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personal data approved: 2016. VI. 26.
Personal data
Mátyás Barczy
name Mátyás Barczy
year of birth 1977
name of institution
doctoral school
DE Doctoral School of Mathematical and Computational Sciences (Academic staff member)
DE Doctoral School of Informatics (Announcer of research topic)
the share of work in the different doctoral schools. DE Doctoral School of Mathematical and Computational Sciences 50%
DE Doctoral School of Informatics 50%
Contact details
E-mail address barczy.matyasinf.unideb.hu
phone number +36 52 512-900/75210
own web page
Academic title
scientific degree, title Ph.D.
year degree was obtained 2006
discipline to which degree belongs mathematics and computing
institution granting the degree University of Debrecen
scientific degree, title Habilitation
year degree was obtained 2016
discipline to which degree belongs mathematics and computing
institution granting the degree University of Debrecen
Employment
2004 - University of Debrecen
university professor or researcher
Thesis topic supervisor
number of doctoral students supervised until now 0
number of students who fulfilled course requirements 0
students who obtained their degrees:
  Thesis topic proposals
Research
research area Probability theory and stochastic processes (Studying continuous time stochastic processes: existence and uniqueness of stationary distributions, question of ergodicity, parameter estimation.)
research field in which current research is conducted mathematics and computing
Publications
2016

Mátyás Barczy, Gyula Pap: Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations, STATISTICS 50: (2) pp. 389-417.
type of document: Journal paper/Article
language: English
Full text 
2015

Mátyás Barczy, Kristóf Körmendi, Gyula Pap: Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration, JOURNAL OF MULTIVARIATE ANALYSIS 139: pp. 92-123.
type of document: Journal paper/Article
language: English
Full text 
2014

Mátyás Barczy, Leif Döring, Zenghu Li, Gyula Pap: Stationarity and ergodicity for an affine two factor model, ADVANCES IN APPLIED PROBABILITY 46: (3) pp. 878-898.
type of document: Journal paper/Article
number of independent citations: 5
language: English
Full text 
2013

Mátyás Barczy, Leif Döring, Zenghu Li, Gyula Pap: On parameter estimation for critical affine processes, ELECTRONIC JOURNAL OF STATISTICS 7: pp. 647-696.
type of document: Journal paper/Article
number of independent citations: 2
language: English
DOI 
2013

Mátyás Barczy, Peter Kern: Representations of multidimensional linear process bridges, RANDOM OPERATORS AND STOCHASTIC EQUATIONS 21: (2) pp. 159-189.
type of document: Journal paper/Article
number of independent citations: 4
language: English
DOI 
2012

Leif Doering, Mátyás Barczy: A jump type SDE approach to positive self-similar Markov processes, ELECTRONIC JOURNAL OF PROBABILITY 17: (94) pp. 1-39.
type of document: Journal paper/Article
number of independent citations: 3
language: English
Full text 
2011

Mátyás Barczy, Márton Ispány, Gyula Pap: Asymptotic behavior of unstable INAR(p) processes, STOCHASTIC PROCESSES AND THEIR APPLICATIONS 121: (3) pp. 583-608.
type of document: Journal paper/Article
number of independent citations: 10
language: English
Full text 
2011

Mátyás Barczy, Gyula Pap: Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions, JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 380: (2) pp. 405-424.
type of document: Journal paper/Article
number of independent citations: 12
language: English
Full text 
2006

Mátyás Barczy, Gyula Pap: Fourier transform of a Gaussian measure on the Heisenberg group, ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 42: (5) pp. 607-633.
type of document: Journal paper/Article
number of independent citations: 2
language: English
URL 
2003

Molnár L, Barczy M: Linear maps on the space of all bounded observables preserving maximal deviation, JOURNAL OF FUNCTIONAL ANALYSIS 205: pp. 380-400.
type of document: Journal paper/Article
number of independent citations: 6
language: English
Number of independent citations to these publications:44 
Scientometric data
list of publications and citations
number of scientific publications that meet accreditation criteria:
38
number of scientific publications:
42
monographs and professional books:
0
monographs/books in which chapters/sections were contributed:
0 
scientific publications published abroad that meet the accreditation criteria:
35
publications not in Hungarian, published in Hungary, meeting the accreditation criteria:
3
number of independent citations to scientific publications and creative works:
119

 
All rights reserved © 2007, Hungarian Doctoral Council. Doctoral Council registration number at commissioner for data protection: 02003/0001. Program version: 1.2318 ( 2016. XI. 26. )