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László Gerencsér
2010 – today
- 2012
[j14]László Gerencsér, Zsanett Orlovits: Real time estimation of stochastic volatility processes. Annals OR 200(1): 223-246 (2012)- [c4]Lirong Huang, Håkan Hjalmarsson, László Gerencsér: Adaptive experiment design for ARMAX systems? CDC 2012: 907-912
- 2011
- [j13]Cristian R. Rojas, Håkan Hjalmarsson, László Gerencsér, Jonas Mårtensson: An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems. Automatica 47(7): 1388-1398 (2011)
- [j12]László Gerencsér, Lorenzo Finesso: A two-stage information criterion for stochastic systems revisited. Automatica 47(12): 2791-2795 (2011)
- [j11]László Gerencsér, Cecilia Prosdocimi: Input-output properties of the Page-Hinkley detector. Systems & Control Letters 60(7): 486-491 (2011)
- 2010
- [j10]László Gerencsér, Vilmos Prokaj: Stability of a Class of Hybrid Linear Stochastic Systems. IEEE Trans. Automat. Contr. 55(5): 1233-1238 (2010)
2000 – 2009
- 2009
- [j9]László Gerencsér, Håkan Hjalmarsson, Jonas Mårtensson: Identification of ARX systems with non-stationary inputs - asymptotic analysis with application to adaptive input design. Automatica 45(3): 623-633 (2009)
- [j8]László Gerencsér, Balázs Torma, Zsanett Orlovits: Fundamental Modelling of Financial Markets. ERCIM News 2009(78) (2009)
- 2008
- [j7]László Gerencsér, Zalán Mátyás: A behavioral stock market model. Math. Meth. of OR 67(1): 43-63 (2008)
- [j6]László Gerencsér, György Michaletzky, Zsanett Orlovits: Stability of block-triangular stationary random matrices. Systems & Control Letters 57(8): 620-625 (2008)
- 2006
- [j5]László Gerencsér: A Representation Theorem for the Error of Recursive Estimators. SIAM J. Control and Optimization 44(6): 2123-2188 (2006)
- 2005
- [j4]László Gerencsér, György Michaletzky, Zsuzsanna Vágó: Risk sensitive identification of linear stochastic systems. MCSS 17(2): 77-100 (2005)
- 2003
- [c3]László Gerencsér, Gábor Molnár-Sáska: Estimation and Strong Approximation of Hidden Markov Models. POSTA 2003: 313-320
- 2002
- [j3]György Michaletzky, László Gerencsér: BIBO stability of linear switching systems. IEEE Trans. Automat. Contr. 47(11): 1895-1898 (2002)
- [j2]László Gerencsér, György Kozmann, Zsuzsanna Vágó, Kristóf Haraszti: The use of the SPSA method in ECG analysis. IEEE Trans. Biomed. Engineering 49(10): 1094-1101 (2002)
1990 – 1999
- 1999
- [c2]László Gerencsér, Stacy D. Hill, Zsuzsanna Vágó: Optimization over discrete sets via SPSA. Winter Simulation Conference 1999: 466-470
- 1992
- [j1]László Gerencsér: AR(infty) estimation and nonparametric stochastic complexity. IEEE Transactions on Information Theory 38(6): 1768-1778 (1992)
- 1991
- [c1]László Gerencsér: Asymptotics of Predictive Stochastic Complexity. Data Compression Conference 1991: 228-238
Coauthor Index
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last updated on 2013-02-09 00:20 CET by the dblp team