Items where Author is "Prokaj, Vilmos"

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Number of items: 9.
DateAuthor/TitleDocument Type
2011Prokaj, Vilmos and Rásonyi, Miklós and Schachermayer, Walter
Hiding a constant drift
ISI Article
2011Prokaj, Vilmos and Torma, Balázs
Identification of almost unstable Hawkes processes
ISI Article
2011Prokaj, Vilmos and Rásonyi, Miklós
Local and true martingales in discrete time
ISI Article
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
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
2009-06-30Prokaj, Vilmos
Proposal selection for MCMC simulation
Conference or Workshop Item
2009Prokaj, Vilmos
Unfolding the skorohod reflection of a semimartingale
ISI Article
2008Gerencsér, László and Prokaj, Vilmos
Stability of hybrid linear stochastic systems - a technical tool in recursive identification
Conference or Workshop Item
This list was generated on Wed Nov 27 03:19:05 2024 CET.