Items where Author is "Gerencsér, László"
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Number of items: 145.
| Date | Author/Title | Document Type | |
|---|---|---|---|
| 2024 | Gerencsér, László and Michaletzky, György and Bokor, József and Polcz, Péter Notes on Input Design: From Multi-Sine Design to Data-Driven Procedures |  | Article |
| 2022 | Gerencsér, László and Perczel, Gy Real-time analysis of neuronal firing patterns via Hawkes processes | | Book Section |
| 2022 | Gerencsér, Balázs and Gerencsér, László Tight bounds on the convergence rate of generalized ratio consensus algorithms | Article | |
| 2021 | Fazekas, Zoltán and Gerencsér, László and Gáspár, Péter Detecting Change between Urban Road Environments along a Route Based on Static Road Object Occurrences | Article | |
| 2021 | Gerencsér, László and Perczel, György Miklós and Erőss, Loránd and Fabó, Dániel and Gerencsérné Vágó, Zsuzsanna Hawkes processes: some key ideas, links to neuroscience and system identification | Article | |
| 2020 | Gerencsér, Balázs and Gerencsér, László Általánosított relatív konszenzus | Article | |
| 2019 | Perczel, György Miklós and Erőss, Loránd and Fabó, Dániel and Gerencsér, László and Hajnal, B and Gerencsérné Vágó, Zsuzsanna and Wittner, Lucia Epilepsziás agyi hálózatok egysejt-aktivitásának jellemzése Hawkes-folyamatok segítségével | Article | |
| 2019 | Perczel, Gy and Erőss, L and Fabó, D and Gerencsér, László and Gerencsérné Vágó, Zsuzsanna Modeling Neuronal Firing in Epilepsy: Fitting Hawkes Processes to Single-Unit Activity | Book Section | |
| 2019 | Caré, A and Csáji, Balázs Csanád and Gerencsér, Balázs and Gerencsér, László and Rásonyi, Miklós Parameter-Dependent Poisson Equations:Tools for Stochastic Approximation in a Markovian Framework | | Book Section |
| 2018 | Gerencsér, László and Csáji, Balázs Csanád and Sabanis, S Asymptotic Analysis of the LMS Algorithm with Momentum | | Book Section |
| 2018 | Fazekas, 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 |
| 2018 | Fazekas, Zoltán and Balázs, Gábor and Gerencsér, László and Gáspár, Péter Experimenting with Routes of Different Geometric Complexity in the Context of Urban Road Environment Detection from Traffic Sign Data | | Book Section |
| 2017 | Gerencsér, László and Hjalmarsson, H and Huang, L Adaptive Input Design for LTI Systems | Article | |
| 2017 | Fazekas, Zoltán and Gerencsér, László and Gáspár, Péter Detecting change in road environment via analysis of marked point processes associated with traffic signs | Article | |
| 2017 | Fazekas, 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 | |
| 2017 | Fazekas, 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 | |
| 2014-06-24 | Gerencsér, László and Mánfay, Máté Empirical characteristic function identification of linear stochastic systems with possibly unstable zeros | | Book Section |
| 2013 | Gerencsér, 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 |
| 2013 | Mánfay, Máté and Gerencsér, László Identification of finite dimensional linear stochastic systems driven by Lévy processes | | Conference or Workshop Item |
| 2013 | Mánfay, Máté and Balas, G and Bokor, József and Gerencsér, László Probabilistic μ for rank-one and perturbed rank-one matrices | | Conference or Workshop Item |
| 2013 | Gerencsér, László and Mánfay, Máté Stability of hybrid Lévy systems | | Conference or Workshop Item |
| 2012 | Huang, L and Hjalmarsson, H and Gerencsér, László Adaptive experiment design for ARMAX systems | Conference or Workshop Item | |
| 2012 | Gerencsér, László and Mánfay, Máté and Gerencsér, Balázs Identification of Lévy Systems in Financial Mathematics | Conference or Workshop Item | |
| 2012 | Gerencsér, László and Orlovits, Zsanett Real time estimation of stochastic volatility processes | ISI Article | |
| 2011 | Gerencsér, László and Prosdocimi, C Input-output properties of the Page-Hinkley detector | | ISI Article |
