Mátyás Barczy

According to our database, Mátyás Barczy authored at least 3 papers between 2005 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

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

Mátyás Barczy, Ádám Dudás, József Gáll

Commun. Stat. Simul. Comput., March, 2023

2015

Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration.

Mátyás Barczy, Kristóf Körmendi, Gyula Pap

J. Multivar. Anal., 2015

2005

Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes.

Mátyás Barczy, Gyula Pap

Period. Math. Hung., 2005