| 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 |
| 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 |
| 2005 | Gerencsér, László and Michaletzky, György and Várgó, Zs
Risk sensitive identification of linear stochastic systems | | Article |
| 2004 | Gyöngy, I. and Michaletzky, György
On Wong-Zakai approximations with -martingales | | Article |
| 2003 | Michaletzky, György
On the quasi-similarity of compressed shift operators | | Article |
| 2003 | Gerencsér, László and Michaletzky, György
Risk sensitive identification of ARMA processes | | Article |
| 2002 | Michaletzky, György and Gerencsér, László
Bibo stability of switching systems | | Article |
| 1998 | Bolla, M. and Michaletzky, György and Tusnády, G. and Ziermann, M.
Extrema of sums of heterogeneous quadratic forms | | Article |
| 1998 | Michaletzky, György and Szeidl, L.
Limit theorems for random symmetric functions | | Article |
| 1998 | Michaletzky, György and Szeidl, L. and Várlaki, P.
On the characteristic function of the joint limit distribution of the first and second order power sums | | Article |
| 1998 | Michaletzky, György
A note on the factorization of discrete time inner functions | | Article |
| 1997 | Lindquist, A. and Michaletzky, György
Output-induced subspaces, invariant directions, and interpolation in linear discrete-time stochastic systems | | Article |
| 1997 | Biró, Zsolt and Michaletzky, György
The first passage density of the Brownian motion to a Lipschitz-continuous boundary | | Article |
| 1995 | Michaletzky, György and Ferrante, A.
Splitting subspaces and acausal spectral factors | | Article |
| 1995 | Michaletzky, György and Ferrante, A.
Summary: Splitting subspaces and acausal spectral factors | | Article |
| 1995 | Lindquist, A. and Michaletzky, György and Picci, G.
Zeros of spectral factors, the geometry of splitting subspaces and the algebraic Riccati inequality | | Article |
| Date | Author/Title | | Document Type |
|---|
| 2007 | Gerencsér, László and Michaletzky, György and Orlovits, Zsanett
On the top-Lyapunov exponent of block-triangular stationary random matrices | | Conference or Workshop Item |
| 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 |
| 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 | Gombani, A. and Michaletzky, György
On some interpolation problems | | Conference or Workshop Item |
| 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 Michaletzky, György and Reppa, Z.
A two-step maximum-likelihood identification of non-Gaussian systems | | Conference or Workshop Item |
| 2001 | Csiszár, I. and Tusnády, G. and Michaletzky, György and Ispány, M. and Verdes, E. and Rudas, T.
Divergence minimization under prior inequality constraints | | Conference or Workshop Item |
| 2000 | Michaletzky, György
Kimura-Georgiou parametrization of the solutions of the Nevanlinna-Pick interpolation problem in the multivariate case | | 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 | Lindquist, A. and Michaletzky, György
Stochastic model reduction | | Conference or Workshop Item |
| 1999 | Gerencsér, László and Michaletzky, György and Vágó, ZS
The algebra of risk-sensitive identification | | Conference or Workshop Item |
| 1998 | Gerencsér, László and Michaletzky, György and Vágó, ZS
Risk-sensitive identification of ARMA processes | | Conference or Workshop Item |
| 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 | Michaletzky, György and Ferrante, A. and Pavon, M.
Splitting subspaces and acausal spectral factors | | Conference or Workshop Item |
| Date | Author/Title | | Document Type |
|---|
| 2003 | Gombani, A. and Michaletzky, György
On the parametrization of Schur and positive real functions of degree n with fixed interpolating conditions. (Report ISRN IML-R-31-02/03.) | | Book |
| 2003 | Gerencsér, László and Michaletzky, György and Molnár-Sáska, Gábor and Tusnády, G. and Vágó, ZS
Rejtett Markov modellek III. [Oktatási segédlet] | | Book |
| 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 |
| 2001 | Michaletzky, György
Kockázati folyamatok. Egyetemi jegyzet. (Risk processes. Lecture Notes) (in Hungarian) | | Book |
| 2001 | Gerencsér, László and Michaletzky, György and Molnár-Sáska, Gábor and Vágó, ZS
Rejtett Markov modellek. Egyetemi jegyzet. (Hidden Markov models. Lecture Notes) | | Book |
| 1998 | Gyöngy, I. and Michaletzky, György
On diffusion approximations with d-martingales. (Mathematical Institute of the Hungarian Academy of Sciences. Preprint, No. 10/1998.) | | Book |
| 1998 | Michaletzky, György and Bokor, József and Várlaki, P.
Representability of stochastic systems | | Book |
| 1997 | Michaletzky, György
Nyugdíjbiztosítás.(A hét szabad művészet könyvtára.) | | Book |
| 1995 | Michaletzky, György
Kockázati folyamatok. Egyetemi jegyzet | | Book |
| 1995 | Lindquist, A. and Michaletzky, György
Output-induced subspaces, invariant directions and interpolation in linear discrete time stochastic systems (revised version). (Preprint of Department of Mathematics. Royal Instutute of Technology TRITA/MAT-95-OS8.) | | Book |
| 1995 | Michaletzky, György
A note on the factorization of discrete time inner functions. (Preprint of Department of Mathematics. Royal Institute of Technology TRITA/MAT-95-0S9.) | | Book |
| 1994 | Lindquist, A. and Michaletzky, György
Output-induced subspaces, invariant directions and interpolation in linear discrete-time stochastic systems. (Department of Mathematics. Royal Institute of Technology. TRITA/MAT-94-20.) | | Book |
| 1994 | Lindquist, A. and Michaletzky, György and Picci, G.
Zeros of spectral factors, the geometry of splitting subspaces, and the algebraic Riccati inequality. (Department of Mathematics. Royal Institute of Technology. TRITA/MAT-94-40.) | | Book |
