Asymptotics of Predictive Stochastic Complexity. - László Gerencsér (Data Compression Conference, 1991)

AR(infty) estimation and nonparametric stochastic complexity. - László Gerencsér (IEEE Trans. Inf. Theory, 1992)

Estimation of parameters from quantized noisy observations. - Lorenzo Finesso; László Gerencsér; Ildikó Kmecs (ECC, 1999)

Adaptive control of multivariable linear stochastic systems. A strong approximation approach. - László Gerencsér; Zsuzsanna Vágó (ECC, 1999)

Optimization over discrete sets via SPSA. - László Gerencsér; Stacy D. Hill; Zsuzsanna Vágó (WSC, 1999)

Convergence rate of moments in stochastic approximation with simultaneous perturbation gradient approximation and resetting. - László Gerencsér (IEEE Trans. Autom. Control., 1999)

A recursive randomized EM-algorithm for estimation under quantization error. - Lorenzo Finesso; László Gerencsér; Ildikó Kmecs (ACC, 2000)

SPSA in noise free optimization. - László Gerencsér; Zsuzsanna Vágó (ACC, 2000)

Discrete optimization via SPSA. - László Gerencsér; Stacy D. Hill; Zsuzsanna Vágó (ACC, 2001)

The mathematics of noise-free SPSA. - László Gerencsér; Zsuzsanna Vágó (CDC, 2001)

A stochastic approximation method for noise-free optimization. - László Gerencsér; Zsuzsanna Vágó (ECC, 2001)

Discrete optimization, SPSA and Markov chain Monte Carlo methods. - László Gerencsér; Stacy D. Hill; Zsuzsanna Vágó (CDC, 2002)

New methods for the statistical analysis of Hidden Markov Models. - László Gerencsér; Gábor Molnár-Sáska; György Michaletzky; Gábor E. Tusnády; Zsuzsanna Vágó (CDC, 2002)

Two-step estimation of misspecified, non-Gaussian ARMA processes. - László Gerencsér; György Michaletzky; Zoltan Reppa (CDC, 2002)

BIBO stability of linear switching systems. - György Michaletzky; László Gerencsér (IEEE Trans. Autom. Control., 2002)

The use of the SPSA method in ECG analysis. - László Gerencsér; György Kozmann; Zsuzsanna Vágó; Kristóf Haraszti (IEEE Trans. Biomed. Eng., 2002)

Adaptive encoding and prediction of hidden Markov processes. - László Gerencsér; Gábor Molnár-Sáska (ECC, 2003)

A prediction-based behavioral model for financial markets. - László Gerencsér; Zalán Mátyás (ECC, 2003)

Controlled Lyapunov-exponents in optimization and finance. - László Gerencsér; Miklós Rásonyi; Zsuzsanna Vágó (ECC, 2003)

Estimation and Strong Approximation of Hidden Markov Models. - László Gerencsér; Gábor Molnár-Sáska (POSTA, 2003)

Discrete optimization, SPSA and Markov chain Monte Carlo methods. - László Gerencsér; Stacy D. Hill; Zsuzsanna Vigo; Zoltin Vincze (ACC, 2004)

Stochastic approximation on discrete sets using simultaneous difference approximations. - Stacy D. Hill; László Gerencsér; Zsuzsanna Vágó (ACC, 2004)

Change detection of hidden Markov models. - László Gerencsér; Gábor Molnár-Sáska (CDC, 2004)

Controlled Lyapunov-exponents with applications. - László Gerencsér; Miklós Rásonyi; Zsuzsanna Vágó (CDC, 2004)

Discrete stochastic approximation via simultaneous difference approximations. - Stacy D. Hill; László Gerencsér; Zsuzsanna Vágó (ACC, 2005)

Log-optimal currency portfolios and control Lyapunov exponents. - László Gerencsér; Miklós Rásonyi; Csaba Szepesvári; Zsuzsanna Vágó (CDC/ECC, 2005)

Adaptive input design in system identification. - László Gerencsér; Håkan Hjalmarsson (CDC/ECC, 2005)

Recursive estimation of Hidden Markov Models. - László Gerencsér; Gábor Molnár-Sáska; Zsanett Orlovits (CDC/ECC, 2005)

A stochastic feedback system model of a stock exchange. - László Gerencsér; Zalán Mátyás; János Száz (CDC/ECC, 2005)

Risk sensitive identification of linear stochastic systems. - László Gerencsér; György Michaletzky; Zsuzsanna Vágó (Math. Control. Signals Syst., 2005)

Improved estimation of the exponential stability of the predictive filter in hidden Markov models. - László Gerencsér; Gábor Molnár-Sáska; György Michaletzky (ACC, 2006)

A Representation Theorem for the Error of Recursive Estimators. - László Gerencsér (SIAM J. Control. Optim., 2006)

Almost sure and Lq-convergence of the re-initialized BMP scheme. - László Gerencsér; Zalán Mátyás (CDC, 2007)

