PUBLICATIONS

L. Gerencsér

Books and lecture notes

GERENCSÉR, L. - MOLNÁR-SÁSKA, G. - MICHALETZKY, GY. - TUSNÁDY ,G.-VÁGÓ, ZS.: Hidden Markov Models, I-II-III. Lecture notes in Hungarian. Eötvös Lóránd University, Budapest, Hungary. Available at

www.sztaki.hu/~gerencs/download/HMMjegyzet1.ps

www.sztaki.hu/~gerencs/download/HMMjegyzet2.ps, www.sztaki.hu/~gerencs/download/HMMjegyzet3.ps

GERENCSÉR, L. - MICHALETZKY, GY. - VÁGÓ, ZS.: Introduction to financial mathematics -- pricing of derivative products, Lecture notes in Hungarian, Eötvös Lóránd University, Budapest, Hungary, 1998, 47 pages. Available at http://www.sztaki.hu/~gerencs/teaching/fm.html

GERENCSÉR, L. - MICHALETZKY, GY. – RÁSONYI, M. - VÁGÓ, ZS.: Interest rate theory, Lecture notes in Hungarian, Eötvös Lóránd University, Budapest, Hungary, 1998, 35 pages. Available at http://www.sztaki.hu/~gerencs/teaching/fm.html

GERENCSÉR, L.: Strong approximation methods in the statistical theory of linear dynamical systems. MTA Doctoral Dissertation, 1998.

GERENCSÉR, L. – CAINES, P.E.: Topics in Stochastic Systems: Modeling, Estimation and Adaptive Control. In: Lecture Notes in Control and Information Sciences Series 161. Edited by M.Thoma and A.Wyner, Springer Verlag, 1991, 1-400.

GERENCSÉR, L.: Optimization (in Hungarian), Lecture notes, Technical University, Budapest, Institute for Continuing Education, 1976.

Refereed journal publications

GERENCSÉR, L.: A representation theorem for recursive estimators. SIAM Journal on Control and Optimization, to appear in 2005.

GERENCSÉR, L. - MICHALETZKY, Gy. - VÁGÓ, Zs.: Risk-sensitive identification of linear stochastic systems. Mathematics of Control, Signals and Systems, to appear in 2005.

GERENCSÉR, L. - MOLNÁR-SÁSKA, G. – MICHALETZKY, GY. – TUSNÁDY, G.: A new approach for the statistical analysis of Hidden Markov Models. IEEE Transactions on Automatic Control, submitted for publication, under revision.

SZEIDL, Á. - GERENCSÉR, L. - MICHALETZKY, GY.: Quantized Gaussian ARMA identification. Systems and Control Letters, accepted for publication.

KOZMANN, GY. - HARASZTI, K - GERENCSÉR, L. - VÁGÓ, ZS.: Evaluation of a new signal processing approach of high-resolution BSPM. International Journal of Bioelectromagnetism, 4 (2), pp.129-130 (2002).

MICHALETZKY, Gy. - GERENCSÉR, L.: BIBO stability of switching systems. IEEE Trans. on Automatic Control, 47 (11), pp: 1895-1898, (2002).

GERENCSÉR, L. - KOZMANN, GY. - VÁGÓ, ZS.- HARASZTI, K: The use of the SPSA method in ECG analysis. IEEE Trans. Biomed. Engineering, 49 (10), pp. 1094-1101 (2002).

GERENCSÉR, L.: A representation theorem for recursive estimators. SIAM Journal on Control and Optimization, second revised version submitted for publication in 2003.

VÁGÓ, ZS. - GERENCSÉR, L.: Performance of an adaptive LQ controller with noise injection in continuous time. Journal of Mathematical Systems, Estimation and Control, 8 (4) 503-506, 1998.

GERENCSÉR, L.: Convergence rate of moments in stochastics-approximation with simultaneous perturbation gradient approximation and resetting. IEEE Trans. on Automatic Control, 44 (5): 894-905, 1999.

FINESSO, L. - GERENCSÉR, L.: A simple derivation of a two-stage information criterion for multivariable linear stochastic systems. Journal of Multivariate Analysis, submitted for publication in 1999.

FINESSO, L. - GERENCSÉR, L. - KMECS I.: Estimation under quantization - a randomized EM method. Int. Journal of Control, submitted for publication in 2000, under revision.

SZEIDL, Á. - GERENCSÉR, L. - MICHALETZKY, GY. Quantized Gaussian ARMA identification. Systems and Control Letters, submitted for publication in 2001.

GERENCSÉR, L. – MICHALETZKY, Gy. - VÁGÓ, Zs.: Risk sensitive identification of ARMA processes. Mathematics of Control, Signals, and Systems, submitted for publication in 2003.

