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Horváth, Lajos

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Author ID: horvath.lajos Recent zbMATH articles by "Horváth, Lajos"
Published as: Horvath, L.; Horvath, Lajos; Horvàth, L.; Horvárth, Lajos; Horváth, L.; Horváth, Lajos; Horváth, lajos
Homepage: https://www.math.utah.edu/~horvath/
External Links: MGP · dblp · GND
Documents Indexed: 283 Publications since 1980, including 6 Books
all top 5

Serials

25 Statistics & Probability Letters
24 Journal of Multivariate Analysis
19 Journal of Statistical Planning and Inference
19 Stochastic Processes and their Applications
15 Econometric Theory
10 The Annals of Statistics
9 Journal of Time Series Analysis
8 The Annals of Probability
8 Journal of Econometrics
8 Studia Scientiarum Mathematicarum Hungarica
7 Bernoulli
6 Probability Theory and Related Fields
5 Mathematical Proceedings of the Cambridge Philosophical Society
5 Scandinavian Journal of Statistics
5 Acta Scientiarum Mathematicarum
5 Statistics & Decisions
4 Annals of the Institute of Statistical Mathematics
4 Statistics
4 The Annals of Applied Probability
4 Test
3 The Canadian Journal of Statistics
3 Periodica Mathematica Hungarica
3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
3 Journal of Theoretical Probability
2 Advances in Applied Probability
2 The Australian Journal of Statistics
2 Biometrika
2 Bulletin of the London Mathematical Society
2 Comptes Rendus Mathématiques de l’Académie des Sciences
2 Probability and Mathematical Statistics
2 Acta Mathematica Hungarica
2 Computational Statistics and Data Analysis
2 Statistica Sinica
2 Revista Matemática Complutense
1 Lithuanian Mathematical Journal
1 Advances in Mathematics
1 Journal of the American Statistical Association
1 Journal of Applied Probability
1 Journal of Approximation Theory
1 Journal of the London Mathematical Society. Second Series
1 Kybernetika
1 Mathematische Nachrichten
1 Mathematics of Operations Research
1 Mathematische Operationsforschung und Statistik. Series Statistics
1 Mathematische Zeitschrift
1 Proceedings of the American Mathematical Society
1 Sankhyā. Series A. Methods and Techniques
1 Insurance Mathematics & Economics
1 Sequential Analysis
1 Constructive Approximation
1 Alkalmazott Matematikai Lapok. A Magyar Tudomanyos Akademia. Matematikai es Fizikai Tudomanyok Osztalyanak Közlemenyei
1 Communications in Statistics. Theory and Methods
1 Journal of Statistical Computation and Simulation
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Journal of Nonparametric Statistics
1 The Econometrics Journal
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Stochastics and Dynamics
1 Fields Institute Communications
1 Lecture Notes in Statistics
1 Springer Series in Statistics
1 Wiley Series in Probability and Mathematical Statistics

Publications by Year

Citations contained in zbMATH Open

236 Publications have been cited 3,693 times in 2,018 Documents Cited by Year
Limit theorems in change-point analysis. Zbl 0884.62023
Csörgő, Miklós; Horváth, Lajos
308
1997
Inference for functional data with applications. Zbl 1279.62017
Horváth, Lajos; Kokoszka, Piotr
290
2012
GARCH processes: structure and estimation. Zbl 1064.62094
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
144
2003
Weighted approximations in probability and statistics. Zbl 0770.60038
Csörgö, Miklós; Horváth, Lajos
118
1993
Weighted empirical and quantile processes. Zbl 0589.60029
Csörgö, Miklós; Csörgö, Sándor; Horváth, Lajos; Mason, David M.
101
1986
Break detection in the covariance structure of multivariate time series models. Zbl 1191.62143
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Reimherr, Matthew
82
2009
Structural breaks in time series. Zbl 1274.62553
Aue, Alexander; Horváth, Lajos
76
2013
Monitoring changes in linear models. Zbl 1075.62054
Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr; Steinebach, Josef
65
2004
The efficiency of the estimators of the parameters in GARCH processes. Zbl 1048.62082
Berkes, István; Horváth, Lajos
60
2004
The maximum likelihood method for testing changes in the parameters of normal observations. Zbl 0778.62016
Horváth, Lajos
53
1993
The rate of strong uniform consistency for the product-limit estimator. Zbl 0488.60043
Csörgő, Sándor; Horváth, Lajos
50
1983
Strong approximations of some biometric estimates under random censorship. Zbl 0439.60012
Burke, Murray D.; Csörgő, Sándor; Horváth, Lajos
47
1981
On discriminating between long-range dependence and changes in mean. Zbl 1112.62085
Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man
43
2006
Invariance principles for changepoint problems. Zbl 0656.62031
Csörgö, Miklós; Horváth, Lajos
41
1988
An application of the maximum likelihood test to the change-point problem. Zbl 0789.62017
Gombay, Edit; Horváth, Lajos
38
1994
What portion of the sample makes a partial sum asymptotically stable or normal? Zbl 0572.60028
Csörgö, Sándor; Horváth, Lajos; Mason, David M.