An improved bound for the exponential stability of predictive filters of hidden Markov models. - László Gerencsér; György Michaletzky; Gábor Molnár-Sáska (Commun. Inf. Syst., 2007)

Quantization with Adaptation - Estimation of Gaussian Linear Models. - László Gerencsér; Ildikó Kmecs; Balázs Torma (Commun. Inf. Syst., 2008)

A behavioral stock market model. - László Gerencsér; Zalán Mátyás (Math. Methods Oper. Res., 2008)

Stability of block-triangular stationary random matrices. - László Gerencsér; György Michaletzky; Zsanett Orlovits (Syst. Control. Lett., 2008)

Recursive identification of continuous-time linear stochastic systems - Convergence w.p.1 and in Lq. - László Gerencsér; Vilmos Prokaj (ECC, 2009)

Identification of ARX systems with non-stationary inputs - asymptotic analysis with application to adaptive input design. - László Gerencsér; Håkan Hjalmarsson; Jonas Mårtensson 001 (Autom., 2009)

Fundamental Modelling of Financial Markets. - László Gerencsér; Balázs Torma; Zsanett Orlovits (ERCIM News, 2009)

Stability of a Class of Hybrid Linear Stochastic Systems. - László Gerencsér; Vilmos Prokaj (IEEE Trans. Autom. Control., 2010)

A two-stage information criterion for stochastic systems revisited. - László Gerencsér; Lorenzo Finesso (Autom., 2011)

An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems. - Cristian R. Rojas; Håkan Hjalmarsson; László Gerencsér; Jonas Mårtensson 001 (Autom., 2011)

Input-output properties of the Page-Hinkley detector. - László Gerencsér; Cecilia Prosdocimi (Syst. Control. Lett., 2011)

Adaptive experiment design for ARMAX systems? - Lirong Huang; Håkan Hjalmarsson; László Gerencsér (CDC, 2012)

Potential application of autonomous and semi-autonomous robots in the study of animal behaviour. - Ádám Miklósi; László Gerencsér (CogInfoCom, 2012)

Real time estimation of stochastic volatility processes. - László Gerencsér; Zsanett Orlovits (Ann. Oper. Res., 2012)

Stability of hybrid Lévy systems. - László Gerencsér; Máté Mánfay (CDC, 2013)

Change detection for finite dimensional Gaussian linear systems - a bound for the almost sure false alarm rate. - László Gerencsér; Cecilia Prosdocimi; Zsuzsanna Vágó (ECC, 2013)

Probabilistic μ for rank-one and perturbed rank-one matrices. - Máté Mánfay; Gary J. Balas; Jozsef Bokor; László Gerencsér (ECC, 2013)

Identification of finite dimensional linear stochastic systems driven by Lévy processes. - Máté Mánfay; László Gerencsér (ECC, 2013)

Adaptive experiment design for LTI systems. - Lirong Huang; Håkan Hjalmarsson; László Gerencsér (CoRR, 2013)

Empirical characteristic function identification of linear stochastic systems with possibly unstable zeros. - László Gerencsér; Máté Mánfay (ECC, 2014)

Detecting Change in the Urban Road Environment Along a Route Based on Traffic Sign and Crossroad Data. - Zoltán Fazekas; Gábor Balázs 003; László Gerencsér; Péter Gáspár (INTSYS, 2017)

Adaptive Input Design for LTI Systems. - László Gerencsér; Håkan Hjalmarsson; Lirong Huang (IEEE Trans. Autom. Control., 2017)

Asymptotic Analysis of the LMS Algorithm with Momentum. - László Gerencsér; Balázs Csanád Csáji; Sotirios Sabanis (CDC, 2018)

Parameter-Dependent Poisson Equations: Tools for Stochastic Approximation in a Markovian Framework. - Algo Carè; Balázs Csanád Csáji; Balázs Gerencsér; László Gerencsér; Miklós Rásonyi (CDC, 2019)

On the Poisson Equation of Parameter-Dependent Markov Chains. - Algo Carè; Balázs Csanád Csáji; Balázs Gerencsér; László Gerencsér; Miklós Rásonyi (CoRR, 2019)

Real-time analysis of neuronal firing patterns via Hawkes processes. - László Gerencsér; György Perczel (ACSCC, 2021)

Hawkes processes: some key ideas, links to neuroscience and system identification. - László Gerencsér; György Perczel; Loránd Eröss; Dániel Fabó; Zsuzsanna Vágó (Commun. Inf. Syst., 2021)

Tight Bounds on the Convergence Rate of Generalized Ratio Consensus Algorithms. - Balázs Gerencsér; László Gerencsér (IEEE Trans. Autom. Control., 2022)

Notes on Input Design: From Multi-Sine Design to Data-Driven Procedures. - László Gerencsér; György Michaletzky; József Bokor; Péter Polcz (IEEE Control. Syst. Lett., 2024)

Notes on Linear Gossip Algorithms: Potentials and Challenges. - Balázs Gerencsér; László Gerencsér (J. Syst. Sci. Complex., 2025)