Items where Author is "Gerencsér, László"

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Number of items: 135.

1992

DateAuthor/TitleDocument Type
1992Gerencsér, László
AR(hinfinity) estimation and nonparametric stochastic complexity
Article
1992Baikovicius, J. and Gerencsér, László
Applications of stochastic complexity and related computational experiments
Conference or Workshop Item
1992Gerencsér, László
Fixed gain estimation and tracking
Conference or Workshop Item
1992Gerencsér, László
Foundations of fixed gain estimation
Conference or Workshop Item
1992Gerencsér, László
Rate of convergence of recursive estimators
Article
1992Gerencsér, László
Strong approximation of vector-valued stochastic integrals
Article
1992Gerencsér, László
A representation theorem for the error of recursive estimators
Conference or Workshop Item
1992Gerencsér, László and Vágó, ZS
A strong approximation theorem for parameter estimators in continuous time
Article

1993

DateAuthor/TitleDocument Type
1993Gerencsér, László and Rissanen, J.
Asymptotics of predictive stochastic complexity
Conference or Workshop Item
1993Gerencsér, László
Multiple integrals with respect to L-mixing processes
Article
1993Gerencsér, László
Predictive stochastic complexity associated with fixed gain estimators
Conference or Workshop Item
1993Gerencsér, László
Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process
Article

1994

DateAuthor/TitleDocument Type
1994Gerencsér, László and Michaletzky, György and Ober, R. and Schuppen, JH and Vágó, ZS
Balancing for identification and control
Conference or Workshop Item
1994Gerencsér, László
Fixed gain off-line estimators of ARMA parameters
Article
1994Gerencsér, László and Vágó, ZS
Fixed-gain estimation in continuous time
Article
1994Gerencsér, László and Vágó, ZS and Hunter, IW and Lafontaine, S. and Horváth, A.
High sampling rate identification of continuous time system
Conference or Workshop Item
1994Gerencsér, László
On Rissanen's predictive stochastic complexity for stationary ARMA processes
Article
1994Gerencsér, László and Vágó, ZS and Hunter, IW and Lafontaine, S. and Horváth, A.
Stochastic complexity in identification of continuous time system
Conference or Workshop Item
1994Gerencsér, László and Schuppen, JH and Rissanen, J. and Vágó, ZS
Stochastic complexity, selftuning and optimality
Conference or Workshop Item

1995

DateAuthor/TitleDocument Type
1995Gerencsér, László and Rissanen, J. and van Schuppen, JH and Vágó, ZS
Parametric uncertainty and control performance in stochastic adaptive control
Conference or Workshop Item
1995Gerencsér, László and van Schuppen, JH and Vágó, ZS and Sétáló, M.
Performance of a minimum variance adaptive controller with noise injection
Conference or Workshop Item
1995Gerencsér, László
Rate of convergence for the LMS method
Article
1995Gerencsér, László
Slow stochastic approximation processes are good for estimating slope
Article

1996

DateAuthor/TitleDocument Type
1996Gerencsér, László
Fixed gain off-line estimators of ARMA parameters
Article
1996Gerencsér, László
On fixed gain recursive estimation processes
Article

1997

DateAuthor/TitleDocument Type
1997Gerencsér, László and Lafontaine, S. and Hunter, IW and Hetthéssy, J. and Jones, L. and Vágó, ZS
High accuracy stochastic adaptive control with applications to master-slave tele-micro-surgical robots
Conference or Workshop Item
1997Gerencsér, László
On fixed gain recursive estimation processes
Article
1997Vágó, ZS and Gerencsér, László
Parametric uncertainty of an adaptive LQ controller with periodic excitation
Conference or Workshop Item
1997Vágó, ZS and Gerencsér, László
Performance of an adaptive LQ controller with periodic excitation
Conference or Workshop Item
1997Gerencsér, László
Rate of convergence of moments of Spall's SPSA method
Book Section
1997Gerencsér, László
Rate of convergence of moments of Spall's SPSA method
Conference or Workshop Item

