Debreceni Egyetem, Informatikai Kar

Információ Technológia Tanszék

Citation index (12.21.2009)

Web of Science

  • Citation: 49
  • Cited publications: 13
  • H-index: 3

Google Scholar

  • Citation: 132
  • Cited publications: 34
  • H-index: 6

Scopus

  • Citation: 49
  • Publications: 12
  • H-index: 3



Márton Ispány's publications

Forthcoming papers

  • Applications of a simplified protocol of RoboCup 2D Soccer Simulation, Infocommunication Journal (2013), with N. Bátfai, R. Dóczi, J. Komzsik, A. Mamenyák, Cs. Székelyhidi, J. Zákány, G. Terdik.

  • A non-negative integer-valued autoregressive process with seasonal structure, (2013), with M. Bourguignon, K.L.P. Vasconcellos, V.A. Reisen.
  • Statistical inference for 2-type doubly symmetric critical Galton-Watson processes with immigration, "Bernoulli" (2012), with K. Körmendi, G. Pap.
  • Poisson limit of a multi-dimensional inhomogeneous nearly unstable INAR model, with L. Győrfi, G. Pap.
  • Stochastic models for Hungarian economic variables for actuarial use, Mathematical and Computer Modelling (2009), with S. Baran, J. Gall and G. Pap.

  • Asymptotic behavior of CLS estimators for unstable INAR(2) models, Scandinavian Journal of Statistics (2012), with M. Barczy, G. Pap.

  • Asymptotic behavior of critical primitive multi-type branching processes with immigration, Stochastic Analysis and Applications (2012), with G. Pap.

Refereed journals and conference proceedings

  • Additive outliers in INAR(1) models, Statistical Papers (2012) 53:935–949, with M. Barczy, G. Pap, M. Scotto, M. E. Silva. (download pdf)

  • Asymptotic behavior of unstable INAR(p) processes, Stochastic Processes and their Applications 121(3), (2011) 583-608, with M. Barczy and G. Pap.

  • Innovational outliers in INAR(1) models, Communications in Statistics – Theory and Methods 39, (2010) 3343–3362 with M. Barczy, G. Pap, M. Scotto, M. E. Silva. (download pdf)

  • Critical branching processes with immigration. in (Eds. M. González et al.) Proceedings of the Workshop on Branching Processes with Applications, Badajoz, Spain, April 20-23, 2009, Lecture Notes in Statistics 197, Springer, Berlin Heidelberg 2010, pp. 135--146, with Gy. Pap.

  • A note on weak convergence of random step processes, Acta Mathematica Hungarica, 126 (4), (2010) 381-395, with G. Pap. (access paper here)

  • Limit theorems for normalized nearly critical branching processes, Publicationes Mathematicae Debrecen 72, Nr. 1-2, (2008) 17-34. (download pdf)

  • Poisson limit of an inhomogeneous nearly critical INAR(1) model, Acta Sci. Math. (Szeged) 73, Nr. 3-4, (2007) 783--809, with L. Győrfi, G. Pap and K. Varga.

  • Forecasting Hungarian mortality rates using the Lee-Carter method, Acta Oeconomica 57, Nr. 1, (2007) 21-34, with S. Baran, J. Gáll and G. Pap. (access paper here)

  • On speed of stochastic CART model search, Austrian Journal of Statistics 36, Nr. 1, (2007) 27-40, with I. Krasznahorkay. (download pdf)

  • Fluctuation limit of branching processes with immigration and estimation of the means, Advances in Applied Probability 37, (2005) 523-538, with G. Pap and M.v. Zuijlen. (access paper here)

  • Critical branching mechanisms with immigration and Ornstein--Uhlenbeck type diffusions, Acta Sci. Math. (Szeged) 71, (2005) 821-850, with G. Pap and M.v. Zuijlen.

