Fanni K. Nedényi

Available identifiers

Publication	Date of Publication	Type
Probability equivalent level of value at risk and higher-order expected shortfalls	2023-02-03	Paper
On the Automorphism Group of the Substructure Ordering of Finite Directed Graphs	2022-09-13	Paper
Convergence of partial sum processes to stable processes with application for aggregation of branching processes	2022-06-13	Paper
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls	2022-02-20	Paper
On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations	2021-12-03	Paper
On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration	2021-05-11	Paper
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling	2021-01-05	Paper
An online change detection test for parametric discrete-time stochastic processes	2018-10-22	Paper
On aggregation of multitype Galton-Watson branching processes with immigration	2018-06-20	Paper
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations	2017-03-28	Paper
Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes	2016-09-13	Paper
Conditional least squares estimators for multitype Galton-Watson processe	2016-09-09	Paper
A CUSUM type change detection test based on martingale differences	2014-07-16	Paper

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