Publications:

• Journals:

  [1] Gerencsér L., Molnár-Sáska G., Improved estimation of the exponential stability of the predictive filter in Hidden Markov Models, Math. Control Signals Systems, submitted

  [2] Gerencsér L., Molnár-Sáska G., Strong approximation of Hidden Markov Models, IEEE Transactions on Automatic Control, submitted

  [3] 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

  [4] Bolla M., Molnár-Sáska G., Optimization problems for weighted graphs and related correlation estimates, Discrete Mathematics, vol. 282, no. 1-3, pp. 23-33., 2004.

  [5] Gerencsér L., Molnár-Sáska G., Estimation and Strong Approximation of Hidden Markov Models, Lecture Notes in Control and Information Sciences, Springer, vol. 294., 313-320., 2003.

  [6] Bolla M., Molnár-Sáska G., Isoperimetric properties of weighted graphs related to the Laplacian spectrum and canonical correlations, Studia Sci. Math., 425-441. (39) 2002.



• Proceedings:

  [1] Gerencsér, L. - Molnár-Sáska, G.: Recursive estimation of Hidden Markov Models, 44th IEEE Conference on Decision and Control and European Control Conference ECC 2005, Seville, Spain, December 12-15, MoB16.3, 2005., accepted

  [2] 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.

  [3] Gerencsér L., Molnár-Sáska G., Estimation error in adaptive prediction of Hidden Markov Processes, In proceeding of the 11th Mediterranean Conference on Control and Automation MED03, Rhodes, 2003.,

  [4] Gerencsér L., Molnár-Sáska G., Adaptive encoding and prediction of Hidden Markov processes, In proceedings of the European Control Conference, ECC2003, Cambridge, 2003.,

  [5] Gerencsér L., Molnár-Sáska G., Michaletzky Gy., Tusnády G., Vágó Zs., New methods for the statistical analysis of Hidden Markov Models, Proceedings of the 41th IEEE Conference on Decision & Control, Las Vegas, 2002., WeP09-6 2272-2277.

  [6] Gerencsér, L., Molnár-Sáska, G,. A New Method for the Analysis of Hidden Markov Model Estimates, Proceedings of the 15th Triennial World Congress of the International Federation of Automatic Control, Barcelona, 2002., T-Fr-M03

  [7] Molnár-Sáska, G., Graph clustering with Laplace matrix method. In: Applications of Modern Mathematical Methods. Lecture Notes of the 5th International CEEPUS Summer School, June 15-28 2001, Ljubjana, Slovenija (eds. N.M. Kosta, B. Orel, M. Vuk), 129-131.



• Other(International):

  [1] 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).

  [2] Gerencsér L., Molnár-Sáska G., Change-detection of stochastic volatility processes, Econometric Time Series Analysis - Methods and Applications, Szept 29-Okt 1., Linz, 2003.

  [3] Vágó, Zs., Gerencsér, L., Molnár-Sáska, G., Change detection of stochastic volatility processes, Bachelier Finance Society 2nd World Congress, Crete, 2002. június 12-15.



• Other (Hungarian)

  [1] Gerencsér, L. – Mátyás, Z. - Molnár-Sáska, G. - Orlovits, Zs.: Statistical theory of non-linear stochastic systems. I.

  [2] Gerencsér L., Michaletzky Gy., Molnár-Sáska G., Vágó Zs., Rejtett Markov Modellek III., egyetemi jegyzet, (30 old.)

  [3] Gerencsér L., Michaletzky Gy., Molnár-Sáska G., Vágó Zs., Rejtett Markov Modellek II. (49 old), egyetemi jegyzet 2002.

  [4] Gerencsér L., Michaletzky Gy., Molnár-Sáska G., Vágó Zs., Rejtett Markov Modellek I. (54 old.), egyetemi jegyzet 2001.

  [5] Molnár-Sáska, G., Cinkler, T, Dynamic Adjustment of the Radius in Mobile Networks: Optimising Breathing Cells, Poster, HSN Workshop, Budapest, 2001. november 27-28.

  [6] Molnár-Sáska, G., Cinkler, T., Graph clustering. Poster: HSN Workshop, Balatonfüred, 2001. május 2-5.

  [7] Molnár-Sáska, G., The Cheeger constant and related problems. Matematikus doktoranduszok 2. találkozója, Budapest, 2000.

  [8] Molnár-Sáska G., Statisztika feladatgyûjtemény, elektronikus jegyzet (29 old.), 2000.

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