Most important publications

·  Book

  • György Terdik, Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis, Lecture Notes in Statistics, No142 (1999), New York, xx+260 pp. ISBN 0-387-98872-6.

·  Papers

  • Terdik, Gy., Long-range dependence in third order and bispectrum singularity, Periodica Mathematica Hungarica Vol. 62 (1), 2011, pp. 103–119, DOI: 10.1007/s10998-000-0000-0

 

  •  Terdik, Gy., Long-range dependence and asymptotic self-similarity in third order, Publicationes Mathematicae Debrecen, vol. 76, No. 3-4, 379-394, 2010.

 

  • Gy. Terdik, T. Gyires, "Does the Internet Still Demonstrate Fractal Nature?," International Conference on Networking, pp. 30-34, 2009 Eighth International Conference on Networks, 2009, Gosier, Guadeloupe, France, March 01-March 06, ISBN: 978-0-7695-3552-4, http://doi.ieeecomputersociety.org/10.1109/ICN.2009.8,

 

 

  • Gy. Terdik, T. Gyires, Lévy Flights and Fractal Modeling of Internet Traffic, IEEE/ACM Transactions on Networking, VOL. 17, NO. 1, 120—129, February 2009.

 

  • Terdik, Gy., Long-range dependence in higher order for non-Gaussian time series, Acta Sci. Math. (Szeged) 74(2008), 425—447.

 

  • 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 3793-3814, Special Issue: In Celebration of the Centennial of The Birth of Samarendra Nath Roy (1906-1964) 

 

  • 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, pp213--243.

 

  • 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. 326-356

 

  • Gy. Terdik, W. A. Woyczynski, A. Piryatinska, (2006) Fractional- and integer-order moments, and multiscaling for smoothly truncated Lévy flights, Physics Letters A 348  94–109, 01.454

 

