Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlenbeck processes. - Mátyás Barczy; Gyula Pap (Period. Math. Hung., 2005)

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)

On approximations of value at risk and expected shortfall involving kurtosis. - Mátyás Barczy; Ádám Dudás; József Gáll (Commun. Stat. Simul. Comput., 2023)