Concepedia

Vilmos Prokaj

VP

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Publications

6

Citations

145

H-Index

6

Active since

1998

Affiliations

Eötvös Loránd University(Current)

Hungarian Academy of Sciences

Vilmos Prokaj is an author at Eötvös Loránd University specializing in engineering, functional analysis, and spectral theory.

Top concepts

EngineeringFunctional AnalysisStatisticsProbabilityEconometricsRobust ModelingSpectral TheoryEstimation TheoryInvariant MeasuresStatistical Inference

Publications per year

1998–2023

6

Publications

6

Shadow price in the power utility case

Attila Herczegh, Vilmos Prokaj · The Annals of Applied Probability · 2015 · 38 citations · Full text

Robust biased estimators for Poisson regression model: Simulation and applications

Adewale F. Lukman, ‎M‎ohammad Arashi, Vilmos Prokaj · Concurrency and Computation Practice and Experience · 2023 · 31 citations · Full text

Econometric Model, Parameter Estimation, Engineering +13

Planar diffusions with rank-based characteristics and perturbed Tanaka equations

E. Robert Fernholz, Tomoyuki Ichiba, Ioannis Karatzas et al. · Probability Theory and Related Fields · 2012 · 29 citations · Full text

Planar Diffusions, Diffusion Process, Anomalous Diffusion +1

OPERATOR EXTENSIONS ON HILBERT SPACE

Vilmos Prokaj · 1998 · 25 citations

Spectral Theory, Linear Operator, Engineering +2

Unfolding the Skorohod reflection of a semimartingale

Vilmos Prokaj · Statistics & Probability Letters · 2008 · 12 citations · Full text

Skorohod Reflection, Stochastic Differential Equation, Probability Theory +1

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