![](img/space.gif) |
Ezen az oldalon az NKFI Elektronikus Pályázatkezelő Rendszerében nyilvánosságra hozott projektjeit tekintheti meg.
vissza »![](img/space.gif)
![](img/space.gif)
![](img/space.gif)
![](img/space.gif)
|
![](img/print_ver.gif) |
Közleményjegyzék |
|
|
Baran S; Pap G: On the least squares estimator in a nearly unstable sequence of stationary spatial AR models, Journal of Multivariate Analysis 100(4): 686-698, 2009 | Chuprunov A; Fazekas I: Strong laws of large numbers for random forests, Acta Mathematica Hungarica 124(1-2): 59-71, 2009 | Fazekas I: Határérték-tételek és egyenlőtlenségek a valószínűségszámításban és a statisztikában, Debreceni Egyetem, 2009 | Fülöp E; Pap G: Strong consistency of maximum likelihood estimators for a discrete time random field HJM type interest rate model, Lithuanian Mathematical Journal 49(1): 5-25, 2009 | Fülöp E; Pap G: Note on strong consistency of maximum likelihood estimators for dependent observations, pp. 221-226 vol. I in Proc. 7th International Conference on Applied Informatics, Eger, 2007 January 28–31. B. V. B. Nyomda és Kiadó Kft., Eger, 2009 | Pap G: Limit theorems on locally compact Abelian groups, pp. 345-374 in: Heyer H. Structural aspects in the theory of probability. World Scientific Publishing Co. Pte. Ltd., Hackensack, 2009 | Barczy M: Pénzügyi matematika példatár I, Polygon, 2010 | Barczy M; Gáll J: Pénzügyi matematika példatár II, Polygon, 2010 | Barczy M; Ispány M; Pap G; Scotto M; Silva ME: Innovational outliers in INAR(1) models, Communications in Statistics - Theory and Methods 39(18): 3343-3362, 2010 | Barczy M; Pap G: Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes, Journal of Statistical Planning and Inference 140(6): 1576-1593, 2010 | Barczy M; Pap G: Alpha-Wiener bridges: singularity of induced measures and sample path properties, Stochastic Analysis and Applications 28(3): 447-466, 2010 | Chuprunov A; Fazekas I: An exponential inequality and strong limit theorems for conditional expectations, Periodica Mathematica Hungarica 61(1-2): 103-120, 2010 | Chuprunov A; Fazekas I: An inequality for moments and its applications to the generalized allocation scheme, Publicationes Mathematicae Debrecen 76(3-4): 271–286, 2010 | Fazekas I; Karácsony Zs; Libor Zs: Longest runs in coin tossing. Comparison of recursive formulae, asymptotic theorems, computer simulations, Acta Universitatis Sapientiae, Mathematica 2(2): 215-228, 2010 | Gáll J; Pap G: Bevezetés a pénzügyi matematikába, Polygon, 2010 | Heyer H; Pap G: Martingale characterizations of increment processes in a commutative hypergroup, Advances in Pure and Applied Mathematics 1(1): 117-140, 2010 | Ispány M; Pap G: Critical branching processes with immigration, pp. 135-146 in: Proc. Workshop on Branching Processes and Their Applications, Badajoz (Spain), 2009 April 20–23. Springer-Verlag, Berlin, 2010 | Ispány M; Pap G: A note on weak convergence of step processes, Acta Mathematica Hungarica 126(4): 381-395, 2010 | Baran S: On the variances of a spatial unit root model, Lithuanian Mathematical Journal 51(2): 122-140, 2011 | Baran S; Pap G: Asymptotic inference for a one-dimensional simultaneous autoregressive model, Metrika 74(1): 55-66, 2011 | Baran S; Pap G; Van Zuijlen M: Parameter estimation of a shifted Wiener sheet, Statistics 45(4): 319-335, 2011 | Barczy M; Bertoin J: Functional limit theorems for Lévy processes satisfying Cramér's condition, Electronic Journal of Probability 16: 2020-2038, 2011 | Barczy M; Iglói E: Karhunen-Loeve expansions of alpha-Wiener bridges, Central European Journal of Mathematics 9(1): 65-84, 2011 | Barczy M; Ispány M; Pap G: Asymptotic behavior of unstable INAR(p) processes, Stochastic Processes and their Applications 121(3): 583-608, 2011 | Barczy M; Kern P: General alpha-Wiener bridges, Communications on Stochastic Analysis 5(3): 585-608, 2011 | Barczy M; Pap G: Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions, Journal of Mathematical Analysis and Applications 380(2): 405-424, 2011 | Fazekas I; Chuprunov A; Túri J: Inequalities and limit theorems for random u allocations, Ann. Univ. Mariae Curie-Skłodowska Sect. A 65(1): 69-85, 2011 | Kukush A; Baran S; Fazekas I; Usoltseva E: Simultaneous estimation of baseline hazard rate and regression parameters in Cox proportional hazards model with measurement error, Journal of Statistical Research 45(2): 77-94, 2011 | Pap G: The accuracy of merging approximation in generalized St. Petersburg games, Journal of Theoretical Probability 24(1): 240-270, 2011 | Baran S; Pap G: Parameter estimation in a spatial unilateral unit