Fontosabb publikációk: Terdik György, Dr.-habil., DSc.

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1 Fontosabb publikációk: Terdik György, Dr.-habil., DSc. Könyv: 1. György Terdik, Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis, Lecture Notes in Statistics, Springer Verlag, No142 (1999), New York, xx+260 pp. ISBN Folyóirat cikk: 2. A. Piryatinska, Gy. Terdik, W. A. Woyczynski, K. A. Loparo, M. S. Scher, A. Zlotnik, Automated detection of neonate EEG sleep stages, Computer Methods and Programs in Biomedicine, Computer Methods and Programs in Biomedicine, Volume 95, Issue 1, July 2009, Pages 31-46, ISSN , DOI: /j.cmpb ( IF: Gy. Terdik, T. Gyires, Lévy Flights and Fractal Modeling of Internet Traffic, IEEE/ACM Transactions on Networking, VOL. 17, NO. 1, , February IF.: IF: Terdik, Gy., Long-range dependence in higher order for non-gaussian time series, Acta Sci. Math. (Szeged) 74(2008), Gy. Terdik, T. Subba Rao and S. Rao Jammalamadaka, On multivariate nonlinear regression models with stationary correlated errors, Journal of Statistical Planning and Inference Volume 137, Issue 11, 1 November 2007, Pages , Special Issue: In Celebration of the Centennial of The Birth of Samarendra Nath Roy ( ) IF: Gy. Terdik, W. A. Woyczynski, (2006), Rosiński Measures for Tempered Stable and Related Ornstein-Uhlenbeck Processes, Probability and Mathematical Statistics (PMS), Urbanik Volume, Vol. 26, Fasc. 2, pp Rao, Jammalamadaka S. Subba Rao, T. Terdik, Gy. (2006), Higher order cumulants of random vectors and applications to statistical inference and time series, Sankhya (A, Methodology), The Indian Journal of Statistics, Volume 68, Part 2, pp IF:0.36 1

2 8. Gy. Terdik, W. A. Woyczynski, A. Piryatinska, (2006) Fractional- and integerorder moments, and multiscaling for smoothly truncated Lévy flights, Physics Letters A , IF: Gy. Terdik and Wojbor A. Woyczynski, (2005), Notes on fractional Ornstein-- Uhlenbeck random sheets, Publ. Math. Debrecen, 66/1-2, , IF: Iglói, E.; Terdik Gy., (2003), Superposition of Diffusions with Linear Generator and its Multifractal Limit Process, ESAIM: Probability and Statistics, vol. 7, pp IF: Gy. Terdik, Z. Gál, S. Molnár, E. Iglói, (2002), Bispectral analysis of traffic in high speed networks, [J] Comput. Math. Appl., Vol. 43, Issue 12, Computers & Mathematics with Applications, Volume 43, June 2002, Pages IF: Iglói, E., Terdik Gy., (1999) Long-range dependence through gamma-mixed Ornstein--Uhlenbeck process, Electronic Journal of Probability (EJP) Eds: R. Bass Managing Ed: D. Khoshnevisan, Vol. 4 Paper no. 16, pages 1-33, see IF: Iglói, E., Terdik, Gy.(1999), Bilinear stochastic systems with fractional Brownian motion input, Ann. Appl. Probab., 9, no. 1, IF: Gy. Terdik and J. Máth(1998), A new test of linearity for time series based on the bispectrum. J. of Time Series (JTSA), vol. 19, No 6, pp IF: Dewson, T., Irving, A. D., Terdik, G.,(1997) Estimating of Volterra kernels in case of moment hierarchy and orthogonal representation., [J] Comput. Math. Appl. 33, No.4, pp5-14, [ISSN ]. IF: Terdik, Gy.,(1995), On problem of identification for stochastic bilinear systems, Systems Analysis Modelling Simulation, vol.17, pp IF: Baranyi, T., Ludmány, A., and Terdik, Gy.,(1995), Semiannual fluctuation depending on the polarity of the solar main magnetic field, J. of Geophysical Research, vol.100, No. A8, pp801-14, 805. IF: Terdik, Gy., Ispány, M.,(1993), Criteria for the existence of even order moments of bilinear time series, Stoch. Models, 9, IF: Terdik, Gy.,(1992) Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals, Stoch. Proc. And their Appl., 42, pp IF: Terdik, Gy., Meaux, L., (1991) The exact bispectra for bilinear realizable, processes with Hermite degree 2, Adv. of Appl. Prob., 23, pp IF:

