Selected Publications of the Group

from 2004 on

In peer reviewed books and journals:

  1. Pál Rakonczai, András Zempléni: Copulas and goodness of fit tests. In: Recent advances in Stochastic Modelling and Data Analysis. Eds.: Nikos Limnios,  C.H.Skiadas, World Scientific, Singapore, 2007, pp. 198-205.
  2. Péter Elek, András Zempléni: Tail behaviour and extremes of two-state Markov-switching autoregressive models. Computers and Mathematics, with applications, 2008, 55, 2839-2855,
  3. Miklós Arató, Dávid Bozsó, Péter Elek, András Zempléni: Forecasting and simulating mortality tables. Mathematical and Computer Modelling. Volume 49, Issues 3-4, 2009, p. 805-813
  4. Péter Elek, András Zempléni: Modelling extremes of time-dependent data by Markov-switching structures. Journal of Statistical Planning and Inference, Volume 139, Issue 6, 2009, Pages 1953-1967
  5. Ian Dryden, László Márkus, Charles Taylor, József Kovács: Non-Stationary spatio-temporal analysis of karst water levels Journal of the Royal Statistical Society, Series C-Applied Statistics  2005.,Vol.54., No.3., pp. 673-690.
  6. László Márkus, Péter Elek: A long range dependent model with nonlinear innovations for simulating daily river flows, Natural Hazards in Earth System Sciences, 2004., Vol.2., pp.277-283.
  7. Péter Elek, László Márkus: A light-tailed conditionally heteroscedastic model with applications to river flows, Journal of Time Series Analysis, 2008. Vol. 29, No.1, 14-36.
  8. Krisztina Vasas, Péter Elek, László Márkus: A two state regime switching autoregressive model with application to river flow analysis, Journal of Statistical Planning and Inference, 137 (2007) pp. 3113 - 3126.
  9. László Márkus, János Gyarmati-Szabó: A Hierarchical Bayesian model to predict belatedly reported claims in insurances In: Recent Advances in Stochastic Modelling and Data Analysis, (ed.s: Nikos Limnios, Christos H. Skiadas) World Scientific, Singapore, 2007.
  10. László Márkus, Miklós Arató, Vilmos Prokaj: Hierarchical Bayesian Modelling of Geographic Dependendence of Risk in Household Insurance In: Advances in Data Analysis: Theory and Applications to Reliability and Inference, Data Mining, Lifetime Data and Neural Networks, Editor C.H. Skiadas, Birkhauser, Boston - Basel - Berlin 2009.
  11. Pál Rakonczai, László Márkus and András Zempléni: Auto-copulas: investigating the interdependence structure of stationary time series. Methodology and Computing in Applied Probability (2011), pp. 1-19
  12. Pál Rakonczai, András Zempléni: Bivariate generalized Pareto distribution in practice: models and estimation. Environmetrics, (2012) Vol 23, 3, p. 219-227.
  13. V. Csiszár, P. Hussami, J. Komlós, T. F. Móri, L. Rejtő, G. Tusnády, Testing Goodness of Fit of Random Graph Models. Algorithms 5 (2012), 629–635
  14. Miklós Arató, László Martinek, ESTIMATION OF CLAIM NUMBERS IN AUTOMOBILE INSURANCE, ANNALES UNIVERSITATIS SCIENTIARUM BUDAPESTINENSIS DE ROLANDO EOTVOS NOMINATAE SECTIO COMPUTATORICA 42: pp. 19-35. (2014)
  15. Hajas, Cs. and Zempléni, A. (2014). Data mining of extreme value modelling European precipitation data, Annales Universitatis Scientarium de Rolando Eötvös Nominatae, Sectio Computatorica, Budapest, 42, p. 199-208.
  16. Rakonczai, P., Varga, L. and Zempléni, A. (2014). Copula fitting to autocorrelated data with applications to wind speed modelling, Annales Universitatis Scientarium de Rolando Eötvös Nominatae, Sectio Computatorica, Budapest, 43, p. 3-20.
  17. Varga, L., Rakonczai, P. and Zempléni, A. (2015). Applications of threshold models and the weighted bootstrap for Hungarian precipitation data. Theoretical and Applied Climatology.
  18. Hatvani IG, Kovács J, Márkus L, Clement A, Hoffmann R, Korponai J Assessing the relationship of background factors governing the water quality of an agricultural watershed with changes in catchment property (W-Hungary) JOURNAL OF HYDROLOGY 521: pp. 460-469. (2015)
  19. Kovács, József, Márkus, László, Szalai, József, Kovácsné, Székely Ilona Detection and evaluation of changes induced by the diversion of River Danube in the territorial appearance of latent effects governing shallow-groundwater fluctuations JOURNAL OF HYDROLOGY 520: pp. 314-325. (2015)

 

In conference proceedings:

  1. László Márkus, Miklós Arató: Geographical Dependence of Insurance Risk, Proceedings of the11th Annual Conference of the International Association for Mathematical Geology, Toronto, 2005.
  2. Rakoncai Pál, Márkus László, Zempléni András: Adequacy of Time Series Models, Tested by Goodness of Fit for Auto-Copulas, Proceedings of the COMPSTAT2008 conference, Porto, Portugal, 2008
  3. Pál Rakoncai - László Márkus – András Zempléni: Goodness of Fit for Auto-Copulas: Testing the Adequacy of Time Series Models, Proceedings of the 4th International Workshop in Applied Probability CD-ROM, paper No.73., 6 pages, Compiegne, France, 2008.
  4. Péter Elek, László Márkus: On the Extremes of Nonlinear Time Series Models Describing River Flows, Proceedings of the 4th International Workshop in Applied Probability CD-ROM, paper No.51., 6 pages, Compiegne, France, 2008.
  5. Arató, Miklós, Mályusz Miklós, Martinek László, Comparison of Stochastic Claims Reserving Models in Insurance, In: László Márkus, Vilmos Prokaj (szerk.), 29-th European Meeting of Statisticians. Budapest, 2013.07.20-2013.07.25. pp. 205-206
  6. Arató, Miklós, Estimation of the Parameters of the Matérn Model, In: László Márkus, Vilmos Prokaj (szerk.), 29-th European Meeting of Statisticians. Budapest, Magyarország, 2013.07.20-2013.07.25. p. 33.
  7.  Kovács József, Márkus László , Szalai József , Barcza Márton , Bernáth György , Kovácsné Székely Ilona , Halupka Gábor  Exploring Potentially Hazardous Areas for Water Quality Using Dynamic Factor Analysis In: Kostas Voudouris, Dimitra Voutsa (szerk.) Water Quality Monitoring and Assessment. Rijeka: InTech Open Access Publisher, 2012. pp. 228-256. (ISBN:978-953-51-0486-5)