GERENCSÉR, L. - VÁGÓ, ZS.: Performance of an adaptive LQ controller with noise injection in continuous time. A summary. J. of Mathematical Systems, Estimation and Control, 8, No.4, 503-506, 1998. Retrieval code for electronic manuscript: 97718.

GERENCSÉR, L.: On fixed gain recursive estimation processes. A summary. J. of Mathematical Systems, Estimation and Control, 6, No.3, 355-358,1996. Retrieval code for electronic manuscript: 56854

GERENCSÉR, L.: Fixed gain off-line estimators of ARMA parameters. J. of Mathematical Systems, Estimation and Control, 6, No.1., 53-78, 1996.

GERENCSÉR, L.: Slow stochastic approximation processes are good for estimating slope. Theory of Probability and its Applications (in Russian), 40, 192-199, 1995.

GERENCSÉR, L.: Rate of convergence for the LMS algorithm. Systems and Control Letters, 24, 385-388, 1995.

GERENCSÉR, L.: On Rissanen's Predictive Stochastic Complexity for Stationary ARMA processes. J. of Statistical Planning and Inference, 41, 303-325, 1994.

GERENCSÉR, L. - VÁGÓ, ZS.: Fixed gain estimation in continuous time. J. of Acta Applicandae Mathematica, 35, 153-164, 1994.

GERENCSÉR, L.: Fixed gain off-line estimators of ARMA parameters. A summary. J. of Mathematical Systems, Estimation and Control, 4, No.2., 249-252, 1994. Retrieval code for electronic manuscript: 66945

GERENCSÉR, L.: Strong Approximation of a Recursive Prediction Error Estimator. Systems and Control Letters, 21, 347-351, 1993.

GERENCSÉR, L.: Multiple Integrals with Respect to L-mixing Processes. Statistics and Probability Letters, 1993, 17, 73-83.

GERENCSÉR, L.: Rate of Convergence of Recursive Estimators. SIAM J. on Control and Optimization, 30, 1992, 1200-1227.

GERENCSÉR, L.: AR(¥) Estimation and Nonparametric Stochastic Complexity. J. IEEE Trans. on Information Theory, 1992, 38, 1768-1779.

GERENCSÉR, L. – BAIKOVICIUS, J.: Change-Point Detection as Model selection. Informatica, 1992, 3, 3-20.

GERENCSÉR, L. – VÁGÓ, ZS.: A strong approximation theorem for parameter estimators in continuous time. J. of Mathematical Systems, Estimation and Control, 2, 1992, 191-204.

GERENCSÉR, L.: Strong approximation of vector-valued stochastic integrals. Statistics and Probability Letters, 12, 1991, 201-207.

GERENCSÉR, L.: Almost Sure Exponential Stability of Random Linear Differential Equations. Stochastics, 36, 1991, 91-107.

GERENCSÉR, L. – CAINES, P.E.: A Simple Proof for a Spectral Factorization Theorem. IMA J. Math. Contr. and Inform. 8, 1991, 39-44.

GERENCSÉR, L.: On the martingale approximation of the estimation error of ARMA parameters. Systems and Control Letters, 15, 1990, 417-423.

GERENCSÉR, L.: Closed Loop Parameter Identifiability and Adaptive Control of a Linear Stochastic System. Systems and Control Letters, 15, 1990, 411-416.

GERENCSÉR, L.: On a Class of Mixing Processes. Stochastics, 26, 1989, 165-191.

GERENCSÉR, L.: A note on the formal derivative of time series. Int. J. Control, 36, 1982, 893-896.

GERENCSÉR, L.: Stability theorem on 2x2 hypermatrices. J. Opt. Theory and is Applications, 35, 1981, 1-7.

GERENCSÉR, L.: Reduction of the on hand inventory by using transaction reporting system. Annales Univ. Sci. Budapest, Sectio Computatorica, 2, 1979, 2-6.

GERENCSÉR, L.: On the use of stability theory in the design of algorithms for structured nonlinear optimization problems. Problems of Control and Information Theory, 7, 1978, 471-482.

GERENCSÉR, L.: The extension of the extrapolation technique in the SUMT method. Problem of Control and Information Theory, 4, 1975, 311-316.

GERENCSÉR, L.: Numerical methods in game theory (in Russian), Journal of Numerical Mathematics and Mathematical Physics, 15, 1975 608-614.

GERENCSÉR, L.: A Decomposition Method in Non-linear programming. Mat. Operationsforschung und Statistik, 6, 1975, 549-559.

GERENCSÉR, L.: On a close relation between quasi-convex and convex function and related investigations. Math. Operations-forschung und Statistik, 4, 1973, 201-211.

GERENCSÉR, L.: On a theorem of Lyapunoff. Studia Sci. Math. Hung, 8, 1973, 273-384.