3 21. Terdik, Gy., (1991) Bilinear state space realization for polynomial systems, Computers Maths. Appl. Vol. 22, No. 7, pp IF: Terdik, Gy., Bokor, J., Tanyi, M., (1990) Foreward and backward Markovian state space models of second order processes, Computers & Mathematics with Applications, Volume 19, Issue 1, 1990, Pages IF: Terdik, Gy., (1990) Second order properties for multiple- bilinear models, J. Multivar. Anal., Vol. 35, No 2, pp IF: Terdik, Gy., and Subba Rao, T. (1989) On Wiener-Ito representation and the best linear predictors for bilinear time series, J. of Appl. Prob., 26, IF: Terdik, Gy., (1989) An approximate Wiener-series expansion and condition of stationarity for some quadratic time series models, Publ. Math., Debrecen, Tom. 36, pp IF: Terdik, Gy.,(1988) Transfer function systems for ARMA model with Quadratic perturbation, Bulletin for Applied Maths., 856, pp1-18, Hungary. 27. Terdik, Gy., (1986) Expectation of nonlinear functions of Gaussian processes, Publ. Maths. Debrecen, Tom 33, pp IF: Könyvrészlet: 28. Gy. Terdik, T. Gyires, Does The Internet Still Demonstrate Fractal Nature?, Workshop on Systems & Control Theory in honor of József BOKOR on his 60th Birthday, MTA, September 9, 2008, Hungary, Invited talk, Proceedings. ISBN Terdik, Gy. Gyires, T. Fractal Modeling of Internet Traffic, 12th World Multi- Conference on Systemics, Cybernetics and Informatics, WMSCI 2008, Volume III. pp , June 29 th - July 2 nd, 2008 Orlando, Florida, USA 30. Terdik, Gy. and Gyires T., Internet Traffic Modeling with Lévy Flights, Seventh International Conference on Networking (icn 2008), IEEE Computer Society, Los Alamitos, CA, USA, isbn: , pp , Best Paper Awards. 31. T. Subba Rao Gy Terdik, Multivariate Non-Linear Regression with Applications, Springer Verlag, New York, Lect. Notes in Statistics No.187, Dependence in Probability and Statistics, P. Bertail, P. Doukhan, P. Soulier, eds. 2006, p T. Subba Rao and Gy. Terdik, (2003) Ch. 21. On the theory of discrete and continuous bilinear time series models, In: D.N. Shanbhag and C.R. Rao, Editor(s), Handbook of Statistics, Elsevier, 2003, Volume 21, Stochastic Processes: Modelling and Simulation, Pages , ISSN , ISBN , DOI: /S (03)

4 33. S. Molnár, Gy. Terdik, (2001) A General Fractal Model of Internet Traffic, Proceedings of the 26th Annual IEEE Conference on Local Computer Networks (LCN), Tampa, Florida, USA, November 14-16, /01, IEEE 2001, pp Terdik, Gy., Várlaki, P.,(2000), On Bilinear Models for Identification of Vibrating Systems, Studies in Vehicle Engineering and Transportation Science (A Festschrift in Honor of Professor Pál Michelberger on Occasion of his 70 th Birthday), Ed., J. Bokor, E. Nándori and P. Várlaki, pp , Hungarian Academy of Science, Budapest University of Technology and Econometrics. 35. Gal, Z.; Terdik, G.; Igloi, E. Multifractal study of Internet traffic, High Performance Switching and Routing, 2001 IEEE Workshop Volume, Issue, 2001 Page(s): , Digital Object Identifier /HPSR Z. Gál, Gy. Terdik, E. Iglói, (1999) An analysis of ATM Traffic Generated in Local Network, Proc. of 7 th International Conference on Advances in Communication and Control, Telecommunication and Signal Processing in Multimedia Area, Ed. W. R. Wells, pp , Optimization Software, INC. Publications Division, New York Los Angeles, Books in Mathematics and Engineering/Scientific Applications Software, USA 37. Terdik, Gy. Iglói, E. Long Range and Fractal Properties of Some High Speed Network Traffic Data, Proceedings of the 4 th International Conference on Applied Informatics 99, Noszvaj, 1999, pp Gy. Terdik(1999), Testing of Linearity in Weak Sense for Time Series Based on the Bispectrum, Proceedings of IEEE Signal Processing Workshop on Higher Order Statistics, June 14-16, Caesarea, Israel, pp Terdik, Gy.,(1997), Linear and nonlinear modeling of the geomagnetic aa indices, Applications of Time Series in Astronomy and Meterorology, Ed. T. Subba Rao, Chapter 21, pp , Chapman & Hall, London. 40. Iglói, E., Terdik, Gy.,(1997) Bilinear Stochastic Systems with Long Range Dependence in Continuous Time, Stochastic Differential and Difference Equations, Csiszár, E., and Michaletzky, Gy., ed., Progress in Systems and Control Theory, vol 23., pp , Birkhauser, Boston. 41. Terdik, Gy., Máth, J.,(1993), Bispectrum based checking of linear predictability of time series, Developments in Time Series Analysis, Chapter 19, Ed., T.Subba Rao, Chapman & Hall, London, pp Terdik, Gy.; Varlaki, P.; Bokor, J., On problem of stochastic bilinear realization. [CA] Computational Systems Analysis, Elsevier, Amsterdam, A. Sydov (Editor), Proc. 4th Int. Symp. Syst. Anal. Simulation, Berlin/Ger. 1992, (1992). 4

5 43. Terdik, Gy., (1991) On realization and identification of stochastic bilinear systems, Lecture Notes in Contr. and Inf. Sci., Ed. M. Thoma and A Wyner, Vol. 161, L. Gerencser, P.E. Canies (Eds), Topics in Stochastic Systems: Modelling Estimation and Adaptive Control, Springer Verlag, New York, Lect. Notes Control Inf. Sci. 161, (1991). [ISBN ] 44. Terdik, Gy., Meaux, L., Note on bispectra of bilinear realizable processes with Hermite degree 2, IFAC Identification and System Parameter estimation (selected papers from the Ninth IFAC/IFORS Symposium, Budapest, Hungary, 1991), Pergamon Press, Oxford New York, 1991, pp Terdik, Gy., (1990) Stationary solutions for bilinear systems with constant coefficients, Ed. E. Cinlar and K. L. Chung and R. K.Getoor, Seminar on Stochastic Processes 1989 (San Diego, CA, 1989), Birkhauser, pp