Balázs Székely

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All published works

Action	Title	Year	Authors
+	The interior of randomly perturbed self-similar sets on the line	2024	Michel Dekking Károly Simon Balázs Székely Nóra Szekeres
+	The interior of randomly perturbed self-similar sets on the line	2023	Michel Dekking Károly Simon Balázs Székely Nóra Szekeres
+ PDF Chat	Backtestability and the ridge backtest	2023	Carlo Acerbi Balázs Székely
+ PDF Chat	DTM-Based Comparative Geomorphometric Analysis of Four Scoria Cone Areas—Suggestions for Additional Approaches	2022	Fanni Vörös Benjamín van Wyk de Vries Marie-Noëlle Guilbaud Tolga Görüm Dávid Karátson Balázs Székely
+ PDF Chat	DTM-Based Morphometric Analysis of Scoria Cones of the Chaîne des Puys (France)—The Classic and a New Approach	2021	Fanni Vörös Benjamín van Wyk de Vries Dávid Karátson Balázs Székely
+	Geomorphometric analysis of the scoria cones of the San Francisco Volcanic Field using polar coordinate transformation	2016	Fanni Vörös Zsófia Koma Dávid Karátson Balázs Székely
+	BACKTESTING EXPECTED SHORTFALL Introducing three model-independent, non-parametric back-test methodologies for Expected Shortfall	2014	Carlo Acerbi Balázs Székely
+ PDF Chat	The algebraic difference of two random Cantor sets: The Larsson family	2011	Michel Dekking Károly Simon Balázs Székely
+	Strong approximation of continuous local martingales by simple random walks	2010	Balázs Székely Tamás Szabados
+ PDF Chat	Stochastic Integration Based on Simple, Symmetric Random Walks	2008	Tamás Szabados Balázs Székely
+	Fraktálok és valószínűségszámítás = Fractals and probability	2008	Károly Simon Szabolcs Hernáth Tamás Szabados Balázs Székely Rozália Hajnal Tóth
+ PDF Chat	An elementary approach to Brownian local time based on simple, symmetric random walks	2005	Tamás Szabados Balázs Székely
+ PDF Chat	Strong approximation of continuous local martingales by simple random walks	2004	Balázs Székely Tamás Szabados
+ PDF Chat	Moments of an exponential functional of random walks and permutations with given descent sets	2004	Tamás Szabados Balázs Székely
+	Strong approximation of stochastic processes using random walks	2004	Balázs Székely
+ PDF Chat	Strong approximation of continuous local martingales by simple random walks	2004	Balázs Székely Tamás Szabados
+ PDF Chat	An exponential functional of random walks	2003	Tamás Szabados Balázs Székely
+ PDF Chat	An exponential functional of random walks	2003	Tamás Szabados Balázs Székely
+	None	2003	Tamás F. Móri Balázs Székely