  • A statistical analysis of population variability in Bronze Turkey considering gene conservation, Archiv für Tierzucht/Archives Animal Breeding 47, Nr. 4, (2004) 377-385, with Sz. Szőke, I. Komlósi, E. Korom and S. Mihók. (download pdf)

  • Asymptotic inference for nearly unstable INAR(1) models, Journal of Applied Probability 40, Nr. 3, (2003) 750-765, with G. Pap and M.v. Zuijlen. (access paper here)

  • Asymptotic Behaviour of Estimators of the Parameters of Nearly Unstable INAR(1) Models. In: Y. Haitovsky, H.R. Lerche and Y. Ritov (eds.) Foundations of Statistical Inference. Proceedings of the Shoresh Conference 2001. Berlin, Physica-Verlag, 2003, pp. 193-204.

  • Divergence Minimization under Prior Inequality Constraints, In: Proceedings of the IEEE International Symposium on Information Theory, Washington DC, June 24-29, 2001, pp. 21, with I. Csiszár, Gy. Michaletzky, T. Rudas, G. Tusnády and E. Verdes.

  • Developing a numerical library in Java. In: Proceedings of the 4th International Conference on Applied Informatics, Eger-Noszvaj, Hungary, August 30 - September 3, 1999. Eger: Molnár és tsa, 2001, pp. 345, with N. Bátfai, Sz. Erdei.

  • On functionals of complex Ornstein-Uhlenbeck processes, Computers and Mathematics with Applications 37, Nr. 1, (1999) 1-13, with M. Arató and S. Baran. (download pdf)

  • On stationarity and second order properties of a scalar-valued nonlinear time series with Gaussian residuals, Computers and Mathematics with Applications 35, Nr. 4, (1998) 95-104. (download pdf)

  • On stationarity of additive bilinear state--space representation of time series. In: Stochastic Differential and Difference Equations, edited by I. Csiszár and Gy. Michaletzky, Birkhauser, Boston, 1997, 143-155

  • Criteria for the existence of even order moments of bilinear time series, Stochastic Models 9, Nr. 2 (1993) 255-273, with Gy. Terdik. (access paper here)

  • A note on stationarity of bilinear models, Publicationes Mathematicae Debrecen 38, (1991) 165-173, with Gy. Terdik.

Books

  • Introduction to mathematical statistics, KLTE, Debrecen 1996, with S. Baran, I. Fazekas (editor), B. Glevitzky, E. Iglói, I. Kalmár, M. Nagy, L. Tar, E. Verdes. (in hungarian)
  • Adatbányászat. Alapvetés, P.N. Tan, M. Steinbach, V. Kumar, Panem Könyvek, Budapest 2012, magyar kiadás szerkesztő. (in hungarian)

Technical reports and other publications

  • Asymptotic behavior of critical primitive multi-type branching processes with immigration, arXiv:1202.1617v1 (2012), with G. Pap. (download here)

  • Asymptotic behavior of CLS estimators for unstable INAR(2) models, arXiv:1202.1617v1 (2012), with M. Barczy, G. Pap. (download here)

  • Approximation of non-negative integer-valued matrices with application to Hungarian mortality data. In: L Gerencsér, Gy Michaletzky, A Edelmayer (szerk.) Proc. of the 19th International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010). Budapest, Magyarország, July 5-9 2010, pp. 831-838, with Gy Michaletzky, J Reiczigel, G Tusnády, P Tusnády, K Varga.
  • Virtual military robot controlled by emotical agents using reinforcement learning, Proceedings of the 8th International Conference on Applied Informatics, 71-77, B.V.B. Nyomda és Kiadó Kft., Eger, Hungary, 2004, with A. Fülöp.

  • Asymptotic behavior of unstable INAR(p) processes, arXiv:0908.4560 (2009), with M. Barczy and G. Pap. (download here)

  • Outliers in INAR(1) models, arXiv:0903.2421 (2009), with M. Barczy, Gy. Pap, M. Scotto, M. E. Silva. (download here)

  • Weak convergence of step processes and an application for critical multitype branching processes with immigration, arXiv:math/0701803v1 (2007), with Gy. Pap. (download here)

  • Poisson limit of an inhomogeneous nearly critical INAR(1) model, arXiv:math/0703754v1 (2007), with L. Győrfi, G. Pap and K. Varga. (download here)

  • Vizsgálatok egy génrezerv pulykapopulációban. Acta Agria Debreceniensis 13 (2004) 48-52, with Szőke Sz, Komlósi I, Korom E, Ispány M, Mihók S.