GERENCSÉR, L. – GYÁRFÁS, A.: On Ramsey-type problems. Annales Univ. Sci. Budapest, 10, 1967, 167-170.

GERENCSÉR, L.: On graph colouring problems (in Hungarian) Matematikai Lapok, 16, 1965, 274-277.

Other refereed publications

GERENCSÉR, L. – MÁTYÁS, Z.: A behavioral stock market model. In: Proceedings of the International Conference on Stochastic Finance, Lisbon, Portugal, September 26-30, 2004, (electronic).

GERENCSÉR, L. – MÁTYÁS, Z.: A system theoretic approach to behavioral finance. In: Proceedings of the 43rd IEEE Conference on Decision and Control, Nassau, The Bahamas, December 14-17, 2004, TuA10.2.

GERENCSÉR, L. – MOLNÁR-SÁSKA, G. – ORLOVITS, Zs.: Change-detection of Hidden Markov Models and GARCH processes. In: Proceedings of the International Conference on Stochastic Finance, Lisbon, Portugal, September 26-30, 2004, (electronic).

GERENCSÉR, L., MOLNÁR-SÁSKA, G., ORLOVITS, ZS.: Change Detection of Hidden Markov Models and GARCH processes. In: Proceedings of the International Conference on Stochastic Finance, Lisbon, Portugal, September 26-30, 2004, (electronic).

GERENCSÉR, L. – MOLNÁR-SÁSKA, G.: Change detection of Hidden Markov Models. In: Proceedings of the 43rd IEEE Conference on Decision and Control, Nassau, The Bahamas, December 14-17, WeA11.2, 2004.

GERENCSÉR, L. – HILL, S.D. - VÁGÓ, Zs. – VINCZE, Z.: Discrete optimization, SPSA and Markov Chain Monte Carlo methods. In: Proceedings of the American Control Conference 2004, June 30 - July 2, 2004, Boston, MA, USA, ThP17, pp. 3814-3819.

HILL,S. D. – GERENCSÉR,L. - VÁGÓ,Zs.: Stochastic Approximation on Discrete Sets Using Simultaneous Perturbation Difference Approximations. In: Proceedings of theAmerican Control Conference 2004, June 30- July 2, 2004, Boston, MA, USA, ThM06, pp. 2795-2798.

GERENCSÉR,L. – RÁSONYI, M.-VÁGÓ,Zs.: Controlled Lyapunov-Exponents with Applications. In: Proceedings of the 43rd IEEE Conference on Decision and Control, Nassau, The Bahamas, December 14-17, WeC08, 2004.

GERENCSÉR, L. – MÁTYÁS, Z.: A behavioral feedback model for financial markets. In: Proeedings of the 11th Mediterranean Conference on Control and Automation, MED'03, T7-103, Rhodes, June 18-20, 2003.

GERENCSÉR, L. – MÁTYÁS, Z.: A prediction-based behavioral model for financial markets. In: Proceedings of the European Control Conference, Section “Stochastic Systems” (electronic), ECC 2003, Cambridge, September 1-4, 2003.

GERENCSÉR, L. - MOLNÁR-SÁSKA, G.: Estimation and Strong Approximation of Hidden Markov Models. In: Proceedings of Positive Systems: Theory and Applications, POSTA 2003, Rome, Lecture Notes in Control and Information Sciences, Springer, vol. 294., 313-320., 2003.

GERENCSÉR, L. - MOLNÁR-SÁSKA, G.: Estimation error in adaptive prediction of Hidden Markov Processes. In: Proceedings of the 11th Mediterranean Conference on Control and Automation, MED'03, T5-013, Rhodes, June 18-20, 2003.

GERENCSÉR, L. - MOLNÁR-SÁSKA, G.: Adaptive encoding and prediction of Hidden Markov processes. In: Proceedings of the European Control Conference, section “System Identification 2” (electronic), ECC2003, Cambridge, September 1-4, 2003.

GERENCSÉR, L. – RÁSONYI, M. – VÁGÓ, ZS.: Controlled Lyapunov exponents in finance, biology and optimization. In: Proceedings of the European Control Conference, section “Chaos”, (electronic) ECC 2003, Cambridge, September 1-4, 2003.

GERENCSÉR. L. - VÁGÓ, ZS. - HJALMARSSON, H.: Randomization methods in optimization and adaptive control. In: Stochastic Theory and Control. Proceedings of a Workshop held in honor of Tyrone Duncan on the occasion of his 60-th birthday. Lawrence, Kansas, October 18-20, 2001, (ed. B. Pasik-Duncan). Springer-Verlag, Lecture Notes in Control and Information Sciences, 2002, pp. 137-15.

