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| PUBLISHED PAPERS: | |
| 80. |
Monotone representation and measurability of generalized ψ-estimators
Arxiv: 2412.02783 (pdf)
(2024)
(with Zsolt Páles) |
| 79. | A stochastic approach in physics exercises of mathematics education
Arxiv: 2410.04076 (pdf)
(2024)
(with Csaba Gábor Kézi and Imre Kocsis) |
| 78. | Axiomatic characterisation of generalized ψ-estimators
Arxiv: 2409.16240 (pdf)
(2024)
(with Zsolt Páles) |
| 77. | On Hölder continuity and pth-variation function of Weierstrass-type functions
Arxiv: 2407.09229 (pdf)
(2024)
(with Peter Kern) |
| 76. | Asymptotic behavior of some strongly critical decomposable 3-type Galton-Watson processes with immigration
Arxiv: 2406.09852 (pdf)
(2024)
(with Dániel Bezdány) |
| 75. | Determining classes for generalized ψ-estimators
Arxiv: 2402.10817 (pdf)
(2024)
(with Zsolt Páles) |
| 74. | A series of definite integrals involving upper incomplete Gamma functions
Arxiv: 2502.10885 (pdf)
Springer Nature link
(2025) The Ramanujan Journal 67, Article Number 4, 16 pages. MR ??? Zbl ??? (with István Mező) |
| 73. | Existence and uniqueness of weighted generalized ψ-estimators
Arxiv: 2211.06026 (pdf)
Springer Nature link
(2025) Lithuanian Mathematical Journal 65(1), 14-49. MR ??? Zbl ??? (with Zsolt Páles) |
| 72. | Basic properties of generalized ψ-estimators
Arxiv: 2401.16127 (pdf)
(2025) Publicationes Mathematicae Debrecen 106/3-4, 499-524. MR ??? Zbl ??? (with Zsolt Páles) |
| 71. | Comparison and equality of generalized ψ-estimators
Arxiv: 2309.04773 (pdf)
Springer Nature link
(2025) Annals of the Institute of Statistical Mathematics 77, 217-250. MR ??? Zbl ??? (with Zsolt Páles) |
| 70. | Comparison and equality of Bajraktarević-type ψ-estimators
Arxiv: 2309.04773 (pdf)
(2025+) To appear in REVSTAT - Statistical Journal ??? , ???-???. MR ??? Zbl ??? (with Zsolt Páles) |
| 69. | Stable convergence of conditional least squares estimators
for supercritical continuous state and continuous time branching processes with immigration
Arxiv: 2207.14056 (pdf)
(2025) Journal of Statistical Planning and Inference 235, Article Number 106213, 32 pages. MR 4783585 Zbl 7942271 |
| 68. | Distributional properties of jumps of multi-type CBI processes
Arxiv: 2308.05639 (pdf)
(2024) Electronic Journal of Probability 29, 1-39. DOI: 10.1214/24-EJP1125 MR 4743432 Zbl 7854758 (with Sandra Palau) |
| 67. | Mixing convergence of LSE for supercritical Gaussian AR(2) processes using random scaling
Arxiv: 2101.01590 (pdf)
(2024) Metrika 87 (6), 729-756. MR 4772669 Zbl 7903271 (with Fanni Nedényi and Gyula Pap) |
| 66. | Diffusion approximation of critical controlled multi-type branching processes
Arxiv: 2304.06958 (pdf)
Springer Nature link
(2024) Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A. Matemáticas 118, Article Number 101, 36 pages. MR 4739933 Zbl 7862430 (with Miguel González, Pedro Martín-Chávez and Inés del Puerto) |
| 65. | On calculation of the exact Lyapunov exponent of affine Boole transformations
Arxiv: 2204.00277 (pdf)
(2023) Dynamical Systems 38 (2), 236-248. MR 4587815 Zbl 7701648 |
| 64. | Limit theorems for deviation means of independent and identically distributed random variables
Arxiv: 2112.05183 (pdf)
(2023) Journal of Theoretical Probability 36 (3), 1626-1666. MR 4621078 Zbl 7722783 (with Zsolt Páles) |
| 63. | A multidimensional stable limit theorem
Arxiv: 2012.04541 (pdf)
(2023) Filomat 37 (11), 3493-3512. MR 4573820 Zbl --- (with Gyula Pap) |