| 2011 | Rojas, 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 |
| 2011 | Gerencsér, László and Finesso, L A two-stage information criterion for stochastic systems revisited | | ISI Article |
| 2010 | Gerencsér, László and Prosdocimi, C. Change detection for Hidden Markov Models | Conference or Workshop Item | |
| 2010 | Gerencsér, László and Orlovits, Zsanett and Torma, Balázs Recursive estimation of GARCH processes | Conference or Workshop Item | |
| 2010 | Gerencsér, László and Prokaj, Vilmos Recursive identification of continuous-time linear stochastic systems - an off-line approximation | Conference or Workshop Item | |
| 2010 | Gerencsér, László and Prokaj, Vilmos Stability of a class of hybrid linear stochastic systems | ISI Article | |
| 2009-08-23 | Gerencsér, László and Prokaj, Vilmos Recursive identification of continuous-time linear stochastic systems - convergence w.p.1 and in Lq | Conference or Workshop Item | |
| 2009-07-06 | Rojas, 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 | |
| 2009 | Gerencsér, 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 | |
| 2008 | Gerencsér, László and Hjalmarsson, Hakan and Martensson, Jonas Identification of ARX systems with non-stationary inputs - asymptotic analysis with application to adaptive input design | Article | |
| 2008 | Gerencsér, László and Orlovits, Zsanett Lq-stability of products of block-triangular stationary random matrices | Article | |
| 2008 | Gerencsér, László and Kmecs, Ildikó and Torma, Balázs Quantization with adaptation - estimation of Gaussian linear models | Article | |
| 2008 | Gerencsér, 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 | |
| 2008 | Gerencsér, László and Michaletzky, György and Orlovits, Zsanett Stability of block-triangular stationary random matrices | ISI Article | |
| 2008 | Gerencsér, László and Prokaj, Vilmos Stability of hybrid linear stochastic systems - a technical tool in recursive identification | Conference or Workshop Item | |
| 2008 | Gerencsér, László and Mátyás, Zalán A behavioral stock market model | ISI Article | |
| 2008 | Gerencsér, László and Vágó, Zs. and Hill, S. D. The magic of SPSA | Article | |
| 2007 | Gerencsér, László and Martensson, Jonas and Hjalmarsson, Hakan Adaptive input design for ARX systems | | Conference or Workshop Item |
| 2007 | Gerencsér, László and Mátyás, Zalán Almost sure and Lq-convergence of the re-initialized BMP scheme | Conference or Workshop Item | |
| 2007 | Gerencsér, László and Mátyás, Zalán Almost sure convergence of the BMP scheme with resetting | Conference or Workshop Item | |
| 2007 | Gerencsér, László and Molnár-Sáska, Gábor Identification of hidden Markov models - uniform LLN-s | | Book Section |
| 2007 | Gerencsér, László and Michaletzky, György and Orlovits, Zsanett On the top-Lyapunov exponent of block-triangular stationary random matrices | Conference or Workshop Item | |
| 2007 | Gerencsér, László and Michaletzky, György and Molnár-Sáska, Gábor An improved bound for the exponential stability of predictive filters of hidden Markov models | | Article |
| 2006 | Gerencsér, 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 | |
| 2006 | Gerencsér, László Pénzügyi matematika és kockázatanalízis | Book | |
| 2006 | Gerencsér, László and Orlovits, Zsanett System Theory IV. Part I. (Lecture Notes) | | Book |
| 2006 | Gerencsér, László A representation theorem for the error of recursive estimators | Conference or Workshop Item | |
| 2006 | Gerencsér, László A representation theorem for the error of recursive estimators | | ISI Article |
| 2005 | Gerencsér, László and Hjalmarsson, H. Adaptive input design in system identification | Conference or Workshop Item | |
| 2005 | Hill, SD and Gerencsér, László and Vágó, ZS Discrete stochastic approximation via simultaneous difference approximations | Conference or Workshop Item | |
