1 citations · 1 across the 3 of their papers we have counts for
3 papers
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…
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…