GERENCSÉR, L.: Stability of random iterative mappings. In: Modeling Uncertainty. An Examination of its Theory, Methods, and Applications. In memory of S. J. Yakowitz, (eds: Moshe Dror, Pierre L'ecuyer and Ferenc Szidarovszky), Kluwer Academic Publishers, Dordrecht, 2002, pp. 359-371

GERENCSÉR, L. - VÁGÓ, ZS. - HJALMARSSON, H: Randomized Iterative Feedback Tuning. In: Preprints of the 15^th Triennnial World Congress of the International Federation of Automatic Control. Barcelona, 21-26 July, 2002, T-Th-A03.

GERENCSÉR, L. - MOLNÁR-SÁSKA, G. - MICHALETZKY, GY. - TUSNÁDY, G.-VÁGÓ, ZS.: New methods for the statistical analysis of Hidden Markov Models. In: Proceedings of the 41st IEEE Conference on Decision and Control, Las Vegas, Nevada, USA, December 10-13, 2002, WeP09-6, pp. 2272-2277.

GERENCSÉR, L. – HILL, S. D. - VÁGÓ, ZS: Discrete optimization, SPSA and Markov Chain Monte- Carlo methods. In: Proceedings of the 41st IEEE Conference on Decision and Control, Las Vegas, Nevada, USA, December 10-13, 2002, WeP12-1, pp. 2346-2347.

GERENCSÉR, L. - MICHALETZKY, GY. - REPPA, Z.: A Two-Step Maximum-Likelihood Identification of Non-Gaussian Systems. In: Preprints of the 15^th Triennnial World Congress of the International Federation of Automatic Control. Barcelona, 21-26 July, 2002, T-Th-M21.

GERENCSÉR, L. - MICHALETZKY, GY. - REPPA, Z.: Two-step estimation of misspecified non-Gaussian ARMA-processes. In: Proceedings of the 41st IEEE Conference on Decision and Control, Las Vegas, Nevada, USA, December 10-13, 2002, WeM08-4, pp.1826-1831.

GERENCSÉR, L. - MOLNÁR-SÁSKA,G.: A New Method for the Analysis of Hidden Markov Model Estimates. In: Preprints of the 15^th Triennnial World Congress of the International Federation of Automatic Control. Barcelona, 21-26 July, 2002, T-Fr-M03.

GERENCSÉR, L.: SPSA with state- dependent noise. A tool for direct adaptive control (invited paper). Proceedings of the 37th IEEE Conference on Decision and Control, CDC’98, Tampa, Fl., USA, FA09-2, pp. 3451- 3456, 1998.

GERENCSÉR, L. - MICHALETZKY, GY. - VÁGÓ, ZS.: Risk-sensitive identification of ARMA processes. Proceedings of the 37th IEEE Conference on Decision and Control, CDC'98, Tampa, Fl., USA, WA07-4, pp. 215- 216, 1998.

GERENCSÉR, L. - KOZMANN, GY. - VÁGÓ, ZS.: SPSA for non-smooth optimization with application in ECG analysis. Proceedings of the 37th IEEE Conference on Decision and Control, CDC’98, Tampa, Fl., USA, FM06, pp. 3907- 3908, 1998.

GERENCSÉR, L. - MICHALETZKY, GY. - VÁGÓ, ZS.: The algebra of risk-sensitive identification. In: Proceedings of the Conference on the Mathematical Theory of Networks and Systems, MTNS ‘98, (eds. A. Beghi, L. Finesso, G. Picci ), Padova, Italy, pp.807-810, 1998.

GERENCSÉR, L. - KOZMANN, GY. - VÁGÓ, ZS.: Non-smooth optimization via SPSA. In: Proceedings of the Conference on the Mathematical Theory of Networks and Systems, MTNS ‘98, (eds. A. Beghi, L. Finesso, G. Picci ), Padova, Italy, pp.803-806, 1998.

FINESSO,L. - GERENCSÉR, L.: A simple derivation of a two-stage information criterion for multivariable linear stochastic systems. In: Proceedings of the Conference on the Mathematical Theory of Networks and Systems, MTNS ‘98, (eds. A. Beghi, L. Finesso, G. Picci ), Padova, Italy, pp. 795-798, 1998.

GERENCSÉR, L. - VÁGÓ, ZS.: Adaptive control of multivariable linear stochastic systems. A strong approximation approach. In: Proceedings of the European Control Conference, ECC’99, Karlsuhe, Germany, BM-12, F587, 5p, 1999.

FINESSO, L. - GERENCSÉR, L. - KMECS. I.: Estimation of parameters from quantized noisy observations. In: Proceedings of the European Control Conference, ECC’99, Karlsuhe, Germany, AM-3, F589, 6p, 1999.

