Suchergebnisse - "Barczy, Mátyás"

A series of definite integrals involving upper incomplete Gamma functions: A series of definite integrals involving upper incomplete Gamma functions: M. Barczy, I. Mező.

Autoren: Barczy, Mátyás Mező, István

Quelle: Ramanujan Journal; May2025, Vol. 67 Issue 1, p1-16, 16p

Comparison and equality of generalized ψ-estimators: Comparison and equality of generalized ψ-estimators: M. Barczy, Zs. Páles.

Autoren: Barczy, Mátyás Páles, Zsolt

Quelle: Annals of the Institute of Statistical Mathematics; Apr2025, Vol. 77 Issue 2, p217-250, 34p

Schlagwörter: LAPLACE distribution, LOGNORMAL distribution, PROBLEM solving, EQUATIONS

Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration.

Autoren: Barczy, Mátyás Palau, Sandra Pap, Gyula

Quelle: Advances in Applied Probability; Dec2021, Vol. 53 Issue 4, p1023-1060, 38p

Existence and uniqueness of weighted generalized ψ-estimators.

Autoren: Barczy, Mátyás Páles, Zsolt

Quelle: Lithuanian Mathematical Journal; Jan2025, Vol. 65 Issue 1, p14-49, 36p

Schlagwörter: ESTIMATION theory, MATHEMATICAL statistics, QUANTILES, EQUATIONS

Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling.

Autoren: Barczy, Mátyás Nedényi, Fanni Pap, Gyula

Quelle: Metrika; Aug2024, Vol. 87 Issue 6, p729-756, 28p

Schlagwörter: GAUSSIAN processes, AUTOREGRESSIVE models, LEAST squares, ABSOLUTE value, GAUSSIAN distribution, TECHNOLOGY convergence

Diffusion approximation of critical controlled multi-type branching processes.

Autoren: Barczy, Mátyás González, Miguel Martín-Chávez, Pedro et al.

Quelle: Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales / RACSAM; Jul2024, Vol. 118 Issue 3, p1-36, 36p

Limit Theorems for Deviation Means of Independent and Identically Distributed Random Variables.

Autoren: Barczy, Mátyás Páles, Zsolt

Quelle: Journal of Theoretical Probability; Sep2023, Vol. 36 Issue 3, p1626-1666, 41p

On Conditional least squares estimation for the AD(1,n) model based on discrete-time observations.

Autoren: Alaya, Mohamed Ben Dahbi, Houssem Fathallah, Hamdi

Quelle: Statistical Inference for Stochastic Processes; Dec2025, Vol. 28 Issue 3, p1-36, 36p

On calculation of the exact Lyapunov exponent of affine Boole transformations.

Autoren: Barczy, Mátyás

Quelle: Dynamical Systems: An International Journal; Jun2023, Vol. 38 Issue 2, p236-248, 13p

Schlagwörter: LYAPUNOV exponents, AFFINE transformations, NEWTON-Raphson method, DYNAMICAL systems

On approximations of value at risk and expected shortfall involving kurtosis.

Autoren: Barczy, Mátyás Dudás, Ádám Gáll, József

Quelle: Communications in Statistics: Simulation & Computation; 2023, Vol. 52 Issue 3, p770-794, 25p

Schlagwörter: VALUE at risk, CUMULATIVE distribution function, KURTOSIS, RANDOM variables, SKEWNESS (Probability theory)

A new example for a proper scoring rule.

Autoren: Barczy, Mátyás

Quelle: Communications in Statistics: Theory & Methods; 2022, Vol. 51 Issue 11, p3705-3712, 8p

Schlagwörter: DISTRIBUTION (Probability theory), MOTIVATION (Psychology)

Limit theorems for Bajraktarević and Cauchy quotient means of independent identically distributed random variables.

Autoren: Barczy, Mátyás Burai, Pál

Quelle: Aequationes Mathematicae; Apr2022, Vol. 96 Issue 2, p279-305, 27p

Random Means Generated by Random Variables: Expectation and Limit Theorems.

Autoren: Barczy, Mátyás Burai, Pál

Quelle: Results in Mathematics / Resultate der Mathematik; Feb2022, Vol. 77 Issue 1, p1-13, 13p

On simultaneous limits for aggregation of stationary randomized INAR(1) processes with poisson innovations.

Autoren: Barczy, Mátyás Nedényi, Fanni K. Pap, Gyula

Quelle: Mathematica Slovaca; Oct2021, Vol. 71 Issue 5, p1241-1268, 28p

Schlagwörter: POISSON processes, CHARACTERISTIC functions, WAREHOUSES, ORDER picking systems, INFINITY (Mathematics), AUTOREGRESSIVE models, STATIONARY processes

On Aggregation of Subcritical Galton–Watson Branching Processes with Regularly Varying Immigration.

Autoren: Barczy, Mátyás Nedényi, Fanni K. Pap, Gyula

Quelle: Lithuanian Mathematical Journal; Oct2020, Vol. 60 Issue 4, p425-451, 27p

Schlagwörter: BRANCHING processes, EMIGRATION & immigration, WAREHOUSES

Almost sure, L1- and L2-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration.

Autoren: Barczy, Mátyás Palau, Sandra Pap, Gyula

Quelle: SCIENCE CHINA Mathematics; Oct2020, Vol. 63 Issue 10, p2089-2116, 28p

On tail behaviour of stationary second-order Galton-Watson processes with immigration.

Autoren: Barczy, Mátyás Bősze, Zsuzsanna Pap, Gyula

Quelle: Modern Stochastics: Theory & Applications; Sep2020, Vol. 7 Issue 3, p315-338, 24p

Schlagwörter: EMIGRATION & immigration, TAILS, BEHAVIOR

Innovational Outliers in INAR(1) Models.

Autoren: Barczy, Mátyás Ispány, Márton Pap, Gyula et al.

Quelle: Communications in Statistics: Theory & Methods; Nov2010, Vol. 39 Issue 18, p3343-3362, 20p

Schlagwörter: ESTIMATION theory, MATHEMATICAL statistics, STATISTICAL correlation, STATISTICS, MATHEMATICAL variables

Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations.

Autoren: Barczy, Mátyás Ben Alaya, Mohamed Kebaier, Ahmed et al.

Quelle: Statistics; Jun2019, Vol. 53 Issue 3, p533-568, 36p

Schlagwörter: ASYMPTOTIC normality, CONTINUOUS processing, GROWTH rate, WIENER processes, LEVY processes, CONTINUOUS time models

Karhunen-Loève expansion for a generalization of Wiener bridge.

Autoren: Barczy, Mátyás Lovas, Rezső L.

Quelle: Lithuanian Mathematical Journal; Oct2018, Vol. 58 Issue 4, p341-359, 19p

Schlagwörter: NUMERICAL analysis, BROWNIAN motion, MATHEMATICAL models, MATHEMATICAL analysis, MARKOV processes