  • Gy. Terdik, AW.A. Woyczynski, and A. Piryatinska, (2005) Are Lévy flights multiscale? Pure Mathematics and Applications 15, 323-333.
  • Gyorgy Terdik and Wojbor A. Woyczynski, (2005), Notes on fractional Ornstein--Uhlenbeck random sheets, Publ. Math. Debrecen, 66/1-2, 153–181
  • Iglói, E.; Terdik Gy., (2003), Superposition of Diffusions with Linear Generator and its Multifractal Limit Process, ESAIM: Probability and Statistics, vol. 7, pp.23-88.
  • Terdik Gy., (2002), Parameter Estimation for non-Gaussian Multiple Time Series in Frequency Domain, Theory Stoch. Processes, 8(24), N3-4, pp. 359-375.
  • 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, 1575-1583. Computers & Mathematics with Applications, Volume 43, June 2002, Pages 1575-1583
  • Gy. Terdik, (2002), Higher Order Statistics and Multivariate Vector Hermite Polynomials for Nonlinear Analysis of Multidimensional Time Series, Teor. Ver. Matem. Stat., (Teor. Imovirnost. ta Matem. Statyst.) No. 66, 2002, pp. 147-168
  • Terdik György, Iglói Endre, Molnár István, (2000) A Csonkított normális eloszlás kezelése a tejipari adatok értékelésénél, Tejgazdaság, LX. Tudomány és Gyakorlat, pp. 22-29.
  • S. Molnár, Gy. Terdik, A General Fractal Model of Internet Traffic, Proceedengs of the 26th Annual IEEE Conference on Local Computer Networks (LCN), Tampa, Florida, USA, November 14-16, 0-7695-1321-2/01, IEEE 2001, pp. 492-499.
  • Iglói, E., Terdik Gy., Long-range dependence through gamma-mixed Ornstein--Uhlenbeck process, Electronic Journal of     Probability (EJP) Eds: R. Bass Managing Ed: D. Khoshnevisan, Vol. 4 (1999) Paper no. 16, pages 1-33, 1999, see      http://www.math.utah.edu/~ejpecp/
  • Gál Zoltán - Iglói Endre - Terdik György, (1999), Nagysebesség? informatikai hálózat adatforgalmának matematikai statisztikai     jellemzése, Alk. Mat. Lapok, 19, pp. 29-38.
  • 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. 58-61.
  • Iglói, E., Terdik, Gy.(1999), Bilinear stochastic systems with fractional Brownian motion input, Ann. Appl. Probab., 9, no. 1,     46--77.
  • Gy. Terdik and J. Máth(1998), A new test of linearity for time series based on the bispectrum. J. of Time Series, vol. 19, No 6,  pp737-753.
  • N. Leonenko, A. Sikorskii, G. Terdik, (1998) On Spectral and Bispectral Estimator of the Parameter of Nongaussian Data,     Random Oper. and Stoch. Equ. (ROSE),vol.6, No 2, pp159-182.
  • Terdik, Gy.,(1997), “Use of Bispectrum Based Linearity Test for Detection of Nonlinear Signals”, Proc. of 6th International      Conference on Advences in Communication and Control, Telecommunication and Signal Processing in Multimedia Area, Ed. W. R. Wells, pp809-816, Univ. Press of University of Nevada, USA.
  • 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., pp299-309,      Birkhauser, Boston.
  • Iglói E., Terdik Gy.,(1997) Bilinear Modelling of Chandler Wobble, Theory of Probability and its Applications, v.44, 2, pp398-400.
  • 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, pp329-339, Chapman & Hall, London.
  • Iglói E., Terdik Gy.,(1997) Bilinear Modelling of Chandler Wobble, Theory of Probability and its Applications, vol.44, N 2, pp398-400.
  • Terdik, Gy. and Máth, J.(1996), Testing linearity for time series. Theory of Stochastic Processes, vol. 18, N 1-2, pp. 25-38.
  • Terdik, Gy.,(1995), On problem of identification for stochastic bilinear systems, System Anal.-Modelling-Simulation, vol.17, pp85-102.
  • 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, pp14,801-14,405.
  • Terdik, Gy., Math, J.,(1993), Bispectrum based checking of linear predictability of time series, Developments in Time Series Analysis, Ed., T.Subba Rao, Chapman & Hall, London, pp274-283.
  • Terdik, Gy., Ispány, M.,(1993), Criteria for the existence of even order moments of bilinear time series, Stoch. Models, 9, 255-274.
  • Terdik, Gy.,(1992) Stationarity in fourth order and the marginal bispectrum for bilinear models with Gaussian residuals, Stoch. Proc. And their Appl., 42, pp315-327.
  • Terdik, Gy. and Ispany, M. (1991) A note on stationarity of bilinear models, Publ. Math., Debrecen, Tom. 38, pp165-173.
  • Terdik, Gy., Meaux, L., (1991) The exact bispectra for bilinear realizable, processes with Hermite degree 2, Adv. of Appl. Prob., 23, pp798-808.
  • Terdik, Gy., (1991) Bilinear state space realization for polynomial systems, Computers Maths. Appl. Vol. 22, No. 7, pp69-83.
  • 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, pp103-116.
  • Terdik, Gy., Bokor, J., Tanyi, M., (1990) Foreward and backward Markovian state space models of second order processes, Computers and Maths. Vol. 19, pp21-30.
  • Terdik, Gy., (1990) Second order properties for multiple- bilinear models, J. Multivar. Anal., Vol. 35, No 2, pp295-307.
  • Terdik, Gy., (1989) Stationary solutions for bilinear systems with constant coefficients, Seminar on Stochastic Processes, Birkhauser, pp197-206.
  • Terdik, Gy., and Subba Rao, T. (1989) On Wiener-Ito representation and the best linear predicators for bilinear time series, J. of Appl. Prob., 26, 274-286.
  • Terdik, Gy., (1989) An approximate Wiener-series expansion and condition of stationarity for some quadratic time series models, Publ. Math., Debrecen, Tom. 36, pp299-311.
  • Terdik, Gy., (1988) Generalized Hermite polynomials and estimation of kernels for discrete I/O Wiener models, Problems of Control and Info. Theory. 17, 49-61.
  • Terdik, Gy., Varlaki, P., (1989) Nonparametric identification of Uryson and Volterra nonlinear systems with autoregressive input processes, Publ. Math., Debrecen, Tom. 35. pp119-140.
  • Terdik, Gy., (1986) Expectation of nonlinear functions of Gaussian processes, Publ. Maths. Debrecen, Tom 33, pp205-211.
  • Terdik, Gy., (1985) Transfer functions and conditions for stationarity of bilinear models with Gaussian residuals. Proc. R. Soc., London. A 400, 315-330.
  • Terdik, Gy., (1985) Conditions for stationarity of QUILO models with Gaussian residuals, Proc. of 5th Pannonian Symp. on Math Statistics, eds. Grossmann, Mogyorodi, Vince, Akad. Kiado.