Items where Author is "Orlovits, Zsanett"
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Number of items: 9.
2004
Date | Author/Title | Document Type | |
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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 Mátyás, Z. and Molnár-Sáska, Gábor and Orlovits, Zsanett Statistical theory of non-linear stochastic systems I | Book |
2005
Date | Author/Title | Document Type | |
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2005 | Gerencsér, László and Molnár-Sáska, Gábor and Orlovits, Zsanett Recursive estimation of Hidden Markov models | Conference or Workshop Item |
2006
Date | Author/Title | Document Type | |
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2006 | Gerencsér, László and Orlovits, Zsanett System Theory IV. Part I. (Lecture Notes) | Book |
2007
Date | Author/Title | Document Type | |
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2007 | Gerencsér, László and Michaletzky, György and Orlovits, Zsanett On the top-Lyapunov exponent of block-triangular stationary random matrices | Conference or Workshop Item |
2008
Date | Author/Title | Document Type | |
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2008 | Gerencsér, László and Orlovits, Zsanett Lq-stability of products of block-triangular stationary random matrices | Article | |
2008 | Gerencsér, László and Michaletzky, György and Orlovits, Zsanett Stability of block-triangular stationary random matrices | ISI Article |
2010
Date | Author/Title | Document Type | |
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2010 | Gerencsér, László and Orlovits, Zsanett and Torma, Balázs Recursive estimation of GARCH processes | Conference or Workshop Item |
2012
Date | Author/Title | Document Type | |
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2012 | Gerencsér, László and Orlovits, Zsanett Real time estimation of stochastic volatility processes | ISI Article |