünwald prize awarded by the János Bolyai Mathematical Society (Hungary). |
| 2012 | Prize of Faculty of Informatics awarded by the Faculty of Informatics, University of Debrecen (Hungary). |
| 2020 | Scientific Prize of Faculty of Science and Informatics awarded by the Faculty of Science and Informatics, University of Szeged (Hungary). |