| 2005 | Gerencsér, László and Rásonyi, Miklós and Szepesvári, Csaba and Vágó, Zs Log-optimal currency portfolios and control Lyapunov exponents | Conference or Workshop Item | |
| 2005 | Gerencsér, László and Molnár-Sáska, Gábor and Orlovits, Zsanett Recursive estimation of Hidden Markov models | Conference or Workshop Item | |
| 2005 | Gerencsér, László and Michaletzky, György and Várgó, Zs Risk sensitive identification of linear stochastic systems | Article | |
| 2005 | Gerencsér, László and Mátyás, Z. and Száz, J. A stochastic feedback system model of a stock exchange | Conference or Workshop Item | |
| 2004 | Gerencsér, László and Molnár-Sáska, Gábor Change detection of Hidden Markov models | Conference or Workshop Item | |
| 2004 | Gerencsér, László and Molnár-Sáska, Gábor and Orlovits, Zsanett Change-detection of Hidden Markov models and GARCH processes | Conference or Workshop Item | |
| 2004 | Gerencsér, László and Rásonyi, Miklós and Vágó, ZS Controlled Lyapunov-exponents with applications | Conference or Workshop Item | |
| 2004 | Gerencsér, László and Hill, SD and Vágó, ZS and Vincze, Z. Discrete optimization, SPSA and Markov chain Monte Carlo methods | Conference or Workshop Item | |
| 2004 | Gerencsér, László and Mátyás, Z. and Molnár-Sáska, Gábor and Orlovits, Zsanett Statistical theory of non-linear stochastic systems I | Book | |
| 2004 | Hill, SD and Gerencsér, László and Vágó, ZS Stochastic approximation on discrete sets using simultaneous difference approximations | Conference or Workshop Item | |
| 2004 | Gerencsér, László and Mátyás, Z. A behavioral stock market model | Conference or Workshop Item | |
| 2004 | Gerencsér, László and Mátyás, Z. A system theoretic approach to behavioral finance | Conference or Workshop Item | |
| 2003 | Gerencsér, László and Rásonyi, Miklós and Vágó, ZS Controlled Lyapunov-exponents with application in optimization, finance and biology | Conference or Workshop Item | |
| 2003 | Gerencsér, László and Molnár-Sáska, Gábor Estimation and Strong Approximation of Hidden Markov models | Article | |
| 2003 | Gerencsér, László and Molnár-Sáska, Gábor Estimation error in adaptive prediction of Hidden Markov processes | Conference or Workshop Item | |
| 2003 | Gerencsér, László and Michaletzky, György and Molnár-Sáska, Gábor and Tusnády, G. and Vágó, ZS Rejtett Markov modellek III. [Oktatási segédlet] | Book | |
| 2003 | Gerencsér, László and Mátyás, Z. Rendszerelmélet IV. [Oktatási segédlet] | Book | |
| 2003 | Gerencsér, László and Michaletzky, György Risk sensitive identification of ARMA processes | Article | |
| 2003 | Gerencsér, László and Mátyás, Z. Sztochasztikus rendszerek statisztikai elemzése. [Oktatási segédlet] | Book | |
| 2003 | Gerencsér, László and Mátyás, Z. A behavioral feedback model for financial markets | Conference or Workshop Item | |
| 2003 | Gerencsér, László and Mátyás, Z. A prediction-based behavioral model for financial markets | Conference or Workshop Item | |
| 2002 | Michaletzky, György and Gerencsér, László Bibo stability of switching systems | Article | |
| 2002 | Gerencsér, László and Hill, SD and Vágó, ZS Discrete optimization, SPSA and Markov Chain Monte Carlo methods | Conference or Workshop Item | |
| 2002 | Kozmann, GY and Haraszti, K. and Gerencsér, László and Vágó, ZS Evaluation of a new signal processing approach of high-resolution BSPM | Article | |
| 2002 | Gerencsér, 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 | |
| 2002 | Gerencsér, László and Vágó, ZS and Hjalmarsson, H. Randomization methods in optimization and adaptive control | Conference or Workshop Item | |
| 2002 | Gerencsér, László and Vágó, ZS and Hjalmarsson, H. Randomized iterative feedback tuning | Conference or Workshop Item | |
| 2002 | Gerencsér, László and Molnár-Sáska, Gábor and Michaletzky, György and Tusnády, G. and Vágó, ZS Rejtett Markov modellek II. [Oktatási segédlet] | Book | |