| 62. | Asymptotic behaviour of critical decomposable 2-type Galton-Watson processes with immigration
Arxiv: 2105.02508 (pdf)
(2023) Stochastic Processes and their Applications 160, 318-350. MR 4567528 Zbl 7686799 (with Dániel Bezdány and Gyula Pap) |
| 61. | On approximations of Value at Risk and Expected Shortfall involving kurtosis
Arxiv: 1811.06361 (pdf)
(2023) Communications in Statistics - Simulation and Computation 52 (3), 770-794. MR 4554597 Zbl 7713653 (with Ádám Dudás and József Gáll) |
| 60. | Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Arxiv: 2202.09770 (pdf)
(2023) Insurance: Mathematics and Economics 108, 107-128. MR 4519316 Zbl 7649587 (with Fanni K. Nedényi and László Sütő) |
| 59. | Convergence of partial sum processes to stable processes with application for aggregation of branching processes
Arxiv: 1906.04999 (pdf)
(2022) Brazilian Journal of Probability and Statistics 36 (2), 315-348. MR 4417193 Zbl 7541084 (with Fanni K. Nedényi and Gyula Pap) |
| 58. | Limit theorems for Bajraktarević and Cauchy quotient means of independent identically distributed random variables
Arxiv: 1909.02968 (pdf)
(2022) Aequationes mathematicae 96 (2), 279–305. MR 4405550 Zbl 07508331 (with Pál Burai) |
| 57. | A new example for a proper scoring rule
Arxiv: 1912.07572 (pdf)
(2022) Communications in Statistics - Theory and Methods 51 (11), 3705-3712. MR 4421495 Zbl 7533655 |
| 56. | Random means generated by random variables: expectation and limit theorems
Arxiv: 2009.11728 (pdf)
(2022) Results in Mathematics 77 (1), Paper No. 7. MR 4336270 Zbl 07423454 (with Pál Burai) |
| 55. | A note on asymptotic behavior of critical Galton-Watson processes with immigration
Arxiv: 2103.07878 (pdf)
(2021) Involve: A Journal of Mathematics 14 (5), 871-891. MR 4384027 Zbl 148360123 (with Dániel Bezdány and Gyula Pap) |
| 54. | Asymptotic behavior of projections of supercritical multi-type continuous state and continuous time branching processes with immigration
Arxiv: 1806.10559 (pdf)
(2021) Advances in Applied Probability 53 (4), 1023-1060. MR 4342576 Zbl 07435080 (with Sandra Palau and Gyula Pap) |
| 53. | On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations
Arxiv: 2001.07127 (pdf)
(2021) Mathematica Slovaca 71 (5), 1241-1268. MR 4320186 Zbl 07438452 (with Fanni K. Nedényi and Gyula Pap) |
| 52. | Statistical inference of subcritical strongly stationary Galton--Watson processes with regularly varying immigration
Arxiv: 1910.01420 (pdf)
(2021) Stochastic Processes and their Applications 132, 33-75. MR 4168330 Zbl 07312674 (with Bojan Basrak, Péter Kevei, Gyula Pap and Hrvoje Planinić) |
| 51. | On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration
Arxiv: 1906.00373 (pdf)
(2020) Lithuanian Mathematical Journal 60 (4), 425-451. MR 4174658 Zbl 07347073 (with Fanni K. Nedényi and Gyula Pap) |
| 50. | On tail behaviour of stationary second-order Galton-Watson processes with immigration
Arxiv: 1801.07931 (pdf)
(2020) Modern Stochastics: Theory and Applications (7) 3, 315-338. MR 4159152 Zbl 07296196 (with Zsuzsanna Bősze and Gyula Pap) |
| 49. | Almost sure, L_1- and L_2-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration
Arxiv: 1803.10176 (pdf)
(2020) Science China Mathematics 63 (10), 2089-2116. MR 4159401 Zbl 07343948 (with Sandra Palau and Gyula Pap) |
| 48. | Asymptotic properties of maximum likelihood estimator for the growth rate
of a stable CIR process based on continuous time observations
Arxiv: 1711.02140 (pdf)
(2019) Statistics 53 (3), 533-568. MR 3945312 Zbl 07054864 (with Mohamed Ben Alaya, Ahmed Kebaier and Gyula Pap) |
