Horváth, Lajos Some remarks on the Nelson-Siegel model. (English) Zbl 1444.62157 Aneiros, Germán (ed.) et al., Functional and high-dimensional statistics and related fields. Selected papers presented at the 5th international workshop on functional and operatorial statistics, IWFOS 2021, Brno, Czech Republic, June 23–25, 2021. Cham: Springer. Contrib. Stat., 131-136 (2020). MSC: 62R10 62J10 PDFBibTeX XMLCite \textit{L. Horváth}, in: Functional and high-dimensional statistics and related fields. Selected papers presented at the 5th international workshop on functional and operatorial statistics, IWFOS 2021, Brno, Czech Republic, June 23--25, 2021. Cham: Springer. 131--136 (2020; Zbl 1444.62157) Full Text: DOI
Horváth, L. Approximations for randomly accelerated motions. (English) Zbl 1028.60029 Berkes, I. (ed.) et al., Limit theorems in probability and statistics. Fourth Hungarian colloquium on limit theorems in probability and statistics, Balatonlelle, Hungary, June 28-July 2, 1999. Vol. II. Budapest: János Bolyai Mathematical Society. 155-173 (2002). Reviewer: Josef Steinebach (Köln) MSC: 60F17 60F15 60J65 60K05 PDFBibTeX XMLCite \textit{L. Horváth}, in: Limit theorems in probability and statistics. Fourth Hungarian colloquium on limit theorems in probability and statistics, Balatonlelle, Hungary, June 28--July 2, 1999. Vol. II. Budapest: János Bolyai Mathematical Society. 155--173 (2002; Zbl 1028.60029)
Horváth, Lajos Change-point detection in long-memory processes. (English) Zbl 1081.62551 J. Multivariate Anal. 78, No. 2, 218-234 (2001). MSC: 62M10 62E20 62F03 PDFBibTeX XMLCite \textit{L. Horváth}, J. Multivariate Anal. 78, No. 2, 218--234 (2001; Zbl 1081.62551) Full Text: DOI Link
Horváth, Lajos Approximations for hybrids of empirical and partial sums processes. (English) Zbl 0976.60044 J. Stat. Plann. Inference 88, No. 1, 1-18 (2000). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60F17 62G30 PDFBibTeX XMLCite \textit{L. Horváth}, J. Stat. Plann. Inference 88, No. 1, 1--18 (2000; Zbl 0976.60044) Full Text: DOI
Horváth, Lajos Tests for changes under random censorship. (English) Zbl 0954.62059 J. Stat. Plann. Inference 69, No. 2, 229-243 (1998). Reviewer: Christina Diakaki (Chania) MSC: 62G10 62G20 62F12 PDFBibTeX XMLCite \textit{L. Horváth}, J. Stat. Plann. Inference 69, No. 2, 229--243 (1998; Zbl 0954.62059) Full Text: DOI
Horváth, Lajos Diffusion approximation for random walks on anisotropic lattices. (English) Zbl 0905.60024 J. Appl. Probab. 35, No. 1, 206-212 (1998). Reviewer: G.Oprişan (Bucureşti) MSC: 60F17 60G50 60J65 PDFBibTeX XMLCite \textit{L. Horváth}, J. Appl. Probab. 35, No. 1, 206--212 (1998; Zbl 0905.60024) Full Text: DOI
Horváth, Lajos Detection of changes in linear sequences. (English) Zbl 0937.62086 Ann. Inst. Stat. Math. 49, No. 2, 271-283 (1997). Reviewer: B.Szyszkowicz (Ottawa) MSC: 62M09 62G20 62M10 PDFBibTeX XMLCite \textit{L. Horváth}, Ann. Inst. Stat. Math. 49, No. 2, 271--283 (1997; Zbl 0937.62086) Full Text: DOI
Horváth, Lajos Kac’s representation from an asymptotic viewpoint. (English) Zbl 0829.60027 J. Stat. Plann. Inference 46, No. 1, 27-45 (1995). Reviewer: J.Steinebach (Marburg) MSC: 60F17 60F05 PDFBibTeX XMLCite \textit{L. Horváth}, J. Stat. Plann. Inference 46, No. 1, 27--45 (1995; Zbl 0829.60027) Full Text: DOI
