Marcell János; Pap Gyula: Local asymptotic quadraticity of statistical experiments connected with a Heston model. In: Acta scientiarum mathematicarum, (83) 1-2. pp. 313-344. (2017)
Barczy Mátyás; Pap Gyula; Szabó Tamás T.: Parameter estimation for the subcritical Heston model based on discrete time observations. In: Acta scientiarum mathematicarum, (82) 1-2. pp. 313-338. (2016)
Fülöp Erika; Pap Gyula: Asymptotically optimal tests for a discrete time random field HJM type interest rate model. In: Acta scientiarum mathematicarum, (73) 3-4. pp. 839-864. (2007)
Ispány Márton; Zuijlen Martien C. A. van; Pap Gyula: Critical branching mechanisms with immigration and Ornstein-Uhlenbeck type diffusions. In: Acta scientiarum mathematicarum, (71) 3-4. pp. 821-850. (2005)