  • Application of the MCMC algorithm in Web mining, Proceedings of the 6th International Conference on Applied Informatics, 211-219. B.V.B. Nyomda és Kiadó Kft., Eger, Hungary, 2004.

  • Critical branching mechanisms with immigration and Ornstein-Uhlenbeck type diffusions, Report No. 0319, University of Nijmegen, The Netherlands, 2003, with G. Pap and M.v. Zuijlen.

  • A robust modification of the EM algorithm, ICORS 2003, International Conference on Robust Statistics, Antwerp, 13 - 18 July 2003, Belgium, Gy. Michaletzky, T. Rudas and G. Tusnády.

  • Critical branching mechanisms with immigration and Ornstein-Uhlenbeck type diffusions, Report No. 0319, University of Nijmegen, The Netherlands, 2003, with G. Pap and M.v. Zuijlen.

  • On affine state-space representation of time series, Communication and Control 8, 591-602, 2002.

  • Fluctuation limit of branching processes with immigration and estimation of the means, Report No. 0131, University of Nijmegen, The Netherlands, 2001, with G. Pap and M.v. Zuijlen.

  • Asymptotic Behaviour of Estimators of the Parameters of Nearly Unstable INAR(1) Models, Report No. 0120, University of Nijmegen, The Netherlands, 2001, with G. Pap and M.v. Zuijlen.

  • Asymptotic inference for nearly unstable INAR(1) models, Report No. 0109, University of Nijmegen, The Netherlands, 2000, with G. Pap and M.v. Zuijlen.

  • On first-order time varying ARMA processes, Prepints No. 252, Technical Report, DE, MII, 2000.

  • Time varying bilinear models with Gaussian innovation, Prepints No. 251, Technical Report, DE, MII, 2000.

  • Affine state space representation of nonlinear time series, Technical Report MII-KLTE-00-4, 2000.

  • Spectral analysis of some nonlinear time series models, Proceedings of 3th International Conference on Applied Informatics, Eger - Noszvaj, Hungary, 1997, 69-84.

  • Stationarity and parameter estimation of autoregressive processes with subordinated random coefficient, Proceedings of 9th EYSM, Rotterdam, 1995, 26-30.

  • Random coefficients autoregressive processes, Technical Report MII-KLTE-94-111, 1994.

  • Bilinear time series models on Hilbert space, Technical Report MII-KLTE-94-113, 1994.

  • Moment inequalities for completely regular processes with applications, Technical Report MII-KLTE-94-126, 1994.

  • A generalized Frobenius-Perron theorem with applications, Technical Report MII-KLTE-93-83, 1993.

Talks

  • Asymptotic behavior of unstable INAR(p) processes, Prague Stochastics 2010, Prague, Czech Republic, August 30 -- September 3, 2010, with M. Barczy and G. Pap.

  • Approximation of non-negative integer-valued matrices with application to Hungarian mortality data, 19th International Symposium on Mathematical Theory of Networks and Systems (MTNS 2010), Budapest, Hungary, 5-9 July 2010, with G. Michaletzky, J. Reiczigel, G. Tusnády, P. Tusnády, K. Varga.

  • Collaborative INAR(1) processes and random forests, "Workshop on Integer-valued Time Series Modelling (WINTS09), Aveiro, Portugal, September 3-5, 2009.

  • Limit theorems for critical inhomogeneous branching process with immigration. International Conference on Probability and Statistics with Applications, Dedicated to the 100th anniversary of the birthday of Béla Gyires, Debrecen, Hungary, June 8-12, 2009.

  • Limit theorems for critical inhomogeneous branching process with immigration. XXVIII International Seminar on Stability Problems for Stochastic Models, 31 May - 5 June, 2009 Zakopane, Poland.

  • Limit theorems for critical inhomogeneous branching process with immigration. Workshop on Branching Processes with Applications, Badajoz, Spain, April 20-23, 2009. (meghívott előadó)

  • A new martingale limit theorem with applications for critical branching processes with immigration. 6th Session of the ISI, Lisboa, Portugal, 22 - 29 August, 2007.