| 47. | Least squares estimation for the subcritical Heston model based on continuous time observations
Arxiv: 1511.05948 (pdf)
(2019) Journal of Statistical Theory and Practice 13 (1), Paper No. 18, 25 pages. MR 3917093 Zbl 07098658 (with Balázs Nyul and Gyula Pap) |
| 46. | Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model
Arxiv: 1509.08869 (pdf)
(2019) Journal of Statistical Planning and Inference 198, 139-164. MR 3809401 Zbl 1391.60130 (with Mohamed Ben Alaya, Ahmed Kebaier and Gyula Pap) |
| 45. | Karhunen-Loève expansion for a generalization of Wiener bridge
Arxiv: 1602.05084 (pdf)
(2018) Lithuanian Mathematical Journal 58 (4), 341-359. MR 3881918 Zbl 07027426 (with Lovas L. Rezső) |
| 44. | Regularly varying non-stationary Galton-Watson processes with immigration
Arxiv: 1801.04002 (pdf)
(2018) Statistics & Probability Letters 140, 106-114. MR 3812257 Zbl 1391.60208 (with Zsuzsanna Bősze and Gyula Pap) |
| 43. | Asymptotic properties of maximum likelihood estimator for the growth rate
for a jump-type CIR process based on continuous time observations
Arxiv: 1609.05865 (pdf)
(2018) Stochastic Processes and their Applications 128 (4), 1135-1164. MR 3769658 Zbl 06859462 (with Mohamed Ben Alaya, Ahmed Kebaier and Gyula Pap) |
| 42. | On aggregation of multitype Galton-Watson branching processes with immigration
Arxiv: 1711.04099 (pdf)
(2018) Modern Stochastics: Theory and Applications 5 (1), 53-79. MR 3784038 Zbl 06891749 (with Fanni K. Nedényi and Gyula Pap) |
| 41. | Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields
Arxiv: 1501.03717 (pdf)
(2018) Mathematica Slovaca 68 (1), 197-210. MR 3764329 Zbl 0684.2063 |
| 40. | Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations
Arxiv: 1509.05149 (pdf)
(2017) Journal of Mathematical Analysis and Applications 451 (1), 524-543. MR 3619250 Zbl 1361.62051 (with Fanni Nedényi and Gyula Pap) |
| 39. | A link between Bougerol's identity and a formula due to Donati-Martin, Matsumoto and Yor
Arxiv: 1403.5785 (pdf)
(2016) Lecture Notes in Mathematics 2168, Séminaire de Probabilités XLVIII, 179-188. MR 3618129 Zbl 1367.60034 (with Peter Kern) |
| 38. | Statistical inference for critical continuous state and continuous time branching processes with immigration
Arxiv: 1411.2232 (pdf)
(2016) Metrika 79 (7), 789-816. MR 3535877 Zbl 1346.62046 (with Kristóf Körmendi and Gyula Pap) |
| 37. | Moment formulas for multitype continuous state and continuous time branching processes with immigration
Arxiv: 1404.0636 (pdf)
(2016) Journal of Theoretical Probability 29 (3), 958-995. MR 3540486 Zbl 1348.60123 (with Zenghu Li and Gyula Pap) |
| 36. | On convergence properties of infinitesimal generators of scaled multi-type CBI processes
Arxiv: 1404.3658 (pdf)
(2016) Lithuanian Mathematical Journal 6 (1), 1-15. MR 3472102 Zbl 1337.60208 (with Gyula Pap) |
| 35. | Asymptotic behavior of critical irreducible multi-type continuous state
and continuous time branching processes with immigration
Arxiv: 1404.2242 (pdf)
(2016) Stochastics and Dynamics 16 (4), Article ID 1650008, 30 pages. MR 3494683 Zbl 06589055 (with Gyula Pap) |
| 34. | Parameter estimation for the subcritical Heston model based on discrete time observations
Arxiv: 1403.0527 (pdf)
(2016) Acta Scientiarum Mathematicarum (Szeged) 82, 313-338. MR 3526353 Zbl 1374.62154 (with Gyula Pap and Tamás T. Szabó) |
| 33. | Asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations
Arxiv: 1310.4783 (pdf)
(2016) Statistics 50 (2), 389-417. MR 3452993 Zbl 06604437 (with Gyula Pap) |