38
1986
Change-point detection in panel data. Zbl 1282.62181
Horváth, Lajos; Hušková, Marie
36
2012
The effect of long-range dependence on change-point estimators. Zbl 0946.62078
Horváth, Lajos; Kokoszka, Piotr
36
1997
A correction to and improvement of: “Strong approximations of some biometric estimates under random censorship”. Zbl 0633.60054
Burke, Murray D.; Csörgö, Sándor; Horváth, Lajos
36
1988
Change-point monitoring in linear models. Zbl 1106.62067
Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr
35
2006
Sequential change-point detection in \(\text{GARCH}(p,q)\) models. Zbl 1069.62058
Berkes, István; Gombay, Edit; Horváth, Lajos; Kokoszka, Piotr
33
2004
Central limit theorems for \(L_ p\)-norms of density estimators. Zbl 0657.60026
Csörgö, Miklós; Horváth, Lajos
33
1988
Testing stationarity of functional time series. Zbl 1293.62186
Horváth, Lajos; Kokoszka, Piotr; Rice, Gregory
31
2014
Invariance principles for renewal processes. Zbl 0635.60032
Csörgö, Miklós; Horváth, Lajos; Steinebach, Josef
31
1987
Strong approximations of the quantile process of the product-limit estimator. Zbl 0577.62042
Aly, Emad-Eldin A. A.; Csörgö, Miklós; Horváth, Lajos
31
1985
Testing for changes in multivariate dependent observations with an application to temperature changes. Zbl 0962.62042
Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
30
1999
Delay time in sequential detection of change. Zbl 1059.62085
Aue, Alexander; Horváth, Lajos
29
2004
Empirical process of the squared residuals of an ARCH sequence. Zbl 1012.62053
Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles
29
2001
Testing the equality of covariance operators in functional samples. Zbl 1259.62031
Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr
26
2013
On \(L_ p\)-norms of multivariate density estimators. Zbl 0765.62045
Horváth, Lajos
26
1991
Strong approximation of renewal processes. Zbl 0545.60081
Horváth, Lajos
26
1984
A functional version of the ARCH model. Zbl 1271.62204
Hörmann, Siegfried; Horváth, Lajos; Reeder, Ron
25
2013
Estimation in random coefficient autoregressive models. Zbl 1112.62084
Aue, Alexander; Horváth, Lajos; Steinebach, Josef
25
2006
Testing the stability of the functional autoregressive process. Zbl 1178.62099
Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr
24
2010
Testing for changes in the covariance structure of linear processes. Zbl 1159.62031
Berkes, István; Gombay, Edit; Horváth, Lajos
24
2009
Normal and stable convergence of integral functions of the empirical distribution function. Zbl 0589.60030
Csörgö, Miklós; Csörgö, Sándor; Horváth, Lajos; Mason, David M.
24
1986
Extensions of some classical methods in change point analysis. Zbl 1305.62310
Horváth, Lajos; Rice, Gregory
23
2014
Strong approximation for the sums of squares of augmented GARCH sequences. Zbl 1125.62092
Aue, Alexander; Berkes, Istvan; Horváth, Lajos
23
2006
An approximation of stopped sums with applications in queueing theory. Zbl 0627.60042
Csörgö, Miklós; Deheuvels, Paul; Horváth, Lajos
23
1987
An asymptotic theory for empirical reliability and concentration processes. Zbl 0605.62105
Csörgö, Miklós; Csörgö, Sándor; Horváth, Lajos
23
1986
Estimation in nonstationary random coefficient autoregressive models. Zbl 1224.62046
Berkes, István; Horváth, Lajos; Ling, Shiqing
22
2009
Testing for parameter constancy in GARCH\((p,q)\) models. Zbl 1058.62070
Berkes, Istvan; Horváth, Lajos; Kokoszka, Piotr
20
2005
Change in autoregressive processes. Zbl 0769.62067
Horváth, Lajos
20
1993
On the Koziol-Green model for random censorship. Zbl 0493.62045
Csörgő, Sándor; Horváth, Lajos
20
1981
Tests for error correlation in the functional linear model. Zbl 1390.62118
Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr
19
2010
Estimation of a change-point in the mean function of functional data. Zbl 1176.62025
Aue, Alexander; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr
19
2009
\(L_{p}\)-estimators in ARCH models. Zbl 1032.62084
Horváth, Lajos; Liese, Friedrich
19
2004
Limit theorems for quadratic forms with applications to Whittle’s estimate. Zbl 0940.60037
Horváth, Lajos; Shao, Qi-Man
19
1999
On the rate of approximations for maximum likelihood tests in change-point models. Zbl 0863.62013
Gombay, Edit; Horváth, lajos
19
1996
Nonparametric tests for the changepoint problem. Zbl 0631.62056
Csörgö, Miklós; Horváth, Lajos
19
1987
A bootstrap approximation to a unit root test statistic for heavy-tailed observations. Zbl 1116.62393
Horváth, Lajos; Kokoszka, Piotr
18
2003
Change-point detection with nonparametric regression. Zbl 1010.62036
Horváth, Lajos; Kokoszka, Piotr
18
2002
Weak invariance principles for sums of dependent random functions. Zbl 1269.60040
Berkes, István; Horváth, Lajos; Rice, Gregory
17
2013
Quasi-likelihood estimation in stationary and nonstationary autoregressive models with random coefficients. Zbl 1232.62116
Aue, Alexander; Horváth, Lajos
17
2011
Delay times of sequential procedures for multiple time series regression models. Zbl 1429.62380
Aue, Alexander; Horváth, Lajos; Reimherr, Matthew L.