Horváth, Lajos Detecting changes in linear regressions. (English) Zbl 0812.62074 Statistics 26, No. 3, 189-208 (1995). MSC: 62J05 62F05 62E20 60F15 PDFBibTeX XMLCite \textit{L. Horváth}, Statistics 26, No. 3, 189--208 (1995; Zbl 0812.62074) Full Text: DOI
Horváth, Lajos A note on the law of iterated logarithm for Abel sums. (English) Zbl 0802.60028 C. R. Math. Acad. Sci., Soc. R. Can. 15, No. 5, 213-217 (1993). Reviewer: E.Häusler (Gießen) MSC: 60F15 60F17 60F05 PDFBibTeX XMLCite \textit{L. Horváth}, C. R. Math. Acad. Sci., Soc. R. Can. 15, No. 5, 213--217 (1993; Zbl 0802.60028)
Horváth, Lajos The maximum likelihood method for testing changes in the parameters of normal observations. (English) Zbl 0778.62016 Ann. Stat. 21, No. 2, 671-680 (1993). MSC: 62E20 62F03 62F05 60F15 PDFBibTeX XMLCite \textit{L. Horváth}, Ann. Stat. 21, No. 2, 671--680 (1993; Zbl 0778.62016) Full Text: DOI
Horváth, Lajos Asymptotics for global measures of accuracy of splines. (English) Zbl 0788.41007 J. Approximation Theory 73, No. 3, 270-287 (1993). Reviewer: G.D.Dikshit (Auckland) MSC: 41A15 PDFBibTeX XMLCite \textit{L. Horváth}, J. Approx. Theory 73, No. 3, 270--287 (1993; Zbl 0788.41007) Full Text: DOI
Horváth, Lajos Change in autoregressive processes. (English) Zbl 0769.62067 Stochastic Processes Appl. 44, No. 2, 221-242 (1993). Reviewer: P.A.Morettin (São Paulo) MSC: 62M10 62F03 PDFBibTeX XMLCite \textit{L. Horváth}, Stochastic Processes Appl. 44, No. 2, 221--242 (1993; Zbl 0769.62067) Full Text: DOI
Horváth, Lajos Strong approximations of open queueing networks. (English) Zbl 0758.60099 Math. Oper. Res. 17, No. 2, 487-508 (1992). Reviewer: T.Inglot (Wrocław) MSC: 60K25 60F17 60K20 60K10 PDFBibTeX XMLCite \textit{L. Horváth}, Math. Oper. Res. 17, No. 2, 487--508 (1992; Zbl 0758.60099) Full Text: DOI
Horváth, Lajos On the asymptotic distributions of weighted uniform mulitivariate empirical processes. (English) Zbl 0716.62019 J. Multivariate Anal. 36, No. 1, 127-143 (1991). Reviewer: P.Rèvész MSC: 62E20 60F05 62G30 60F17 PDFBibTeX XMLCite \textit{L. Horváth}, J. Multivariate Anal. 36, No. 1, 127--143 (1991; Zbl 0716.62019) Full Text: DOI
Horváth, Lajos On \(L_ p\)-norms of multivariate density estimators. (English) Zbl 0765.62045 Ann. Stat. 19, No. 4, 1933-1949 (1991). Reviewer: R.Mentz (S.M.de Tucuman) MSC: 62G07 62H12 60F25 62G20 60F05 PDFBibTeX XMLCite \textit{L. Horváth}, Ann. Stat. 19, No. 4, 1933--1949 (1991; Zbl 0765.62045) Full Text: DOI
Horváth, Lajos Short distances on the line. (English) Zbl 0743.60034 Stochastic Processes Appl. 39, No. 1, 65-80 (1991). Reviewer: K.-i.Yoshihara (Yokohama) MSC: 60F17 60H05 PDFBibTeX XMLCite \textit{L. Horváth}, Stochastic Processes Appl. 39, No. 1, 65--80 (1991; Zbl 0743.60034) Full Text: DOI
Horváth, Lajos Rate of convergence in limit theorems for Brownian excursions. (English) Zbl 0747.60074 Stochastic Processes Appl. 39, No. 1, 55-64 (1991). Reviewer: F.Flandoli (Pisa) MSC: 60J65 60J55 60F17 PDFBibTeX XMLCite \textit{L. Horváth}, Stochastic Processes Appl. 39, No. 1, 55--64 (1991; Zbl 0747.60074) Full Text: DOI
Horváth, Lajos Weak convergence of discrete scattering processes. (English) Zbl 0743.60033 Adv. Appl. Probab. 23, No. 4, 733-750 (1991). Reviewer: E.Häusler (Gießen) MSC: 60F17 60B10 60J65 60K99 PDFBibTeX XMLCite \textit{L. Horváth}, Adv. Appl. Probab. 23, No. 4, 733--750 (1991; Zbl 0743.60033) Full Text: DOI
