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Publications

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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1998

JOURNAL OF MATHEMATICAL SYSTEMS, ESTIMATION, AND CONTROL, 8 (4)., pp. 503-506.

Performance of an adaptive LQ controller with noise injection in continuous time

Authors
Vágó, ZS
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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1998

In: Proceedings of the 37th IEEE conference on decision and control. CDC'98. Tampa, 1998.

Risk-sensitive identification of ARMA processes

Authors
Gerencsér, László
Michaletzky, György
Vágó, ZS
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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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1998

In: Proceedings of the 37th IEEE conference on decision and control. CDC'98. Tampa, 1998..

SPSA for non-smooth optimization with application in ECG analysis

Authors
Gerencsér, László
Kozmann, GY
Vágó, ZS
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1998

In: Proceedings of the 37th IEEE conference on decision and control. CDC'98. Tampa, 1998..

SPSA with state-dependent noise - a tool for direct adaptive control

Authors
Gerencsér, László
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