1998

DateAuthor/TitleDocument Type
1998Vágó, ZS and Gerencsér, László
Performance of an adaptive LQ controller with noise injection in continuous time
Article
1998Gerencsér, László and Michaletzky, György and Vágó, ZS
Risk-sensitive identification of ARMA processes
Conference or Workshop Item
1998Gerencsér, László and Kozmann, GY and Vágó, ZS
SPSA for non-smooth optimization with application in ECG analysis
Conference or Workshop Item
1998Gerencsér, László
SPSA with state-dependent noise - a tool for direct adaptive control
Conference or Workshop Item

1999

DateAuthor/TitleDocument Type
1999Gerencsér, László and Vágó, ZS
Adaptive control of multivariable linear stochastic systems. A strong approximation approach
Conference or Workshop Item
1999Gerencsér, László
Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting
Article
1999Finesso, L. and Gerencsér, László and Kmecs, I.
Estimation of parameters from quantized noisy observations
Conference or Workshop Item
1999Gerencsér, László and Michaletzky, György and Rásonyi, Miklós
Model uncertainty and performance in option pricing
Conference or Workshop Item
1999Gerencsér, László and Kozmann, GY and Vágó, ZS
Non-smooth optimization via SPSA
Conference or Workshop Item
1999Gerencsér, László and Hill, SD and Vágó, ZS
Optimization over discrete sets via SPSA
Conference or Workshop Item
1999Gerencsér, László and Vágó, ZS
Stochastic approximation for function minimization under quantization error
Conference or Workshop Item
1999Gerencsér, László
Stochastic systems in financial mathematics - research activities at SZTAKI
Article
1999Gerencsér, László
Strong approximation methods in the statistical theory of linear stochastic systems
Thesis
1999Gerencsér, László and Michaletzky, György and Vágó, ZS
The algebra of risk-sensitive identification
Conference or Workshop Item
1999Finesso, L. and Gerencsér, László and Kmecs, I.
A randomized EM-algorithm for estimating quantized linear Gaussian regression
Conference or Workshop Item
1999Finesso, L. and Gerencsér, László
A simple derivation of the HQ order estimator for multivariable stochastic systems
Conference or Workshop Item

2000

DateAuthor/TitleDocument Type
2000Gerencsér, László and Vágó, Z.
SPSA in noise free optimization
Conference or Workshop Item
2000Finesso, L. and Gerencsér, László and Kmecs, I.
A recursive randomized EM-algorithm, for estimation under quantization error
Conference or Workshop Item

2001

DateAuthor/TitleDocument Type
2001Gerencsér, László and Hill, SD and Vágó, ZS
Discrete optimization via SPSA
Conference or Workshop Item
2001Gerencsér, László and Hill, SD and Vágó, ZS
Discrete optimization via SPSA. ( Working paper of the Laboratory of Operations Research and Decision Systems, (LORDS) WP 2001-7.)
Book
2001Gerencsér, László and Vágó, ZS
Non-smooth optimization with randomization
Book Section
2001Gerencsér, László and Michaletzky, György and Molnár-Sáska, Gábor and Vágó, ZS
Rejtett Markov modellek. Egyetemi jegyzet. (Hidden Markov models. Lecture Notes)
Book
2001Gerencsér, László and Vágó, ZS
The mathematics of noise-free SPSA
Conference or Workshop Item
2001Gerencsér, László and Vágó, ZS
A stochastic approximation method for noise-free optimization
Conference or Workshop Item

