| Publication | Date of Publication | Type |
|---|
Stochastic approximation in a Markovian framework revisited: Lipschitz continuity of the Poisson equation
MCSS. Mathematics of Control, Signals, and Systems | 2026-06-16 | Paper |
Notes on linear gossip algorithms: potentials and challenges
Journal of Systems Science and Complexity | 2025-07-30 | Paper |
Tight Bounds on the Convergence Rate of Generalized Ratio Consensus Algorithms
IEEE Transactions on Automatic Control | 2022-07-28 | Paper |
| Modeling neuronal firing in epilepsy: fitting Hawkes processes to single-unit activity | 2021-09-14 | Paper |
Hawkes processes: some key ideas, links to neuroscience and system identification
Communications in Information and Systems | 2021-08-06 | Paper |
| Generalized ratio consensus - tight bounds on convergence rate | 2020-12-18 | Paper |
Epilepsziás agyi hálózatok egysejt-aktivitásának jellemzése Hawkes-folyamatok segítségével
Alkalmazott Matematikai Lapok | 2020-02-26 | Paper |
| Poisson Equations, Lipschitz Continuity and Controlled Queues | 2019-06-22 | Paper |
Tight bounds on the convergence rate of generalized ratio consensus algorithms
(available as arXiv preprint) | 2019-01-31 | Paper |
Stability of a Class of Hybrid Linear Stochastic Systems
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Adaptive Input Design for LTI Systems
IEEE Transactions on Automatic Control | 2017-07-27 | Paper |
BIBO stability of linear switching systems
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
| ECF identification of GARCH systems driven by L\'evy processes | 2014-04-11 | Paper |
| Recursive ECF identification of linear systems driven by L\'evy processes | 2014-04-11 | Paper |
| Stability of hybrid Levy systems | 2014-01-06 | Paper |
| Identification of Finite Dimensional Linear Systems Driven by Levy processes | 2013-08-06 | Paper |
| Identification of Finite Dimensional L\'evy Systems in Financial Mathematics | 2013-02-21 | Paper |
Real time estimation of stochastic volatility processes
Annals of Operations Research | 2013-01-15 | Paper |
A two-stage information criterion for stochastic systems revisited
Automatica | 2012-03-05 | Paper |
An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems
Automatica | 2011-08-01 | Paper |
Input-output properties of the Page-Hinkley detector
Systems & Control Letters | 2011-07-27 | Paper |
| L_q-stability of products of block-triangular stationary random matrices | 2009-12-28 | Paper |
Identification of ARX systems with non-stationary inputs -- asymptotic analysis with application to adaptive input design
Automatica | 2009-07-23 | Paper |
Quantization with adaptation -- estimation of Gaussian linear models
Communications in Information and Systems | 2009-06-17 | Paper |
An improved bound for the exponential stability of predictive filters of hidden Markov models
Communications in Information and Systems | 2008-08-14 | Paper |
Stability of block-triangular stationary random matrices
Systems & Control Letters | 2008-07-10 | Paper |
A behavioral stock market model
Mathematical Methods of Operations Research | 2008-04-23 | Paper |
| Identification of hidden Markov models -- uniform LLN-s | 2008-01-17 | Paper |
A Representation Theorem for the Error of Recursive Estimators
SIAM Journal on Control and Optimization | 2007-03-20 | Paper |
Risk sensitive identification of linear stochastic systems
MCSS. Mathematics of Control, Signals, and Systems | 2005-12-14 | Paper |
| scientific article; zbMATH DE number 2144803 (Why is no real title available?) | 2005-03-14 | Paper |
| scientific article; zbMATH DE number 2048375 (Why is no real title available?) | 2004-03-01 | Paper |
| scientific article; zbMATH DE number 1748526 (Why is no real title available?) | 2002-06-03 | Paper |
| scientific article; zbMATH DE number 2015368 (Why is no real title available?) | 2002-01-01 | Paper |
Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
| scientific article; zbMATH DE number 683399 (Why is no real title available?) | 1999-05-06 | Paper |
| scientific article; zbMATH DE number 1226420 (Why is no real title available?) | 1998-11-25 | Paper |
| scientific article; zbMATH DE number 1203244 (Why is no real title available?) | 1998-11-16 | Paper |
| scientific article; zbMATH DE number 1066366 (Why is no real title available?) | 1997-11-20 | Paper |
| scientific article; zbMATH DE number 877656 (Why is no real title available?) | 1997-06-22 | Paper |
Rate of convergence of the LMS method
Systems & Control Letters | 1997-02-28 | Paper |
| scientific article; zbMATH DE number 935565 (Why is no real title available?) | 1996-10-23 | Paper |
