Veres, Sándor M. Structure selection of stochastic dynamic systems. The information criterion approach. (English) Zbl 0763.62046 Stochastics Monographs. 4. New York etc.: Gordon and Breach Science Publishers. xiii, 342 p. (1991). Reviewer: J. Anděl (Praha) MSC: 62M10 62-02 62-04 62F15 PDFBibTeX XMLCite \textit{S. M. Veres}, Structure selection of stochastic dynamic systems. The information criterion approach. New York etc.: Gordon and Breach Science Publishers (1991; Zbl 0763.62046)
Veres, Sándor M. Relations between information criteria for model-structure selection. III: Strong consistency of the predictive least squares criterion. (English) Zbl 0729.93069 Int. J. Control 52, No. 3, 737-752 (1990). MSC: 93E03 62F15 PDFBibTeX XMLCite \textit{S. M. Veres}, Int. J. Control 52, No. 3, 737--752 (1990; Zbl 0729.93069) Full Text: DOI
Veres, Sándor M. Relations between information criteria for model-structure selection. II: Modelling by shortest data description. (English) Zbl 0729.93068 Int. J. Control 52, No. 2, 409-421 (1990). MSC: 93E03 93E24 62F15 93A30 PDFBibTeX XMLCite \textit{S. M. Veres}, Int. J. Control 52, No. 2, 409--421 (1990; Zbl 0729.93068) Full Text: DOI
Veres, Sándor M. Relations between information criteria for model-structure selection. I: The role of Bayesian model order estimation. (English) Zbl 0713.62031 Int. J. Control 52, No. 2, 389-408 (1990). MSC: 62F15 62M10 62B10 62F10 PDFBibTeX XMLCite \textit{S. M. Veres}, Int. J. Control 52, No. 2, 389--408 (1990; Zbl 0713.62031) Full Text: DOI
Veres, Sándor On the information of experiments when observing time series. (English) Zbl 0708.62008 Information theory, statistical decision functions, random processes, Trans. 10th Prague Conf., Prague/Czech. 1986, Vol. B, 389-396 (1989). MSC: 62B10 62M10 PDFBibTeX XML
Veres, S. On the overparametrized maximum likelihood estimation of ARMA processes. (English) Zbl 0662.62096 Probability theory and mathematical statistics with applications, Proc. 5th Pannonian Symp., Visegrád/Hung. 1985, 381-400 (1988). MSC: 62M09 62E20 62M10 PDFBibTeX XML
Veres, S. Parameter dependent asymptotic normality for vector elementary Gaussian processes. (English) Zbl 0662.62016 Probability theory and mathematical statistics with applications, Proc. 5th Pannonian Symp., Visegrád/Hung. 1985, 371-380 (1988). MSC: 62E20 62M05 62M09 PDFBibTeX XML
Veres, Sándor Asymptotic distribution of maximum likelihood estimators for nonstationary autoregressive processes. (English) Zbl 0657.62020 Probl. Control Inf. Theory 17, No. 1, 63-70 (1988). MSC: 62E20 62M10 62M09 PDFBibTeX XMLCite \textit{S. Veres}, Probl. Control Inf. Theory 17, No. 1, 63--70 (1988; Zbl 0657.62020)
Veres, Sándor The asymptotic log likelihood function for a class of stationary processes. (English) Zbl 0654.62079 Acta Sci. Math. 52, No. 3-4, 447-457 (1988). MSC: 62M15 60F15 PDFBibTeX XMLCite \textit{S. Veres}, Acta Sci. Math. 52, No. 3--4, 447--457 (1988; Zbl 0654.62079)
Veres, S. Maximum likelihood estimation and structural test of fit for a general class of stochastic processes. (English) Zbl 0657.62106 Goodness-of-fit, Debrecen/Hung. 1984, Colloq. Math. Soc. János Bolyai 45, 583-595 (1987). MSC: 62M09 62M07 62E20 62F05 62F12 PDFBibTeX XML
Keviczky, László; Bokor, Jozsef; Veres, Sándor Strong consistency of ML estimators using partial fraction and elementary subsystem representation of multivarible systems. (English) Zbl 0634.93072 IEEE Trans. Autom. Control 32, 867-876 (1987). Reviewer: J.Rissanen MSC: 93E12 62M10 93C35 62A01 62F12 93C55 93E10 PDFBibTeX XMLCite \textit{L. Keviczky} et al., IEEE Trans. Autom. Control 32, 867--876 (1987; Zbl 0634.93072) Full Text: DOI
Veres, Sándor Conditional local asymptotic normality for nonergodic diffusion processes. (English) Zbl 0631.62094 Found. Control Eng. 12, No. 2, 93-101 (1987). Reviewer: B.Kryžienė MSC: 62M05 60J60 62E20 60H10 PDFBibTeX XMLCite \textit{S. Veres}, Found. Control Eng. 12, No. 2, 93--101 (1987; Zbl 0631.62094)
Veres, Sándor Asymptotic distributions of likelihood ratios for overparametrized ARMA processes. (English) Zbl 0625.62074 J. Time Ser. Anal. 8, 345-357 (1987). Reviewer: J.Anděl MSC: 62M10 62E20 62F05 PDFBibTeX XMLCite \textit{S. Veres}, J. Time Ser. Anal. 8, 345--357 (1987; Zbl 0625.62074) Full Text: DOI
Veres, Sándor On the asymptotic non-normality of the maximum likelihood estimations. (Hungarian. English summary) Zbl 0636.62021 Alkalmazott Mat. Lapok 12, 125-141 (1986). MSC: 62F12 62M05 PDFBibTeX XMLCite \textit{S. Veres}, Alkalmazott Mat. Lapok 12, 125--141 (1986; Zbl 0636.62021)
Várlaki, P.; Veres, S. On measures of nonlinearity for dynamic stochastic systems. (English) Zbl 0546.93076 Mathematical modelling in science and technology, 4th int. Conf., Zürich/Switz. 1983, 143-148 (1984). Reviewer: V.Albrecht MSC: 93E12 62H20 93C10 60G10 60H25 62H15 PDFBibTeX XML