2002

DateAuthor/TitleDocument Type
2002Michaletzky, György and Gerencsér, László
Bibo stability of switching systems
Article
2002Gerencsér, László and Hill, SD and Vágó, ZS
Discrete optimization, SPSA and Markov Chain Monte Carlo methods
Conference or Workshop Item
2002Kozmann, GY and Haraszti, K. and Gerencsér, László and Vágó, ZS
Evaluation of a new signal processing approach of high-resolution BSPM
Article
2002Gerencsér, László and Molnár-Sáska, Gábor and Michaletzky, György and Tusnády, G. and Vágó, ZS
New methods for the statistical analysis of Hidden Markov models
Conference or Workshop Item
2002Gerencsér, László and Vágó, ZS and Hjalmarsson, H.
Randomization methods in optimization and adaptive control
Conference or Workshop Item
2002Gerencsér, László and Vágó, ZS and Hjalmarsson, H.
Randomized iterative feedback tuning
Conference or Workshop Item
2002Gerencsér, László and Molnár-Sáska, Gábor and Michaletzky, György and Tusnády, G. and Vágó, ZS
Rejtett Markov modellek II. [Oktatási segédlet]
Book
2002Gerencsér, László and Molnár-Sáska, Gábor and Michaletzky, György and Tusnády, G. and Vágó, ZS
Rejtett Markov modellek III. [Oktatási segédlet]
Book
2002Gerencsér, László and Michaletzky, György and Vágó, ZS
Risk sensitive identification of ARMA processes. (TRITA/MAT-02-OS04)
Book
2002Gerencsér, László
Stability of random iterative mappings
Book Section
2002Gerencsér, László and Michaletzky, György and Reppa, Z.
Two-step estimation of misspecified, non-Gaussian ARMA-processes
Conference or Workshop Item
2002Gerencsér, László and Molnár-Sáska, Gábor
A new method for the analysis of hidden Markov model estimates
Conference or Workshop Item
2002Gerencsér, László and Michaletzky, György and Reppa, Z.
A two-step maximum-likelihood identification of non-Gaussian systems
Conference or Workshop Item
2002Gerencsér, László and Kozmann, GY and Vágó, ZS and Haraszti, K.
The use of the SPSA method in ECG analysis
Article

2003

DateAuthor/TitleDocument Type
2003Gerencsér, László and Rásonyi, Miklós and Vágó, ZS
Controlled Lyapunov-exponents with application in optimization, finance and biology
Conference or Workshop Item
2003Gerencsér, László and Molnár-Sáska, Gábor
Estimation and Strong Approximation of Hidden Markov models
Article
2003Gerencsér, László and Molnár-Sáska, Gábor
Estimation error in adaptive prediction of Hidden Markov processes
Conference or Workshop Item
2003Gerencsér, László and Michaletzky, György and Molnár-Sáska, Gábor and Tusnády, G. and Vágó, ZS
Rejtett Markov modellek III. [Oktatási segédlet]
Book
2003Gerencsér, László and Mátyás, Z.
Rendszerelmélet IV. [Oktatási segédlet]
Book
2003Gerencsér, László and Michaletzky, György
Risk sensitive identification of ARMA processes
Article
2003Gerencsér, László and Mátyás, Z.
Sztochasztikus rendszerek statisztikai elemzése. [Oktatási segédlet]
Book
2003Gerencsér, László and Mátyás, Z.
A behavioral feedback model for financial markets
Conference or Workshop Item
2003Gerencsér, László and Mátyás, Z.
A prediction-based behavioral model for financial markets
Conference or Workshop Item

2004

DateAuthor/TitleDocument Type
2004Gerencsér, László and Molnár-Sáska, Gábor
Change detection of Hidden Markov models
Conference or Workshop Item
2004Gerencsér, László and Molnár-Sáska, Gábor and Orlovits, Zsanett
Change-detection of Hidden Markov models and GARCH processes
Conference or Workshop Item
2004Gerencsér, László and Rásonyi, Miklós and Vágó, ZS
Controlled Lyapunov-exponents with applications
Conference or Workshop Item
2004Gerencsér, László and Hill, SD and Vágó, ZS and Vincze, Z.
Discrete optimization, SPSA and Markov chain Monte Carlo methods
Conference or Workshop Item
2004Gerencsér, László and Mátyás, Z. and Molnár-Sáska, Gábor and Orlovits, Zsanett
Statistical theory of non-linear stochastic systems I
Book
2004Hill, SD and Gerencsér, László and Vágó, ZS
Stochastic approximation on discrete sets using simultaneous difference approximations
Conference or Workshop Item
2004Gerencsér, László and Mátyás, Z.
A behavioral stock market model
Conference or Workshop Item
2004Gerencsér, László and Mátyás, Z.
A system theoretic approach to behavioral finance
Conference or Workshop Item