| scientific article; zbMATH DE number 850367 (Why is no real title available?) | 1996-06-11 | Paper |
On Rissanen's predictive stochastic complexity for stationary ARMA processes
Journal of Statistical Planning and Inference | 1995-07-03 | Paper |
Fixed-gain estimation in continuous time
Acta Applicandae Mathematicae | 1994-08-31 | Paper |
| scientific article; zbMATH DE number 590910 (Why is no real title available?) | 1994-07-12 | Paper |
Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process
Systems & Control Letters | 1994-04-17 | Paper |
| scientific article; zbMATH DE number 440433 (Why is no real title available?) | 1993-12-09 | Paper |
| scientific article; zbMATH DE number 440542 (Why is no real title available?) | 1993-12-05 | Paper |
| scientific article; zbMATH DE number 218676 (Why is no real title available?) | 1993-06-29 | Paper |
Multiple integrals with respect to L-mixing processes
Statistics & Probability Letters | 1993-05-24 | Paper |
AR( infinity ) estimation and nonparametric stochastic complexity
IEEE Transactions on Information Theory | 1993-02-04 | Paper |
Rate of Convergence of Recursive Estimators
SIAM Journal on Control and Optimization | 1993-01-17 | Paper |
Strong approximation of vector-valued stochastic integrals
Statistics & Probability Letters | 1992-06-27 | Paper |
Almost sure exponential stability of random linear differential equations
Stochastics and Stochastic Reports | 1992-06-25 | Paper |
A Simple Proof for a Spectral Factorization Theorem
IMA Journal of Mathematical Control and Information | 1991-01-01 | Paper |
On the martingale approximation of the estimation error of ARMA parameters
Systems & Control Letters | 1990-01-01 | Paper |
Closed loop parameter identifiability and adaptive control of a linear stochastic system
Systems & Control Letters | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4189045 (Why is no real title available?) | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4200119 (Why is no real title available?) | 1990-01-01 | Paper |
On a class of mixing processes
Stochastics and Stochastic Reports | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4120103 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4046201 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4052853 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3965945 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3983040 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3844878 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3880446 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3852902 (Why is no real title available?) | 1983-01-01 | Paper |
A note on the formal derivative of time series
International Journal of Control | 1982-01-01 | Paper |
Stability theorems for 2x2 hypermatrices
Journal of Optimization Theory and Applications | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3709526 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3798888 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3798889 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3807453 (Why is no real title available?) | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3763649 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3630498 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3621481 (Why is no real title available?) | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3647640 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3545364 (Why is no real title available?) | 1976-01-01 | Paper |
A decomposition method in non-linear programming
Mathematische Operationsforschung Statistik | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3508253 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3592753 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3503557 (Why is no real title available?) | 1974-01-01 | Paper |
On a close relation between quasi-convex and convex functions and related investigations
Mathematische Operationsforschung Statistik | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3441828 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3390012 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3394980 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3336246 (Why is no real title available?) | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3333196 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3324433 (Why is no real title available?) | 1969-01-01 | Paper |
| scientific article; zbMATH DE number 3228454 (Why is no real title available?) | 1965-01-01 | Paper |
