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

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

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

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