17
2009
Approximations for hybrids of empirical and partial sums processes. Zbl 0976.60044
Horváth, Lajos
17
2000
Approximations for weighted bootstrap processes with an application. Zbl 0982.60019
Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
17
2000
Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation. Zbl 0869.60025
Horváth, Lajos; Shao, Qi-Man
17
1996
Detecting changes in linear regressions. Zbl 0812.62074
Horváth, Lajos
17
1995
Invariance principles for logarithmic averages. Zbl 0766.60038
Csörgő, Miklós; Horváth, Lajos
17
1992
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals. Zbl 1060.62097
Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles
16
2004
Asymptotic distributions of maximum likelihood tests for change in the mean. Zbl 0711.62020
Gombay, Edit; Horvath, Lajos
16
1990
On the distributions of \(L_ p\) norms of weighted uniform empirical and quantile processes. Zbl 0646.62015
Csörgö, Miklós; Horváth, Lajos
16
1988
Detecting changes in the mean of functional observations. Zbl 1411.62153
Berkes, István; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr
15
2009
Two sample inference in functional linear models. Zbl 1191.62088
Horváth, Lajos; Kokoszka, Piotr; Reimherr, Matthew
15
2009
Testing for changes in polynomial regression. Zbl 1155.62027
Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr
15
2008
The rate of consistency of the quasi-maximum likelihood estimator. Zbl 1041.62017
Berkes, István; Horváth, Lajos
15
2003
Testing for changes in the mean or variance of a stochastic process under weak invariance. Zbl 0979.62064
Horváth, Lajos; Steinebach, Josef
15
2000
Convergence rates for the bootstrapped product-limit process. Zbl 0637.62014
Horváth, Lajos; Yandell, Brian S.
15
1987
Strong approximation of extended renewal processes. Zbl 0552.60032
Horváth, Lajos
15
1984
Sequentiel testing for the stability of high-frequency portfolio betas. Zbl 1245.91089
Aue, Alexander; Hörman, Siegfried; Horváth, Lajos; Hušková, Marie; Steinebach, Josef G.
14
2012
Testing for changes using permutations of U-statistics. Zbl 1087.62057
Horváth, Lajos; Hušková, Marie
14
2005
Estimators and tests for change in variances. Zbl 0864.62030
Gombay, Edit; Horváth, Lajos; Hušková, Marie
14
1996
Asymptotics of conditional empirical processes. Zbl 0655.62040
Horváth, Lajos; Yandell, Brian S.
14
1988
Approximations of weighted empirical and quantile processes. Zbl 0676.60042
Csörgö, Miklós; Horváth, Lajos
14
1986
Functional data analysis with increasing number of projections. Zbl 1359.62197
Fremdt, Stefan; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef G.