GERENCSÉR, L. - VÁGÓ, ZS. : Stochastic approximation for function minimization under quantization error. In: Proceedings of the 38-th IEEE Conference on Decision and Control. CDC’99, Phoenix, Arizona, USA, pp. 2373-2376, 1999.

GERENCSÉR, L. - STACY D. H. - VÁGÓ, ZS. : Optimization over discrete sets via SPSA. In: Proceedings of the 38^th IEEE Conference on Decision and Control. CDC’99, Phoenix, Arizona, USA, pp. 1791-1794, 1999.

FINESSO, L. - GERENCSÉR, L. - KMECS I.: A randomized EM-algorithm for estimating quantized linear Gaussian regression. In: Proceedings of the 38^th IEEE Conference on Decision and Control. CDC’99, Phoenix, Arizona, USA, pp. 5100-5101, 1999.

GERENCSÉR, L. - MICHALETZKY, GY. - RÁSONYI M.: Model uncertainty and performance in option pricing. In: Proceedings of the 38^th IEEE Conference on Decision and Control. CDC’99, Phoenix, Arizona, USA, pp. 3964-3965, 1999.

GERENCSÉR, L. - VÁGÓ, Zs.: SPSA in noise free optimization. Proc. of the American Control Conference, Chicago, Illinois, June 2000, 3284-3288, 2000.

FINESSO, L. - GERENCSÉR, L. - KMECS I.: A recursive randomized EM-algorithm for estimation under quantization error. In: Proc. of the American Control Conference. ACC 2000, Chicago, Illinois, USA,WM12-3, 2p.

GERENCSÉR, L. - VÁGÓ, ZS.: A stochastic approximation method for noise-free optimization. In: Proceedings of the European Control Conference (ECC’01). Porto, 2001. EUCA, pp. 1496-1500.

GERENCSÉR, L. – VÁGÓ, ZS.:The mathematics of noise-free SPSA. In: Proceedings of the 40th IEEE Conference on Decision and Control (CDC’01), Orlando, 2001. IEEE, pp.4400-4005, 2001.

GERENCSÉR, L. – HILL, S. - VÁGÓ, ZS.: Discrete optimization via SPSA. In: Proceedings of the American Control Conference, Arlington, VA June, 2001, pp.1503-1504.

GERENCSÉR, L. - VÁGÓ, ZS.: Non-smooth optimization with randomization,

In: Optimization Theory. Recent Development from Mátraháza. (Eds.: F. Giannessi, P., Pardalos, T. Rapcsák), Dordrecht, Kluwer, 2001, pp.111-117.

GERENCSÉR, L. - MICHALETZKY, GY. - REPPA, Z.: A two-step maximum-likelihood identification of non-Gaussian systems. In: Proceedings of 15^th IFAC World Congress, Barcelona, Spain, 2002, accepted for publication.

GERENCSÉR, L. - MICHALETZKY, GY. - REPPA, Z.: Calibration of heavy-tailed ecomomic time series, In: Proceedings of 2^nd World Congress of Bachelier Finance Society, Crete 2002, accepted for publication.

GERENCSÉR, L. - MOLNÁR-SÁSKA,G.: A new method for the analysis of Hidden Markov Model estimates. In: Proceeding of the 15th IFAC World Congress, Barcelona, 2002, accepted for publication.

GERENCSÉR, L. - VÁGÓ, ZS. - HJALMARSSON, H.: Randomized Iterative Feedback Tuning. In: Proceedings of 15th IFAC World Congress, Barcelona, 2002, accepted for publication.

VÁGÓ, ZS. - GERENCSÉR, L. - MOLNÁR-SÁSKA, G.: Change detection of stochastic volatility processes. In: Proc. of the 2nd World Congress of the Bachelier Finance Society, 2002, accepted for publication.

GERENCSÉR, L. – MICHALETZKY, Gy. - VÁGÓ, ZS.: Risk sensitive identification of ARMA processes. Mathematics of Control, Signals, and Systems, submitted for publication in 2002.

GERENCSÉR, L. – MICHALETZKY, Gy. - TUSNÁDY. G. - VÁGÓ, ZS.: New methods for the statistical analysis of Hidden Markov Models. In: Proceedings of the 41th IEEE Conference on Decision and Control (CDC’02), Las Vegas, 2002, submitted for publication.

GERENCSÉR, L. - MICHALETZKY, GY. - REPPA, Z.: Two-step estimation of misspecified, non-Gaussian ARMA processes. In: Proceedings of the 41th IEEE Conference on Decision and Control (CDC’02), Las Vegas, 2002, submitted for publication.