2005

DateAuthor/TitleDocument Type
2005Gerencsér, László and Hjalmarsson, H.
Adaptive input design in system identification
Conference or Workshop Item
2005Hill, SD and Gerencsér, László and Vágó, ZS
Discrete stochastic approximation via simultaneous difference approximations
Conference or Workshop Item
2005Gerencsér, László and Rásonyi, Miklós and Szepesvári, Csaba and Vágó, Zs
Log-optimal currency portfolios and control Lyapunov exponents
Conference or Workshop Item
2005Gerencsér, László and Molnár-Sáska, Gábor and Orlovits, Zsanett
Recursive estimation of Hidden Markov models
Conference or Workshop Item
2005Gerencsér, László and Michaletzky, György and Várgó, Zs
Risk sensitive identification of linear stochastic systems
Article
2005Gerencsér, László and Mátyás, Z. and Száz, J.
A stochastic feedback system model of a stock exchange
Conference or Workshop Item

2006

DateAuthor/TitleDocument Type
2006Gerencsér, László and Molnár-Sáska, Gábor and Michaletzky, György
Improved estimation of the exponential stability of the predictive filter in hidden Markov models
Conference or Workshop Item
2006Gerencsér, László
Pénzügyi matematika és kockázatanalízis
Book
2006Gerencsér, László and Orlovits, Zsanett
System Theory IV. Part I. (Lecture Notes)
Book
2006Gerencsér, László
A representation theorem for the error of recursive estimators
Conference or Workshop Item
2006Gerencsér, László
A representation theorem for the error of recursive estimators
ISI Article

2007

DateAuthor/TitleDocument Type
2007Gerencsér, László and Martensson, Jonas and Hjalmarsson, Hakan
Adaptive input design for ARX systems
Conference or Workshop Item
2007Gerencsér, László and Mátyás, Zalán
Almost sure and Lq-convergence of the re-initialized BMP scheme
Conference or Workshop Item
2007Gerencsér, László and Mátyás, Zalán
Almost sure convergence of the BMP scheme with resetting
Conference or Workshop Item
2007Gerencsér, László and Molnár-Sáska, Gábor
Identification of hidden Markov models - uniform LLN-s
Book Section
2007Gerencsér, László and Michaletzky, György and Orlovits, Zsanett
On the top-Lyapunov exponent of block-triangular stationary random matrices
Conference or Workshop Item
2007Gerencsér, László and Michaletzky, György and Molnár-Sáska, Gábor
An improved bound for the exponential stability of predictive filters of hidden Markov models
Article

2008

DateAuthor/TitleDocument Type
2008Gerencsér, László and Hjalmarsson, Hakan and Martensson, Jonas
Identification of ARX systems with non-stationary inputs - asymptotic analysis with application to adaptive input design
Article
2008Gerencsér, László and Orlovits, Zsanett
Lq-stability of products of block-triangular stationary random matrices
Article
2008Gerencsér, László and Kmecs, Ildikó and Torma, Balázs
Quantization with adaptation - estimation of Gaussian linear models
Article
2008Gerencsér, László and Matias, Catherine and Vágó, Zsuzsa and Torma, Balázs and Weiss, Béla
Self-exciting point processes with applications in finance and medicine
Conference or Workshop Item
2008Gerencsér, László and Michaletzky, György and Orlovits, Zsanett
Stability of block-triangular stationary random matrices
ISI Article
2008Gerencsér, László and Prokaj, Vilmos
Stability of hybrid linear stochastic systems - a technical tool in recursive identification
Conference or Workshop Item
2008Gerencsér, László and Mátyás, Zalán
A behavioral stock market model
ISI Article
2008Gerencsér, László and Vágó, Zs. and Hill, S. D.
The magic of SPSA
Article