| 32. | Dilatively stable stochastic processes and aggregate similarity
Arxiv: 1408.3919 (pdf)
(2015) Aequationes mathematicae 89 (6), 1485-1507. MR 3427062 Zbl 06548066 (with Peter Kern and Gyula Pap) |
| 31. | Statistical inference for 2-type doubly symmetric critical
irreducible continuous state and continuous time branching processes with immigration
Arxiv: 1406.3325 (pdf)
(2015) Journal of Multivariate Analysis 139, 92-123. MR 3349482 Zbl 06447149 (with Kristóf Körmendi and Gyula Pap) |
| 30. | Stochastic differential equation with jumps for multi-type continuous state and continuous time
branching processes with immigration
Arxiv: 1403.0245 (pdf)
(2015) ALEA. Latin American Journal of Probability and Mathematical Statistics 12 (1), 129-169. MR 3340375 Zbl 1312.60074 (with Zenghu Li and Gyula Pap) |
| 29. | Operator scaled Wiener bridges
Arxiv: 1308.6134 (pdf)
(2015) ESAIM: Probability and Statistics 19, 100-114. MR 3374871 Zbl 06541374 (with Peter Kern and Vincent Krause) |
| 28. | A Robbins-Monro type algorithm for computing global minimizer of generalized conic functions
Arxiv: 1301.6112 (pdf)
(2015) Optimization 64 (9), 1999-2020. MR 3361163 Zbl 1337.90050 (with Ábris Nagy, Csaba Noszály and Csaba Vincze) |
| 27. | Yamada-Watanabe results for stochastic differential equations with jumps
Arxiv: 1312.4485 (pdf)
(2015) International Journal of Stochastic Analysis Volume 2015, Article ID 460472, 23 pages. MR 3298537 Zbl 06573013 (with Zenghu Li and Gyula Pap) |
| 26. | Parameter estimation for a subcritical affine two factor model
Arxiv: 1302.3451 (pdf)
(2014) Journal of Statistical Planning and Inference 151-152, 37-59. MR 3216637 Zbl 1288.62033 (with Leif Doering, Zenghu Li and Gyula Pap) |
| 25. | Asymptotic behavior of conditional least squares estimators
for unstable integer-valued autoregressive models of order 2
Arxiv: 1006.4641 (pdf),
Arxiv: 1202.1617 (pdf)
(2014) Scandinavian Journal of Statistics 41 (4), 866-892. MR 3277028 Zbl 1305.62321 (with Márton Ispány and Gyula Pap) |
| 24. | Stationarity and ergodicity for an affine two-factor model
Arxiv: 1302.2534 (pdf)
(2014) Advances in Applied Probability 46 (3), 878-898. MR 3254346 Zbl 1305.60067 (with Leif Doering, Zenghu Li and Gyula Pap) |
| 23. | Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges
Arxiv: 1011.0548 (pdf)
(2013) Brazilian Journal of Probability and Statistics 27 (4), 437-466. MR 3105038 Zbl 1306.60035 (with Peter Kern) |
| 22. | Representations of multidimensional linear process bridges
Arxiv: 1011.0067 (pdf)
(2013) Random Operators and Stochastic Equations 21 (2), 159-189. MR 3068414 Zbl 06191902 (with Peter Kern) |
| 21. | On parameter estimation for critical affine processes
Arxiv: 1210.1866 (pdf)
(2013) Electronic Journal of Statistics Vol. 7, 647-696. MR 3035268 Zbl 06167950 (with Leif Doering, Zenghu Li and Gyula Pap) |
| 20. | On entire moments of self-similar Markov processes
Arxiv: 1203.4332 (pdf)
(2013) Stochastic Analysis and Applications 31 (2), 191-198. MR 3021485 Zbl 1264.60027 (with Leif Doering) |
| 19. | A jump type SDE approach to positive self-similar Markov processes
Arxiv: 1111.3235 (pdf)
(2012) Electronic Journal of Probability Vol. 17 Paper no. 94, 1-39. MR 2994842 Zbl 1286.60036 (with Leif Doering) |
| 18. | Additive outliers in INAR(1) models
Arxiv: 0903.2421 (pdf)
(2012) Statistical Papers 53 (4), 935-949. MR 2992926 Zbl 1254.62091 (with Márton Ispány, Gyula Pap, Manuel Scotto and Maria Eduarda Silva) |
