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Publications

1996

JOURNAL OF MATHEMATICAL SYSTEMS, ESTIMATION, AND CONTROL, 6 (1)., pp. 53-78.

Fixed gain off-line estimators of ARMA parameters

Authors
Gerencsér, László
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1993

In: New directions in time series analysis. Part II. Proceedings of the 1990 IMA workshop. (IMA volumes in mathematics and its applications 46.).

Asymptotics of predictive stochastic complexity

Authors
Gerencsér, László
Rissanen, J.
Editors
Brillinger, D
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1993

SYSTEMS & CONTROL LETTERS, 21 (4)., pp. 347-351.

Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process

Authors
Gerencsér, László
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1993

In: ECC'93. Proceedings of the second European control conference. Groningen, 1993. Vol. 3..

Predictive stochastic complexity associated with fixed gain estimators

Authors
Gerencsér, László
Editors
Nieuwenhuis, JW
Praagman, C
Trentelman, HL
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1993

STATISTICS & PROBABILITY LETTERS, 17, pp. 73-83.

Multiple integrals with respect to L-mixing processes

Authors
Gerencsér, László
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1996

JOURNAL OF MATHEMATICAL SYSTEMS, ESTIMATION, AND CONTROL, 6 (3)., pp. 355-358.

On fixed gain recursive estimation processes

Authors
Gerencsér, László
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