root autoregressive model, Journal of Multivariate Analysis 107: 282-305, 2012 | Baran S; Sikolya K: Parameter estimation in linear regression driven by a Wiener sheet, Annales Mathematicae et Informaticae 39: 3-15, 2012 | Baran S; Sikolya K: Parameter estimation in linear regression driven by a Gaussian sheet, Acta Scientiarum Mathematicarum (Szeged), 78(3-4): 689–713, 2012 | Barczy M; Ispány M; Pap G; Scotto M; Silva ME: Additive outliers in INAR(1) models, Statistical Papers 53(4): 935-949, 2012 | Döring L; Barczy M: A jump type SDE approach to positive self-similar Markov processes, Electronic Journal of Probability 17: Paper no. 94, p. 39, 2012 | Fazekas I: Merging to semistable processes, Theory of Probability and Its Applications 56(4): 621–633, 2012 | Fazekas I; Karácsony Zs; Vas R: Joint asymptotic normality of the kernel type density estimator for spatial observations, Annales Mathematicae et Informaticae 39: 45–56, 2012 | Fazekas I; Porvázsnyik B: A generalized allocation scheme, Annales Mathematicae et Informaticae 41: 57–70, 2012 | Fazekas I; Tómács T: On weighted averages of double sequences, Annales Mathematicae et Informaticae 39: 71–81, 2012 | Price BA; Randall CH; Frederick J; Gáll J; Jones TW: Different cultures, different students, same test: Comparing math skills of Hungarian and American college students, Journal of Education and Learning 1(2): 128-142, 2012 | Baran S; Horányi A; Nemoda D: Statistical post-processing of probabilistic wind forecasting in Hungary, Meteorologische Zeitschrift 22(3): 273-282, 2013 | Baran S; Sikolya K; Stehlík M: On the optimal designs for the prediction of Ornstein-Uhlenbeck sheets, Statistics & Probability Letters 83(6): 1580-1587, 2013 | Baran S; Sikolya K; Veress L: Estimating the risk of a Down's syndrome term pregnancy using age and serum markers: Comparison of various methods, Communications in Statistics - Simulation and Computation 42(7): 1654-1672, 2013 | Barczy M; Döring L: On entire moments of self-similar Markov processes, Stochastic Analysis and Applications 31(2): 191-198, 2013 | Barczy M; Döring L; Li Z; Pap G: On parameter estimation for critical affine processes, Electronic Journal of Statistics 7: 647-696, 2013 | Barczy M; Kern P: Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges, Brazilian Journal of Probability and Statistics 27(4): 437-466, 2013 | Barczy M; Kern P: Representations of multidimensional linear process bridges, Random Operators and Stochastic Equations 21(2): 159-189, 2013 | Lajkó K; Mészáros F; Pap G: Characterization of bivariate distributions with conditionals of the same type, Ann. Univ. Sci. Budapest. Sect. Comput. 41: 73-84, 2013 | Pap G; Szabó TT: Change Detection in INAR(p) Processes Against Various Alternative Hypotheses, Communications in Statistics - Theory and Methods 42(7): 1386-1405, 2013 | Baran S; Pap G; Sikolya K: Testing stability in a spatial unilateral autoregressive model, Communications in Statistics - Theory and Methods (közlésre elfogadva), 2013 | Barczy M; Döring L; Li Z; Pap G: Stationarity and ergodicity for an affine two factor model, Advances in Applied Probability (közlésre elfogadva), 2013 | Barczy M; Ispány M; Pap G: Asymptotic behavior of CLS estimators for unstable INAR(2) models, Scandinavian Journal of Statistics (közlésre elfogadva), 2013 | Ispány M; Körmendi K; Pap G: Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration, Bernoulli (közlésre elfogadva), 2013 | Baran S; Gáll J; Ispány M; Pap G: Stochastic models of Hungarian economic variables for actuarial use, Mathematical and Computer Modelling (benyújtva), 2013 | Baran S; Stehlík M: Optimal designs for parameters of shifted Ornstein-Uhlenbeck sheets measured on monotonic sets, Applied Stochastic Models in Business and Industry (benyújtva), 2013 | Barczy M; Döring L; Li Z; Pap G: Parameter estimation for an affine two factor model, SIAM Journal on Financial Mathematics (benyújtva), 2013 | Barczy M; Nagy Á; Noszály Cs; Vincze Cs: A stochastic algorithm for computing global minimizer of generalized conic functions, arXiv, 2013 | Györfi L; Ispány M; Kevei P; Pap G: Asymptotic behavior of a multi-type nearly critical Galton-Watson processes with immigration, Theory of Probability and its Applications (benyújtva), 2013 | Ispány M; Pap G: Asymptotic behavior of critical primitive multi-type branching processes with immigration, Stochastic Analysis and Applications (benyújtva), 2013 |
![](img/space.gif)
|
|
|
![](img/shadow_right_up.gif)
|
![](img/shadow_left_bottom.gif)
|
![](img/shadow_right_bottom.gif)
|
![](img/space.gif)
vissza »
|
![](img/space.gif) |
|