GERENCSÉR, L. - HILL S.D., - VÁGÓ, ZS.: Discrete optimization, SPSA and Markov-chain Monte-Carlo methods. In: Proceedings of the 41th IEEE Conference on Decision and Control (CDC’02), Las Vegas, 2002, submitted for publication.

GERENCSÉR, L. - VÁGÓ, ZS. - HJALMARSSON, H.: Randomization Methods in Optimization and Adaptive Control. In: Proc. of the Kansas Workshop on Stochastic Theory and Control. In honour of the 60-th birthday of T. Duncan. Ed: B. Pasik-Duncan. Springer-Verlag, Lecture Notes in Control and Information Sciences, to appear in 2002.

GERENCSÉR, L. – VÁGÓ, ZS.: Performance of an adaptive LQ controller with periodic excitation. Proceedings of the 4^th European Control Conference (ECC'97), 4, TH-A C4, 1997.

GERENCSÉR, L.: Rate of convergence of moments of Spall's SPSA method. Proceedings of the 4^th European Control Conference (ECC'97), 3, WE-E F1, 1997.

GERENCSÉR, L. – VÁGÓ, ZS.: Parametric uncertainty of an adaptive LQ controller with periodic excitation, Preprints of 2^nd IFAC Symposium Robust Control Design (ROCOND'97), pp. 489-494, 1997.

GERENCSÉR, L. – van SCHUPPEN, J.H. – VÁGÓ, ZS. – SÉTÁLÓ, M.: Performance of a Minimum Variance adaptive controller with noise injection Proceedings of the 3^rd European Control Conference, 1, 44-48 1995.

GERENCSÉR, L. – RISSANEN, J. – van SCHUPPEN, J.H. – VÁGÓ, ZS.: Parametric uncertainty and control performance in stochastic adaptive control. Proceedings of the 5^th IFAC Symposium on Adaptive Systems in Control and Signal Processing, (ACASP'95), 79-82,1995.

GERENCSÉR, L. - van SCHUPPEN, J.H. - RISSANEN, J. - VÁGÓ, ZS.: Stochastic complexity, selftuning, optimality. Proceedings of the 33^rd IEEE Control and Decision Conference, Orlando, Florida, USA, 1, 652-654, 1994.

GERENCSÉR, L.–VÁGÓ, ZS.–HUNTER, I.–LAPONTAINE, S.–HORVÁTH, A.: Stochastic complexity in identification of continuous time systems. In: Proceedings of the 1994 American Control Conference, Baltimore, Maryland, USA, 1525-1529, 1994.

GERENCSÉR, L. - VÁGÓ, ZS.–HUNTER, I.–LAPONTAINE, S.–HORVÁTH, A.: High sampling rate identification of continuous time systems. In: Proceedings of the 10^th Symposium on System Identification, Copenhagen, Denmark, 3, 651-656, 1994.

GERENCSÉR, L.– MICHALETZKY, GY.– OBER, R.– van SCHUPPEN– VÁGÓ, ZS.: Balancing for identification and control. Proceedings of the International Symposium on the Mathematical Theory of Networks and System, (eds. U. Helmke, R. Mennicken, I. Sauer), Akademie Verlag, 141-144, 1994.

GERENCSÉR, L.: Predictive stochastic complexity associated with fixed gain estimators, In: Proceedings of the 2^nd European Control Conference, Groningen, The Netherlands, 1993, 3, 1673-1677.

GERENCSÉR, L. – RISSANEN, J.: Asymptotics of predictive stochastic complexity. In: New Directions in Time Series Analysis, Part II., Proceedings of the 1990 IMA Workshop. (eds. D.Brillinger, P. Caines, J. Geweke, E. Parzen, M. Rosenblatt, M.S. Taqqu), IMA Volumes in Mathematics and its Applications, 46, Springer Verlag, New York, 1993, 98-112.

GERENCSÉR, L.: Fixed Gain Estimation and Tracking. In "Stochastic Theory and Adaptive Control" (eds. T.E. Duncan and B. Pasik-Duncan), Lecture Notes in Control and Information Sciences, 184, Springer, 1992, 198-209.

GERENCSÉR, L.: Foundations of fixed gain estimation. Proceedings of the 31^st IEEE Conference on Decision and Control. Tucson, 1992. 1, IEEE, Piscataway, 1992, 712-713.

GERENCSÉR, L.: A representation theorem for the error of recursive estimators. Proceedings of the 31^st IEEE Conference on Decision and Control. Tucson, 1992. 2, Piscataway, IEEE, 1992, 2251-2256.

GERENCSÉR, L. – BAIKOVICIUS, J.: Applications of stochastic complexity and related computational experiments. In: Proceedings of the 31^st IEEE Conference on Decision and Control. Tucson, 1992. 4, Piscataway, IEEE, 1992, 3311-3316.