| 2002 | Gerencsér, László and Molnár-Sáska, Gábor and Michaletzky, György and Tusnády, G. and Vágó, ZS Rejtett Markov modellek III. [Oktatási segédlet] | Book | |
| 2002 | Gerencsér, László and Michaletzky, György and Vágó, ZS Risk sensitive identification of ARMA processes. (TRITA/MAT-02-OS04) | Book | |
| 2002 | Gerencsér, László Stability of random iterative mappings | Book Section | |
| 2002 | Gerencsér, László and Michaletzky, György and Reppa, Z. Two-step estimation of misspecified, non-Gaussian ARMA-processes | Conference or Workshop Item | |
| 2002 | Gerencsér, László and Molnár-Sáska, Gábor A new method for the analysis of hidden Markov model estimates | Conference or Workshop Item | |
| 2002 | Gerencsér, László and Michaletzky, György and Reppa, Z. A two-step maximum-likelihood identification of non-Gaussian systems | Conference or Workshop Item | |
| 2002 | Gerencsér, László and Kozmann, GY and Vágó, ZS and Haraszti, K. The use of the SPSA method in ECG analysis | Article | |
| 2001 | Gerencsér, László and Hill, SD and Vágó, ZS Discrete optimization via SPSA | Conference or Workshop Item | |
| 2001 | Gerencsér, 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 | |
| 2001 | Gerencsér, László and Vágó, ZS Non-smooth optimization with randomization | Book Section | |
| 2001 | Gerencsér, László and Michaletzky, György and Molnár-Sáska, Gábor and Vágó, ZS Rejtett Markov modellek. Egyetemi jegyzet. (Hidden Markov models. Lecture Notes) | Book | |
| 2001 | Gerencsér, László and Vágó, ZS The mathematics of noise-free SPSA | Conference or Workshop Item | |
| 2001 | Gerencsér, László and Vágó, ZS A stochastic approximation method for noise-free optimization | Conference or Workshop Item | |
| 2000 | Gerencsér, László and Vágó, Z. SPSA in noise free optimization | Conference or Workshop Item | |
| 2000 | Finesso, L. and Gerencsér, László and Kmecs, I. A recursive randomized EM-algorithm, for estimation under quantization error | Conference or Workshop Item | |
| 1999 | Gerencsér, László and Vágó, ZS Adaptive control of multivariable linear stochastic systems. A strong approximation approach | Conference or Workshop Item | |
| 1999 | Gerencsér, László Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting | Article | |
| 1999 | Finesso, L. and Gerencsér, László and Kmecs, I. Estimation of parameters from quantized noisy observations | Conference or Workshop Item | |
| 1999 | Gerencsér, László and Michaletzky, György and Rásonyi, Miklós Model uncertainty and performance in option pricing | Conference or Workshop Item | |
| 1999 | Gerencsér, László and Kozmann, GY and Vágó, ZS Non-smooth optimization via SPSA | Conference or Workshop Item | |
| 1999 | Gerencsér, László and Hill, SD and Vágó, ZS Optimization over discrete sets via SPSA | Conference or Workshop Item | |
| 1999 | Gerencsér, László and Vágó, ZS Stochastic approximation for function minimization under quantization error | Conference or Workshop Item | |
| 1999 | Gerencsér, László Stochastic systems in financial mathematics - research activities at SZTAKI | Article | |
| 1999 | Gerencsér, László Strong approximation methods in the statistical theory of linear stochastic systems | Thesis | |
| 1999 | Gerencsér, László and Michaletzky, György and Vágó, ZS The algebra of risk-sensitive identification | Conference or Workshop Item | |
| 1999 | Finesso, L. and Gerencsér, László and Kmecs, I. A randomized EM-algorithm for estimating quantized linear Gaussian regression | Conference or Workshop Item | |
| 1999 | Finesso, L. and Gerencsér, László A simple derivation of the HQ order estimator for multivariable stochastic systems | Conference or Workshop Item | |
| 1998 | Vágó, ZS and Gerencsér, László Performance of an adaptive LQ controller with noise injection in continuous time | Article | |