2009

DateAuthor/TitleDocument Type
2009-08-23Gerencsér, László and Prokaj, Vilmos
Recursive identification of continuous-time linear stochastic systems - convergence w.p.1 and in Lq
Conference or Workshop Item
2009-07-06Rojas, C. R. and Hjalmarsson, H. and Gerencsér, László and Martensson, J.
Consistent estimation of real NMP zeros in stable LTI systems of arbitrary complexity
Conference or Workshop Item
2009Gerencsér, László and Hjalmarsson, Hakan and Martensson, Jonas
Identification of ARX systems with non-stationary inputs - asymptotic analysis with application to adaptive input design
ISI Article

2010

DateAuthor/TitleDocument Type
2010Gerencsér, László and Prosdocimi, C.
Change detection for Hidden Markov Models
Conference or Workshop Item
2010Gerencsér, László and Orlovits, Zsanett and Torma, Balázs
Recursive estimation of GARCH processes
Conference or Workshop Item
2010Gerencsér, László and Prokaj, Vilmos
Recursive identification of continuous-time linear stochastic systems - an off-line approximation
Conference or Workshop Item
2010Gerencsér, László and Prokaj, Vilmos
Stability of a class of hybrid linear stochastic systems
ISI Article

2011

DateAuthor/TitleDocument Type
2011Gerencsér, László and Prosdocimi, C
Input-output properties of the Page-Hinkley detector
ISI Article
2011Rojas, C and Hjalmarsson, H and Gerencsér, László and Martensson, J
An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems
ISI Article
2011Gerencsér, László and Finesso, L
A two-stage information criterion for stochastic systems revisited
ISI Article

2012

DateAuthor/TitleDocument Type
2012Huang, L and Hjalmarsson, H and Gerencsér, László
Adaptive experiment design for ARMAX systems
Conference or Workshop Item
2012Gerencsér, László and Mánfay, Máté and Gerencsér, Balázs
Identification of Lévy Systems in Financial Mathematics
Conference or Workshop Item
2012Gerencsér, László and Orlovits, Zsanett
Real time estimation of stochastic volatility processes
ISI Article

2013

DateAuthor/TitleDocument Type
2013Gerencsér, László and Prosdocimi, C and Vágó, Zs
Change detection for finite dimensional Gaussian linear systems - a bound for the almost sure false alarm rate
Conference or Workshop Item
2013Mánfay, Máté and Gerencsér, László
Identification of finite dimensional linear stochastic systems driven by Lévy processes
Conference or Workshop Item
2013Mánfay, Máté and Balas, G and Bokor, József and Gerencsér, László
Probabilistic μ for rank-one and perturbed rank-one matrices
Conference or Workshop Item
2013Gerencsér, László and Mánfay, Máté
Stability of hybrid Lévy systems
Conference or Workshop Item

2014

DateAuthor/TitleDocument Type
2014-06-24Gerencsér, László and Mánfay, Máté
Empirical characteristic function identification of linear stochastic systems with possibly unstable zeros
Book Section

2017

DateAuthor/TitleDocument Type
2017Gerencsér, László and Hjalmarsson, H and Huang, L
Adaptive Input Design for LTI Systems
Article
2017Fazekas, Zoltán and Gerencsér, László and Gáspár, Péter
Detecting change in road environment via analysis of marked point processes associated with traffic signs
Article
2017Fazekas, Zoltán and Balázs, Gábor and Gerencsér, László and Gáspár, Péter
Inferring the actual urban road environment from traffic sign data using a minimum description length approach
Article
2017Fazekas, Zoltán and Balázs, Gábor and Gerencsér, László and Gáspár, Péter
Locating roadworks sites via detecting change in lateral positions of traffic signs measured relative to the ego -car
Article

2018

DateAuthor/TitleDocument Type
2018Gerencsér, László and Csáji, Balázs Csanád and Sabanis, S
Asymptotic Analysis of the LMS Algorithm with Momentum
Book Section
2018Fazekas, Zoltán and Balázs, Gábor and Gerencsér, László and Gáspár, Péter
Detecting Change in the Urban Road Environment Along a Route Based on Traffic Sign and Crossroad Data
Book Section
This list was generated on Fri Jul 19 03:04:02 2019 CEST.