GERENCSÉR, L.: Strong approximation results in estimation and adaptive control. Topics in Stochastic Systems: Modeling, Estimation and Adaptive Control, (eds.: L.Gerencsér and P.E. Caines) Lecture Notes in Control and Information Sciences, 161, Springer Verlag, 1991, 268-299.

GERENCSÉR, L. – VÁGÓ, ZS.: Stochastic Complexity for Continuous Time Processes. Proceedings of the IEEE Conference on Decision and Control, 1991, 959-962.

GERENCSÉR, L. – VÁGÓ, ZS.: From fine asymptotics to model selection. Identification of Continuous- Time Systems. Methodology and Computer Implementation (ed. N.K. Sinha and G.P.Rao), Kluwer Academic Publishers, Dordrecht, The Netherlands, Chapter 19, 1991, 575-585.

GERENCSÉR, L. – VÁGÓ, ZS.: Model selection continuous time. The 30^th IEEE Conference on Decision and Control. Brighton, England, 1991, 1, 959-962.

GERENCSÉR, L. - BAIKOVICIUS, J.: Model selection, stochastic complexity and badness amplification. Proc. of the 30^th IEEE Conference on Decision and Control. Brighton, England, 1991, 2, 1999-2004.

GERENCSÉR, L.: A computable criterion for model selection for linear stochastic system. Preprint of the 9^th IFAC-IFORS Symposium on Identification and System Parameter Estimation. Budapest, Hungary, 1, 1991, 389-394.

GERENCSÉR, L. - BAIKOVICIUS, J.: Change-point detection using stochastic complexity. Identification and System Parameter Estimation,, Selected papers from the 9^th IFAC-IFORS Symposium on Budapest, Hungary, 1, 1991, 73-78.

GERENCSÉR, L.: The law of the cubic root. Preprint of the 9^th IFAC-IFORS Symposium on Identification and System Parameter Estimation. Budapest, Hungary, 1, 1991, 63-65.

GERENCSÉR, L.: Asymptotics of predictive stochastic complexity. DCC'91, Proceedings of the Data Compression Conference, Snowbird, Utah, (Eds. J.A. Storer and J.H. Reif.), IEEE Computer Society Press, Los Alamitos, California, 1991, 228-238.

GERENCSÉR, L.: Stochastic complexity in system identification and adaptive control. Proc. of the 11^th IFAC World Congress, Tallin, USSR, Pergamon Press, 1990, Vol. II. 89-93.

GERENCSÉR, L. - BAIKOVICIUS, J.: Change point detection in a stochastic complexity framework. In Proc. of the 29^th IEEE Conference on Decision and Control, 1990, 6, 3554-3555.

GERENCSÉR, L.: AR(¥) estimation and nonparametric stochastic complexity. Proc. of the 29^th IEEE Conference on Decision and Control, 1990.

GERENCSÉR, L.: Strong approximation theorems for estimator processes in continuous time. Colloquia Mathematica Societas János Bolyai 57. Pécs (Hungary), 1989. Limit Theorem in Probability and Statistics (eds.I.Berkes, E. Csáki and I. Révész), Nort Holland, 1991, 215-228.

GERENCSÉR, L.: Some New Results in the Theory of Recursive Identification, Proc. of the 28^th IEEE Conference on Decision and Control, 1, 242-248, Tampa, Florida, 1989.

GERENCSÉR, L.: Strong Approximation of the Recursive Maximum Likelihood Estimator of the Parameters of an ARMA Process, Proc. of the 28^th IEEE Conference on Decision and Control, Tampa, Florida, 1989, 1, 630-631.

GERENCSÉR, L.: Asymptotics of Rissanen's Predictive Stochastic Complexity: From Parametric to Nonparametric Models, Proc. of the 28^th IEEE Conference on Decision and Control, 2, 1210-1215, Tampa, Florida, 1989.

GERENCSÉR, L.: Almost Sure Asymptotics of Rissanen's Predictive Stochastic Complexity. In Realization and Modeling in System Theory (eds. M.A. Kashoek, J.H van Schuppen, A.C.M. Ran), Proc. of the International Symposium on the Mathematical Theory of Networks and Systems. I, Birkhäuser, Boston, 1991, 429-436.

GERENCSÉR, L.: Pathwise stability of random differential equations and the solution of an adaptive control related problem. Proc. of the 4^th Bad Honnef Conference on Stochastic Differential Systems. 1988. (eds. N. Christopeit, K. Helmes and M. Kohlmann). Lecture Notes in Control and Information Sciences. 126, Springer, 140-149.

GERENCSÉR, L.: Recursive Estimation of Time Varying parameters. Proceedings of the IFAC/IFORS Symposium on Identification and System Parameter Estimation, Beijing, 1988, Pergamon Press.