Horváth, Lajos Asymptotics for \(L_ p\)-norms of Fourier series density estimators. (English) Zbl 0706.62042 Constructive Approximation 6, No. 4, 375-397 (1990). Reviewer: Zengyan Lin MSC: 62G05 60F05 60F25 62G20 PDFBibTeX XMLCite \textit{L. Horváth}, Constr. Approx. 6, No. 4, 375--397 (1990; Zbl 0706.62042) Full Text: DOI
Horváth, Lajos A note on the rate of Poisson approximation of empirical processes. (English) Zbl 0704.60027 Ann. Probab. 18, No. 2, 724-726 (1990). Reviewer: P.Révész MSC: 60F17 62G30 PDFBibTeX XMLCite \textit{L. Horváth}, Ann. Probab. 18, No. 2, 724--726 (1990; Zbl 0704.60027) Full Text: DOI
Horvath, Lajos Strong laws and limit theorems for local time of Markov processes. (English) Zbl 0675.60062 Probab. Theory Relat. Fields 85, No. 3, 413-424 (1990). Reviewer: L.Horvath MSC: 60J25 60F15 60F17 PDFBibTeX XMLCite \textit{L. Horvath}, Probab. Theory Relat. Fields 85, No. 3, 413--424 (1990; Zbl 0675.60062) Full Text: DOI
Horváth, Lajos The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability. (English) Zbl 0688.62018 J. Multivariate Anal. 31, No. 1, 148-159 (1989). MSC: 62E20 60F05 62F12 PDFBibTeX XMLCite \textit{L. Horváth}, J. Multivariate Anal. 31, No. 1, 148--159 (1989; Zbl 0688.62018) Full Text: DOI
Horváth, Lajos Limit laws for the average of exponential random variables. (English) Zbl 0685.60026 Math. Proc. Camb. Philos. Soc. 105, No. 2, 381-388 (1989). Reviewer: L.Horváth MSC: 60F05 60F15 PDFBibTeX XMLCite \textit{L. Horváth}, Math. Proc. Camb. Philos. Soc. 105, No. 2, 381--388 (1989; Zbl 0685.60026) Full Text: DOI
Horváth, Lajos On the tail behaviour of quantile processes. (English) Zbl 0627.60041 Stochastic Processes Appl. 25, 57-72 (1987). Reviewer: J.Galambos MSC: 60F17 60G17 62G30 PDFBibTeX XMLCite \textit{L. Horváth}, Stochastic Processes Appl. 25, 57--72 (1987; Zbl 0627.60041) Full Text: DOI
Horváth, L. Strong approximations of renewal processes and their applications. (English) Zbl 0606.60037 Acta Math. Hung. 47, 13-28 (1986). MSC: 60F15 60K05 60G50 60K25 PDFBibTeX XMLCite \textit{L. Horváth}, Acta Math. Hung. 47, 13--28 (1986; Zbl 0606.60037) Full Text: DOI
Horváth, Lajos Stochastic random walk summability. (English) Zbl 0597.60060 Math. Z. 192, 437-446 (1986). Reviewer: M.Iosifescu MSC: 60G50 60F17 PDFBibTeX XMLCite \textit{L. Horváth}, Math. Z. 192, 437--446 (1986; Zbl 0597.60060) Full Text: DOI EuDML
Horváth, Lajos Strong approximations of weighted sums of random variables. (English) Zbl 0578.60034 J. Lond. Math. Soc., II. Ser. 33, 567-576 (1986). MSC: 60F17 62L20 PDFBibTeX XMLCite \textit{L. Horváth}, J. Lond. Math. Soc., II. Ser. 33, 567--576 (1986; Zbl 0578.60034) Full Text: DOI
Horváth, Lajos A strong nonlinear renewal theorem with applications to sequential analysis. (English) Zbl 0595.60081 Scand. J. Stat., Theory Appl. 12, 271-280 (1985). Reviewer: A.Gut MSC: 60K05 60F15 60J65 62L10 PDFBibTeX XMLCite \textit{L. Horváth}, Scand. J. Stat. 12, 271--280 (1985; Zbl 0595.60081)
Horváth, Lajos Strong laws for randomly indexed U-statistics. (English) Zbl 0589.62064 Math. Proc. Camb. Philos. Soc. 98, 559-567 (1985). Reviewer: N.Weber MSC: 62L12 60F15 PDFBibTeX XMLCite \textit{L. Horváth}, Math. Proc. Camb. Philos. Soc. 98, 559--567 (1985; Zbl 0589.62064) Full Text: DOI
Horváth, Lajos Empirical kernel transforms of parameter-estimated empirical processes. (English) Zbl 0586.62072 Acta Sci. Math. 48, 201-213 (1985). MSC: 62G30 60F17 62F10 62G05 62G10 60F05 62F03 PDFBibTeX XMLCite \textit{L. Horváth}, Acta Sci. Math. 48, 201--213 (1985; Zbl 0586.62072)
