A delayed Black and Scholes formula M Arriojas, Y Hu, SE Mohammed, G Pap Stochastic Analysis and Applications 25 (2), 471-492, 2007 | 200 | 2007 |
Fluctuation limit of branching processes with immigration and estimation of the means M Ispány, G Pap, MCA van Zuijlen Advances in Applied Probability 37 (2), 523-538, 2005 | 71 | 2005 |
Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes M Barczy, G Pap Journal of Statistical Planning and Inference 140 (6), 1576-1593, 2010 | 49 | 2010 |
Asymptotic inference for nearly unstable INAR (1) models M Ispány, G Pap, MCA van Zuijlen Journal of Applied Probability 40 (3), 750-765, 2003 | 47 | 2003 |
Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration M Barczy, Z Li, G Pap arXiv preprint arXiv:1403.0245, 2014 | 45 | 2014 |
Asymptotic behavior of unstable INAR (p) processes M Barczy, M Ispány, G Pap Stochastic Processes and their Applications 121 (3), 583-608, 2011 | 44 | 2011 |
Forecasting Hungarian mortality rates using the Lee-Carter method S Baran, J Gáll, M Ispány, G Pap Acta Oeconomica 57 (1), 21-34, 2007 | 40 | 2007 |
Yamada-Watanabe results for stochastic differential equations with jumps M Barczy, Z Li, G Pap International Journal of Stochastic Analysis 2015, 2015 | 36 | 2015 |
Stationarity and ergodicity for an affine two-factor model M Barczy, L Döring, Z Li, G Pap Advances in Applied Probability 46 (3), 878-898, 2014 | 35 | 2014 |
A note on weak convergence of random step processes M Ispány, G Pap Acta Mathematica Hungarica 126, 381-395, 2010 | 27 | 2010 |
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions M Barczy, G Pap Journal of mathematical analysis and applications 380 (2), 405-424, 2011 | 26 | 2011 |
Additive outliers in INAR (1) models M Barczy, M Ispány, G Pap, M Scotto, ME Silva Statistical Papers 53, 935-949, 2012 | 24 | 2012 |
Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations M Barczy, G Pap Statistics 50 (2), 389-417, 2016 | 23 | 2016 |
On parameter estimation for critical affine processes M Barczy, L Döring, Z Li, G Pap | 23 | 2013 |
α-Wiener bridges: singularity of induced measures and sample path properties M Barczy, G Pap Stochastic Analysis and Applications 28 (3), 447-466, 2010 | 23 | 2010 |
Portmanteau theorem for unbounded measures M Barczy, G Pap Statistics & probability letters 76 (17), 1831-1835, 2006 | 22 | 2006 |
On the asymptotic behaviour of the Stringer bound 1 G Pap, MCA van Zuijlen Statistica Neerlandica 50 (3), 367-389, 1996 | 22 | 1996 |
Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets S Baran, G Pap, MCA Van Zuijlen Computers & Mathematics with Applications 45 (4-5), 563-579, 2003 | 21 | 2003 |
Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets M Arató, G Pap, MCA van Zuijlen Computers & Mathematics with Applications 42 (1-2), 219-229, 2001 | 21 | 2001 |
Asymptotic inference for nearly unstable AR (p) processes T van der Meer, G Pap, MCA van Zuijlen Econometric Theory 15 (2), 184-217, 1999 | 20 | 1999 |