GERENCSÉR, L.: An Averaging Effect for Random Differential Equations. Proc. of the 11^th Int. Conf. on Nonlinear Oscillations, (eds. M. Farkas, V. Kertész, G. Stépán) J. Bolyai Math. Soc. 1987, Budapest.

GERENCSÉR, L. – RISSANEN, J.: A Prediction Bound for Gaussian ARMA Processes, Research Report, IBM, RJ 5371 (55080), 11/5/86.

GERENCSÉR, L.: Strong Consistency Theorems Related to Stochastic Quasi-Newton Methods. In Stochastic Optimization, Lecture Notes in Control and Information Sciences, 81, Springer 1986.

GERENCSÉR, L.: Parameter-Tracking of Time-Varying Linear Systems with Non-Gaussian Driving Noise. In Adaptive Control and Signal Processing, (eds. K.J. Åström and B. Wittenmark) Lund, 1986, 87-90.

GERENCSÉR, L.: Parameter-Tracking of Time-Varying Continuous-Time Linear Stochastic Systems. In Modeling, Identification and Robust Control, (eds.. I. Byrnes and A. Lindquist), North Holland, 1986, 581-595.

GERENCSÉR, L. – VÁGÓ, ZS.: Uniqueness of the Maximum-Likelihood Estimates of the Kalman-Gain Matrix of a State Space Model. In Proc. of the 5^th IFAC/IFORS Conference on Dynamic Modeling and Control of National Economies, Budapest, 1986.

GERENCSÉR, L. – GYÖNGY, I. - MICHALETZKY, GY.: Continuous-Time Recursive Maximum Likelihood Method. A New Approach to Ljung's Scheme, In Proc. of the 9^th Triennial World Congress of IFAC., 2, Identification, Adaptive and Stochastic Control (eds. Ljung,L. and Åström, K.J.). Pergamon Press, 1984, Oxford, 683-685.

GERENCSÉR, L.: Convergence of a New Stochastic Variable Metric Method. Proc. of 11^th IFIP Conference on System Modeling and Optimization, Copenhagen, (ed. P. Thoft- Christensen), Springer Verlag, 1984, 443-450.

GERENCSÉR, L.: Strong Consistency and Asymptotic Efficiency of Stochastic Quasi-Newton Methods. Proc. of the 7^th IFAC/IFORS Symposium on Identification and System Parameter Estimation. (eds. Barker, H.A. and Young, P.C.) Pergamon Press, Oxford, 1985, 1233-1235.

GERENCSÉR, L.: Off-line Identification of Continuous-Time Linear Systems. In Goodness of Fit, (eds. P.K. Sen, P. Révész, K.Sarkadi), János Bolyai Mathematical Society, Budapest and North-Holland Publishing Company, New York, 1984, 175-193.

GERENCSÉR, L.: A Modification of the extended Kalman-filtering Algorithm with Applications in Hydrology. Proc. of 9th. Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, 1982, 241-245.

GERENCSÉR, L. – LIPCSEY, ZS. – VÁGÓ, ZS.: Convergence of Mixed Type (Stochastic-Deterministic) Recursive Estimation Methods. In Proc. of the 9^th Triennial World Congress of IFAC. 2. Identification, Adaptive and Stochastic Control, (eds. Ljung, L. and Åström, K.J.), Pergamon Press, Oxford, 1984, 1035-1038.

GERENCSÉR, L. - GYÖNGY, I. - LIPCSEY, ZS. - MICHALETZKY, GY.: Recursive maximum likelihood identification of continuous time stochastic linear systems, in Proc. of IMU Congress (Warsaw), Short comm. XII. Section of Control Theory and Optim. p. 22, 1983.

GERENCSÉR, L.: A convergent self-tuning predictor. Proc. of the 3rd Pannonian Symposium on Mathematical Statistics. (eds. Mogyoródi, J., Vincze, I., Wertz, G.) 1982. Akadémiai Kiadó, Budapest, 1982, 63-72.

GERENCSÉR, L.: On a stabilization method of Miele. Convergence and applications. In "Numerical Methods" (ed. P. Rózsa) Coll. Math. Soc. J. Bolyai, 22, North Holland, 1977, 213-224.

GERENCSÉR, L.: A second order technique for the solution of nonlinear optimization problems. "Progress in Operations Research", (ed. A. Prékopa), Coll. Math. Soc. J. Bolyai, 7 North Holland, 1973.

GERENCSÉR, L. – ERDÖS, P. – MÁTÉ, A.: Problems of graph theory concerning optimal design. In Combinatorial theory and its applications, (eds. P. Erdös, Gy. Katona and V.T. Sós), Coll. Math. Soc. J. Bolyai, 7 North Holland, 1969.