  • Critical multitype branching processes with immigration. Probability at Warwick, Warwick, UK, 23rd - 27th July, 2007.

  • Applications of ensemble methods in data mining. ICAI 2007 - 7th International Conference on Applied Informatics, Eger, Hungary, January 28-31 2007, with Á. Papp.

  • Critical multitype branching processes with immigration. XXVI. Seminar on Stability Problems for Stochastic Models, August 27 - September 2, 2006, Sovata-Bai, Romania.

  • Statistical inference for multitype branching processes with immigration. 9th International Conference on Probability Theory and Mathematical Statistics, Vilnius, 25 - 30 June 2006, Lithuania.

  • Prediction of Hungarian mortality rates using Lee-Carter method. Fourth Conference on Applied Mathematics and Scientific Computing, Brijuni, Croatia, June 19 - 24, 2005, with S. Baran, J. Gáll, G. Pap.

  • Critical branching processes with immigration. Third Croatian Congress of Mathematics, Split, 16 - 18 June, 2004, Croatia.

  • Application of the MCMC algorithm in Web mining. ICAI '2004 - 6th International Conference on Applied Informatics, Eger, Hungary, January 27 - 31 2004.

  • A robust modification of the EM algorithm. ICORS 2003, International Conference on Robust Statistics, Antwerp, 13 - 18 July 2003, Belgium, with G. Michaletzky, T. Rudas and G. Tusnády.

  • Limit theorems for two--dimensional critical branching processes with immigration. 8th International Conference on Probability Theory and Mathematical Statistics, Vilnius, 23 - 29 June 2002, Lithuania.

  • On affine state-space representation of time series. 8th International Conference on Advances in Communications and Control, Crete, 25 - 29 June 2001, Greece.

  • Non--linear time series models with time varying parameters. Foundation of Statistical Inference: Applications in the Medical and Social Sciences, in Industry, and the Interface with Computer Science, Shoresh, 17 - 21 December 2001, Israel.

  • On affine state-space representation of time series. Conference on Information Theory, Cryptography and Statistics (Birthday Celebration of K. Marton, T. Nemetz and G. Tusnády) October 19 - 21, 2001, Budapest, Hungary.

  • Some remarks on stability of time varying ARMA models. XXI Seminar on Stability of Stochastic Models, Eger 28 Jan. - 3 Feb. 2001, Hungary.

  • Time dependent representations of nonlinear and nonstationary time series. STAT'2000 International Conference on Mathematical Statistics, Wroclaw University of Technology, Poland, August 21 - 25, 2000.

  • Autoregressive evolution in nonlinear Gaussian environment. XX International Seminar on Stability Problems for Stochastic Models, Lublin - Naleczow, Sep 5 - 11, 1999.

  • On state-space representation of nonlinear time series models with Gaussian innovation. 4th Seminar Europeen de Statistique, Complex Stochastic Systems, EURANDOM, Eindhoven, March 15 - 20, 1999.

  • Wiener integral and linear L2-functionals of stochastic measures on Banach spaces. 7th Vilnius Conference on Probability Theory and 22nd European Meeting of Statisticians, Vilnius, August 12 - 18, 1998.

  • On stationarity and identification of general nonlinear time series with Gaussian innovation. 6th International Conference on Advances in Communication and Control, Corfu, Greece, June 23 - 27, 1997.

  • On additive bilinear state space representation of stationary time series. Proceedings of the Conference on Stochastic Differential and Difference Equations, Győr, Hungary, August 21 - 24, 1996.

  • Stationarity and parameter estimation of autoregressive processes with subordinated random coefficient. Ninth European Young Statisticians Meeting, Rotterdam, The Netherlands, August 14 - 18, 1995.

  • Random coefficient autoregressive processes. XVI Seminar on Stability Problems of Stochastic Models, Eger, Hungary, 29 August - 3 September 1994.

  • L2--functionals of Gaussian c.a.o.s. measure via multiple Wiener-Ito integral. 8th European Young Statisticians Meeting, Palanga, Lithuania, September 5 - 12 1993.

  • On stationary solution of a H-valued nonlinear stochastic difference equation. II New trends in probability and statistics, Munkács, Ukrajna 27 September - 3 Oktober 1992.