Horváth, Lajos Approximation for Abel sums of independent, identically distributed random variables. (English) Zbl 0574.60049 Stat. Probab. Lett. 3, 221-225 (1985). MSC: 60F17 60G50 PDFBibTeX XMLCite \textit{L. Horváth}, Stat. Probab. Lett. 3, 221--225 (1985; Zbl 0574.60049) Full Text: DOI
Horváth, Lajos Estimation from a length-biased distribution. (English) Zbl 0567.62032 Stat. Decis. 3, 91-113 (1985). Reviewer: B.K.Kale MSC: 62G05 60F05 62C12 PDFBibTeX XMLCite \textit{L. Horváth}, Stat. Decis. 3, 91--113 (1985; Zbl 0567.62032)
Horváth, Lajos On random censorship from both sides. (English) Zbl 0584.62052 Math. Operationsforsch. Stat., Ser. Stat. 15, 581-594 (1984). Reviewer: A.Földes MSC: 62G05 60F15 PDFBibTeX XMLCite \textit{L. Horváth}, Math. Operationsforsch. Stat., Ser. Stat. 15, 581--594 (1984; Zbl 0584.62052) Full Text: DOI
Horváth, L. Parameter estimation and testing composite hypotheses from censored data. (English) Zbl 0579.62020 Limit theorems in probability and statistics, 2nd Colloq., Veszprém/Hung. 1982, Vol. II, Colloq. Math. Soc. János Bolyai 36, 587-616 (1984). Reviewer: R.Schlittgen MSC: 62F12 62F03 62G10 PDFBibTeX XML
Horváth, Lajos Strong approximation of extended renewal processes. (English) Zbl 0552.60032 Ann. Probab. 12, 1149-1166 (1984). Reviewer: T.Inglot MSC: 60F17 60K05 60F15 PDFBibTeX XMLCite \textit{L. Horváth}, Ann. Probab. 12, 1149--1166 (1984; Zbl 0552.60032) Full Text: DOI
Horváth, Lajos Strong approximation of certain stopped sums. (English) Zbl 0549.60083 Stat. Probab. Lett. 2, 181-185 (1984). Reviewer: G.Kersting MSC: 60K05 60F17 60J65 PDFBibTeX XMLCite \textit{L. Horváth}, Stat. Probab. Lett. 2, 181--185 (1984; Zbl 0549.60083) Full Text: DOI
Horváth, Lajos Strong approximation of renewal processes. (English) Zbl 0545.60081 Stochastic Processes Appl. 18, 127-138 (1984). Reviewer: A.Gut MSC: 60K05 60F15 60J65 PDFBibTeX XMLCite \textit{L. Horváth}, Stochastic Processes Appl. 18, 127--138 (1984; Zbl 0545.60081) Full Text: DOI
Horváth, L. On nonparametric regression with randomly censored data. (English) Zbl 0536.62033 Statistics and probability, Proc. 3rd Pannonian Symp., Visegrád/Hung. 1982, 105-113 (1984). Reviewer: L.Schmetterer MSC: 62G05 62J05 62N05 PDFBibTeX XML
Horvath, Lajos The rate of strong uniform consistency for the multivariate product-limit estimator. (English) Zbl 0517.62044 J. Multivariate Anal. 13, 202-209 (1983). MSC: 62G05 60F15 62H12 PDFBibTeX XMLCite \textit{L. Horvath}, J. Multivariate Anal. 13, 202--209 (1983; Zbl 0517.62044) Full Text: DOI
Horvath, L. Two-sample problems under random censorship. (English) Zbl 0521.62035 Nonparametric statistical inference, Budapest 1980, Vol. I, Colloq. Math. Soc. Janos Bolyai 32, 417-433 (1982). MSC: 62G10 62E20 PDFBibTeX XML
Horvath, Lajos Strong approximation of quantiles of the product-limit estimator. (English) Zbl 0482.62038 Carleton Math. Lect. Note 38, 30 p. (1982). MSC: 62G30 60F17 60G15 62G05 62E20 60F15 PDFBibTeX XML
Horvath, Lajos Dropping continuity and independence assumptions in random censorship models. (English) Zbl 0466.60037 Stud. Sci. Math. Hung. 15, 381-389 (1980). MSC: 60F17 62D05 PDFBibTeX XMLCite \textit{L. Horvath}, Stud. Sci. Math. Hung. 15, 381--389 (1980; Zbl 0466.60037)
Horvath, Lajos On empirical Prekopa processes. (English) Zbl 0454.90024 Acta Sci. Math. 42, 265-274 (1980). MSC: 90B05 90B30 60G15 60K05 62E20 PDFBibTeX XMLCite \textit{L. Horvath}, Acta Sci. Math. 42, 265--274 (1980; Zbl 0454.90024)