Publications
11. Mixing
convergence of LSE for supercritical Gaussian AR(2)
processes using random scaling
Co-authors: Barczy Mátyás, Pap Gyula.
Metrika. (2023) Arxiv version.
10. On the
Automorphism Group of the Substructure Ordering of Finite
Directed Graphs
Co-author: Ádám Kunos.
Order. (2023) Arxiv version.
9. Probability
equivalent level of Value at Risk and higher-order
Expected Shortfalls
Co-authors: Barczy Mátyás, Sütő László.
Insurance: Mathematics and Economics 108: pp. 107-128. (2023)
Arxiv version.
8. Convergence of
partial sum processes to stable processes with application
for aggregation of branching processes
Co-authors: Barczy Mátyás, Pap Gyula.
Brazilian Journal of Probability and
Statistics 36 (2): pp. 315-348. (2022) Arxiv version.
7. On
simultaneous limits for aggregation of stationary
randomized INAR(1) processes with
Poisson innovations
Co-authors: Barczy Mátyás, Pap Gyula.
Mathematica Slovaca 71 (5): pp.
1241–1268. (2021) Arxiv version.
6. On
aggregation of subcritical Galton-Watson branching
processes with regularly varying
immigration
Co-authors: Barczy Mátyás, Pap Gyula.
Lithuanian Mathematical Journal 60 (4): pp.
425-451. (2020) Arxiv
version.
5. An
online change detection test for parametric discrete-time
stochastic processes
Sequential Analysis 37: pp. 246-267.
(2018)
4. On
aggregation of multitype Galton--Watson branching
processes with immigration
Co-authors: Barczy Mátyás, Pap Gyula.
Modern Stochastics: Theory and
Applications 5 pp. 53-79. (2018) Arxiv version.
3. Iterated
limits for aggregation of randomized INAR(1) processes
with Poisson innovations
Co-authors: Barczy Mátyás, Pap Gyula.
Journal of Mathematical Analysis and
Applications 451: pp. 524-543. (2017) Arxiv version.
2. Iterated
scaling limits for aggregation of random coefficient AR(1)
and INAR(1) processes
Statistics
& Probability Letters 118: pp. 16-23.
(2016) Arxiv
version.
Acta Scientiarum Mathematicarum (Szeged) 81:(1-2) pp. 325-348. (2015)
Talks, posters
2023, ASMDA, OnlineProbability equivalent level of Value at Risk and higher-order Expected Shortfalls
2023, IWSPA, Online
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
2022, CSM, Szeged, Hungary
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
2021, German Probability and Statistics Day, Mannheim, Online
Limit theorems for the aggregation of random coefficient INAR(1) processes
2020, 6th Stochastic Modeling Techniques and Data Analysis International Conference, Online
Limits for the aggregation of random coefficient INAR(1) processes with Poisson
innovations
2019, Tavaszi Szél Conference, Debrecen, Hungary
Aggregation of Galton-Watson processes with immigration
2016, CSM, Szeged, Hungary
Iterated limits for aggregation of randomized INAR(1) processes
2015, Heinrich-Heine-Universität Düsseldorf, Seminar talk, Düsseldorf, Germany
Iterated scaling limits for aggregation of random coefficient INAR(1) processes with Poisson innovations
2015, European Meeting of Statisticians, Amsterdam, Netherlands
Online Change-Point Detection in Parametric Stochastic Models
2015, Hungarian Academy of Sciences, Talk in the session of the Section of Mathematics, Budapest, Hungary
Iterated scaling limits for aggregation of random coefficient INAR(1) processes
2014, 19th Young Statisticians Meeting, Basovizza, Italy
Online Change Detection for Parametric Stochastic Processes
2014, Dynstoch Workshop, University of Warwick, Coventry, UK
Change-Point Detection in Parametric Stochastic Models
2013, European Meeting of Statisticians, Budapest, Hungary
Online change detection in INAR(p) models with general offspring distribution
2013, Frontiers in Financial Mathematics, Dublin, Ireland
Sequential change detection tests in INAR(p) models