| 17. | Path properties of dilatively stable processes and singularity of their distributions
Arxiv: 1110.1233 (pdf)
(2012) Stochastic Analysis and Applications 30 (5), 831-848. MR 2966101 Zbl 1260.60072 (with Endre Iglói) |
| 16. | Functional limit theorems for Lévy processes satisfying Cramér's condition
Arxiv: 1104.4733 (pdf)
HAL: 00588557 (pdf)
(2011) Electronic Journal of Probability Vol. 16 Paper no. 73, 2020-2038. MR 2851054 Zbl 1244.60049 (with Jean Bertoin) |
| 15. | General alpha-Wiener bridges
Arxiv: 1102.4288 (pdf)
(2011) Communications on Stochastic Analysis 5 (3), 585-608. MR 2840269 Zbl 1331.60056 (with Peter Kern) |
| 14. | Explicit formulas for Laplace transforms of certain functionals of some time
inhomogeneous diffusions
Arxiv: 0810.2930 (pdf)
(2011) Journal of Mathematical Analysis and Applications 380 (2), 405-424. MR 2794401 Zbl 1215.60015 (with Gyula Pap) |
| 13. | Asymptotic behavior of unstable INAR(p) processes
Arxiv: 0908.4560 (pdf)
(2011) Stochastic Processes and their Applications 121 (3), 583-608. MR 2763097 Zbl 1241.62122 (with Márton Ispány and Gyula Pap) |
| 12. | Karhunen-Loève expansions of alpha-Wiener bridges
Arxiv: 1007.2904 (pdf)
(2011) Central European Journal of Mathematics 9 (1), 65-84. MR 2753883 Zbl 1228.60047 (with Endre Iglói) |
| 11. | Innovational outliers in INAR(1) models
Arxiv: 0903.2421 (pdf)
(2010) Communications in Statistics - Theory and Methods 39 (18), 3343-3362. MR 2747588 Zbl 1202.62109 (with Márton Ispány, Gyula Pap, Manuel Scotto and Maria Eduarda Silva) |
| 10. | Alpha-Wiener bridges: singularity of induced measures
and sample path properties
Arxiv: 0810.3070 (pdf)
(2010) Stochastic Analysis and Applications 28 (3), 447-466. MR 2739569 Zbl 1195.60060 (with Gyula Pap) |
| 9. | Asymptotic behavior of maximum likelihood estimator for time inhomogeneous
diffusion processes
Arxiv: 0810.2688 (pdf)
(2010) Journal of Statistical Planning and Inference 140 (6), 1576-1593. MR 2592235 Zbl 1185.62147 (with Gyula Pap) |
| 8. | Limit theorems on locally compact Abelian groups
(pdf)
(2008) Mathematische Nachrichten 281 (12), 1708-1727. MR 2473323 Zbl 1152.60011 (with Alexander Bendikov and Gyula Pap) |
| 7. | Weakly infinitely divisible measures
on some locally compact Abelian groups
(pdf)
(2008) Lithuanian Mathematical Journal 48 (1), 17-29. MR 2398167 Zbl 1152.43002 (with Gyula Pap) |
| 6. | Fourier transform of a Gaussian measure on
the Heisenberg group
(pdf; completed, corrected version)
(2006) Annales de L'Institut Henri Poincare Probabilites et Statistiques 42 (5), 607-633. MR 2259978 Zbl 1102.60003 (with Gyula Pap) |
| 5. | Portmanteau theorem for unbounded measures
(pdf)
(2006) Statistics & Probability Letters 76 (17), 1831-1835. MR 2271177 Zbl 1109.60004 (with Gyula Pap) |
| 4. | Connection between deriving bridges and radial parts from
multidimensional Ornstein-Uhlenbeck processes
(pdf)
(2005) Periodica Mathematica Hungarica 50 (1-2), 47-60. MR 2162799 Zbl 1090.60065 (with Gyula Pap) |
| 3. | Linear maps on the space of all bounded
observables preserving maximal deviation
(pdf) (2003) Journal of Functional Analysis 205, 380-400. MR 2017692 Zbl 1047.47029 (with Lajos Molnár) |
| 2. | Gaussian measures on the affine group: uniqueness of
embedding and supports
(pdf) (2003) Publ. Math. Debrecen 63 (1-2), 221-234. MR 1990875 Zbl 1027.60002 (with Gyula Pap) |
| 1. | Local automorphisms of the sets of states and effects
on a Hilbert space
(pdf) (2001) Reports on Mathematical Physics 48, 289-298. MR 1873970 Zbl 1007.47014 (with Mariann Tóth) |