| 1998 | Gerencsér, László and Michaletzky, György and Vágó, ZS Risk-sensitive identification of ARMA processes | Conference or Workshop Item | |
| 1998 | Gerencsér, László and Kozmann, GY and Vágó, ZS SPSA for non-smooth optimization with application in ECG analysis | Conference or Workshop Item | |
| 1998 | Gerencsér, László SPSA with state-dependent noise - a tool for direct adaptive control | Conference or Workshop Item | |
| 1997 | Gerencsér, 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 | |
| 1997 | Gerencsér, László On fixed gain recursive estimation processes | Article | |
| 1997 | Vágó, ZS and Gerencsér, László Parametric uncertainty of an adaptive LQ controller with periodic excitation | Conference or Workshop Item | |
| 1997 | Vágó, ZS and Gerencsér, László Performance of an adaptive LQ controller with periodic excitation | Conference or Workshop Item | |
| 1997 | Gerencsér, László Rate of convergence of moments of Spall's SPSA method | Book Section | |
| 1997 | Gerencsér, László Rate of convergence of moments of Spall's SPSA method | Conference or Workshop Item | |
| 1996 | Gerencsér, László Fixed gain off-line estimators of ARMA parameters | Article | |
| 1996 | Gerencsér, László On fixed gain recursive estimation processes | Article | |
| 1995 | Gerencsér, László and Rissanen, J. and van Schuppen, JH and Vágó, ZS Parametric uncertainty and control performance in stochastic adaptive control | Conference or Workshop Item | |
| 1995 | Gerencsér, 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 | |
| 1995 | Gerencsér, László Rate of convergence for the LMS method | Article | |
| 1995 | Gerencsér, László Slow stochastic approximation processes are good for estimating slope | Article | |
| 1994 | Gerencsér, László and Michaletzky, György and Ober, R. and Schuppen, JH and Vágó, ZS Balancing for identification and control | Conference or Workshop Item | |
| 1994 | Gerencsér, László Fixed gain off-line estimators of ARMA parameters | Article | |
| 1994 | Gerencsér, László and Vágó, ZS Fixed-gain estimation in continuous time | Article | |
| 1994 | Gerencsér, 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 | |
| 1994 | Gerencsér, László On Rissanen's predictive stochastic complexity for stationary ARMA processes | Article | |
| 1994 | Gerencsér, 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 | |
| 1994 | Gerencsér, László and Schuppen, JH and Rissanen, J. and Vágó, ZS Stochastic complexity, selftuning and optimality | Conference or Workshop Item | |
| 1993 | Gerencsér, László and Rissanen, J. Asymptotics of predictive stochastic complexity | Conference or Workshop Item | |
| 1993 | Gerencsér, László Multiple integrals with respect to L-mixing processes | Article | |
| 1993 | Gerencsér, László Predictive stochastic complexity associated with fixed gain estimators | Conference or Workshop Item | |
| 1993 | Gerencsér, László Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process | Article | |
| 1992 | Gerencsér, László AR(hinfinity) estimation and nonparametric stochastic complexity | Article | |
| 1992 | Baikovicius, J. and Gerencsér, László Applications of stochastic complexity and related computational experiments | Conference or Workshop Item | |
| 1992 | Gerencsér, László Fixed gain estimation and tracking | Conference or Workshop Item | |
| 1992 | Gerencsér, László Foundations of fixed gain estimation | Conference or Workshop Item | |
| 1992 | Gerencsér, László Rate of convergence of recursive estimators | Article | |
| 1992 | Gerencsér, László Strong approximation of vector-valued stochastic integrals | Article | |
| 1992 | Gerencsér, László A representation theorem for the error of recursive estimators | Conference or Workshop Item | |
| 1992 | Gerencsér, László and Vágó, ZS A strong approximation theorem for parameter estimators in continuous time | Article |