Common Coauthors

Coauthor	Papers Together
Tamás Szabados	9
Károly Simon	4
Fanni Vörös	3
Michel Dekking	3
Benjamín van Wyk de Vries	2
Nóra Szekeres	2
Dávid Karátson	2
Carlo Acerbi	2
Rozália Hajnal Tóth	1
Marie-Noëlle Guilbaud	1
Szabolcs Hernáth	1
Tolga Görüm	1
Dávid Karátson	1
Zsófia Koma	1
Tamás F. Móri	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	On the random walk and Brownian motion	1962	Frank B. Knight	7
+ PDF Chat	Strong approximation of fractional Brownian motion by moving averages of simple random walks	2001	Tamás Szabados	4
+	An elementary introduction to the Wiener process and stochastic integrals	2010	Tamás Szabados	4
+ PDF Chat	On the Random Walk and Brownian Motion	1962	Frank B. Knight	3
+ PDF Chat	On the deviations in the Skorokhod-Strassen approximation scheme	1969	J. Kiefer	3
+ PDF Chat	Invariant measures for parabolic IFS with overlaps and random continued fractions	2001	Károly Simon Boris Solomyak Mariusz Urbański	3
+	A Symmetry Characterization of Conditionally Independent Increment Martingales	1993	Daniel Ocone	3
+ PDF Chat	Some invariance properties (of the laws) of Ocone’s martingales	2000	L. Vostrikova M. Yor	3
+ PDF Chat	Strong approximation of continuous local martingales by simple random walks	2004	Balázs Székely Tamás Szabados	3
+	On pathwise stochastic integration	1995	Rajeeva L. Karandikar	2
+	The Theory of Branching Processes	1963	T. E. Harris	2
+ PDF Chat	On the Lévy transformation of brownian motions and continuous martingales	1993	Lester E. Dubins Michel Émery M. Yor	2
+ PDF Chat	Making and Evaluating Point Forecasts	2011	Tilmann Gneiting	2
+ PDF Chat	An exponential functional of random walks	2003	Tamás Szabados Balázs Székely	2
+	On a stochastic difference equation and a representation of non–negative infinitely divisible random variables	1979	Wim Vervaat	2
+	On the Continuity of the Distribution of a Sum of Dependent Variables Connected with Independent Walks on Lines	1974	A. K. Grincevicjus	2
+	Enumerative Combinatorics	1997	Richard P. Stanley Gian‐Carlo Rota	2
+	The Classical Moment Problem as a Self-Adjoint Finite Difference Operator	1998	Barry Simon	2
+	Asymmetric Least Squares Estimation and Testing	1987	Whitney K. Newey James L. Powell	2
+	Real and Complex Analysis.	1987	G. A. Garreau Walter Rudin	2
+ PDF Chat	On the coherence of expected shortfall	2002	Carlo Acerbi Dirk Tasche	2
+	Stable Intersections of Regular Cantor Sets with Large Hausdorff Dimensions	2001	Carlos Gustavo Moreira Jean-Christophe Yoccoz	2
+ PDF Chat	What is the Best Risk Measure in Practice? A Comparison of Standard Measures	2013	Susanne Emmer Dirk Tasche Marie Kratz	1
+	On Strong Versions of the Central Limit Theorem	1988	Peter Schatte	1
+ PDF Chat	Correlated Fractal Percolation and the Palis Conjecture	2009	Michel Dekking Henk Don	1
+ PDF Chat	Continuous Ocone Martingales as Weak Limits of Rescaled Martingales	2002	Harry van Zanten	1
+	Ito's formula for a random walk	1982	R. Kudžma	1
+ PDF Chat	Resonance between Cantor sets	2008	Yuval Peres Pablo Shmerkin	1
+	A random walk analogue of Levy's	2008	Takahiko Fujita	1
+ PDF Chat	The modified, discrete, Levy-transformation is Bernoulli	1992	Lester E. Dubins Meir Smorodinsky	1
+	Elicitability and backtesting: Perspectives for banking regulation	2017	Natalia Nolde Johanna F. Ziegel	1
+	spatial-efd: A spatial-aware implementation of elliptical Fourier analysis	2017	Stuart Grieve	1
+ PDF Chat	On the size of the algebraic difference of two random Cantor sets	2007	Michel Dekking Károly Simon	1
+ PDF Chat	Projections of fractal percolations	2013	Michał Rams Károly Simon	1
+ PDF Chat	Dimension approximation of attractors of graph directed IFSs by self-similar sets	2018	Ábel Farkas	1
+	Sums of two homogeneous Cantor sets	2018	Yuki Takahashi	1
+ PDF Chat	Backtesting expected shortfall: a simple recipe?	2019	Felix Moldenhauer Marcin Pitera	1
+	Morpho-chronology of monogenetic scoria cones from their level contour curves. Applications to the Chichinautzin monogenetic field, Central Mexico	2020	María Cristina Zarazúa-Carbajal Servando De la Cruz‐Reyna	1
+ PDF Chat	Local entropy averages and projections of fractal measures	2012	Michael Hochman Pablo Shmerkin	1
+ PDF Chat	What is the best risk measure in practice? A comparison of standard measures	2015	Susanne Emmer Marie Kratz Dirk Tasche	1
+ PDF Chat	Regression-Based Expected Shortfall Backtesting	2020	Sebastian Bayer Timo Dimitriadis	1
+ PDF Chat	DTM-Based Morphometric Analysis of Scoria Cones of the Chaîne des Puys (France)—The Classic and a New Approach	2021	Fanni Vörös Benjamín van Wyk de Vries Dávid Karátson Balázs Székely	1
+ PDF Chat	Random Walks and A Sojourn Density Process of Brownian Motion	1963	Frank B. Knight	1
+	On a stochastic difference equation and a representation of non–negative infinitely divisible random variables	1979	Wim Vervaat	1
+ PDF Chat	Constructing a sequence of random walks strongly converging to Brownian motion	2003	Philippe Marchal	1
+	A note on the almost everywhere central limit theorem	1989	Michael T. Lacey Walter Philipp	1
+	Local time and invariance	1981	Pál Révész	1
+ PDF Chat	A property of Brownian motion paths	1958	H. F. Trotter	1
+	Backtesting General Spectral Risk Measures with Application to Expected Shortfall	2014	Nick Costanzino Mike Curran	1
+ PDF Chat	Strong invariance for local times	1983	E. Cs�ki P. R�v�sz	1