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20132019
most citedEmpirical characteristic function identification of linear stochastic systems with possibly unstable zeros

1 citations · 2 across the 4 of their papers we have counts for

collaborators

5 papers

math.PR2019

Tight bounds on the convergence rate of generalized ratio consensus algorithms

Balázs Gerencsér, László Gerencsér

The problems discussed in this paper are motivated by general ratio consensus algorithms, introduced by Kempe, Dobra, and Gehrke (2003) in a simple form as the push-sum algorithm,…

stat.ME2014★ 1 cited

Empirical characteristic function identification of linear stochastic systems with possibly unstable zeros

L. Gerencser, M. Manfay

The purpose of this paper is to adapt the empirical characteristic function (ECF) method to stable, but possibly not inverse stable linear stochastic system driven by the increment…

math.PR2014

Stability of hybrid Levy systems

L. Gerencser, M. Manfay

Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking int…

eess.SY2013★ 1 cited

Adaptive experiment design for LTI systems

Lirong Huang, Håkan Hjalmarsson, László Gerencsér

Optimal experiment design for parameter estimation is a research topic that has been in the interest of various studies. A key problem in optimal input design is that the optimal i…

math.ST2013

Identification of Finite Dimensional Linear Systems Driven by Levy processes

Laszlo Gerencser, Mate Manfay

Levy processes are widely used in financial mathematics, telecommunication, economics, queueing theory and natural sciences for modelling. A typical model is obtained by considerin…