13
2014
Test of independence for functional data. Zbl 1277.62124
Horváth, Lajos; Hušková, Marie; Rice, Gregory
13
2013
Darling-Erdős limit results for change-point detection in panel data. Zbl 1259.62074
Chan, Julian; Horváth, Lajos; Hušková, Marie
13
2013
Almost sure convergence of the Bartlett estimator. Zbl 1092.62030
Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man
13
2005
Limit results for the empirical process of squared residuals in GARCH models. Zbl 1075.60512
Berkes, István; Horváth, Lajos
13
2003
Strong approximation of the empirical process of GARCH sequences. Zbl 1014.60033
Berkes, István; Horváth, Lajos
13
2001
Change-point detection in long-memory processes. Zbl 1081.62551
Horváth, Lajos
13
2001
Almost sure central limit theorems under minimal conditions. Zbl 0928.60019
Berkes, István; Csáki, Endre; Horváth, Lajos
13
1998
Detection of changes in linear sequences. Zbl 0937.62086
Horváth, Lajos
13
1997
Approximations for the time of change and the power function in change-point models. Zbl 0848.62016
Gombay, Edit; Horváth, Lajos
13
1996
Convergence of integrals of uniform empirical and quantile processes. Zbl 0784.60038
Csörgő, Miklós; Horváth, Lajos; Shao, Qi-Man
13
1993
The functional central limit theorem for a family of GARCH observations with applications. Zbl 1151.60323
Berkes, István; Hörmann, Siegfried; Horváth, Lajos
12
2008
On sequential detection of parameter changes in linear regression. Zbl 1117.62079
Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
12
2007
Monitoring constancy of variance in conditionally heteroskedastic time series. Zbl 1125.62102
Horváth, Lajos; Kokoszka, Piotr; Zhang, Aonan
12
2006
Asymptotic results for long memory LARCH sequences. Zbl 1032.62078
Berkes, István; Horváth, Lajos
12
2003
Rates of convergence for U-statistic processes and their bootstrapped versions. Zbl 1005.62046
Gombay, Edit; Horváth, Lajos
12
2002
Limit theorems for change in linear regression. Zbl 0806.62035
Gombay, Edit; Horváth, Lajos
12
1994
A note on strong approximations of multivariate empirical processes. Zbl 0651.60040
Csörgö, Miklós; Horváth, Lajos
12
1988
Confidence bands from censored samples. Zbl 0609.62069
Csörgö, Sándor; Horváth, Lajos
12
1986
Sample autocovariances of long-memory time series. Zbl 1155.62323
Horváth, Lajos; Kokoszka, Piotr
11
2008
On the performance of the fluctuation test for structural change. Zbl 1274.62513
Horváth, Lajos; Kühn, Mario; Steinebach, Josef
11
2008
Strong approximations of open queueing networks. Zbl 0758.60099
Horváth, Lajos
11
1992
Extreme value theory for stochastic integrals of Legendre polynomials. Zbl 1170.60023
Aue, Alexander; Horváth, Lajos; Hušková, Marie
10
2009
Monitoring shifts in mean: asymptotic normality of stopping times. Zbl 1367.62242
Aue, Alexander; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
10
2008
Convergence of integral functionals of stochastic processes. Zbl 1130.60023
Berkes, István; Horváth, Lajos
10
2006
Testing for randomness in a random coefficient autoregression model. Zbl 1452.62648
Horváth, Lajos; Trapani, Lorenzo
1
2019
Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. Zbl 1409.62125
Horváth, Lajos; Rice, Gregory
1
2019
Testing normality of functional time series. Zbl 1416.62489
Górecki, Tomasz; Hörmann, Siegfried; Horváth, Lajos; Kokoszka, Piotr
3
2018
Functional generalized autoregressive conditional heteroskedasticity. Zbl 1356.62133
Aue, Alexander; Horváth, Lajos; Pellatt, Daniel F.
8
2017
Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models. Zbl 1441.62741
Horváth, Lajos; Hušková, Marie; Rice, Gregory; Wang, Jia
1
2017
Adaptive bandwidth selection in the long run covariance estimator of functional time series. Zbl 06918359
Horváth, Lajos; Rice, Gregory; Whipple, Stephen
7
2016
Statistical inference in a random coefficient panel model. Zbl 1420.62386
Horváth, Lajos; Trapani, Lorenzo
6
2016
On the asymptotic normality of kernel estimators of the long run covariance of functional time series. Zbl 1360.62450
Berkes, István; Horváth, Lajos; Rice, Gregory
4
2016
On the extremal theory of continued fractions. Zbl 1336.11058
Bazarova, Alina; Berkes, István; Horváth, Lajos
2
2016
Testing equality of means when the observations are from functional time series. Zbl 1308.62172
Horváth, Lajos; Rice, Gregory
9
2015
An introduction to functional data analysis and a principal component approach for testing the equality of mean curves. Zbl 1347.60028
Horváth, Lajos; Rice, Gregory
8
2015
Testing for independence between functional time series. Zbl 1337.62268
Horváth, Lajos; Rice, Gregory
6
2015
Change point detection with stable AR(1) errors. Zbl 1365.62332
Bazarova, Alina; Berkes, István; Horváth, Lajos
1
2015
Testing stationarity of functional time series. Zbl 1293.62186
Horváth, Lajos; Kokoszka, Piotr; Rice, Gregory
31
2014
Extensions of some classical methods in change point analysis. Zbl 1305.62310
Horváth, Lajos; Rice, Gregory
23
2014
Functional data analysis with increasing number of projections. Zbl 1359.62197
Fremdt, Stefan; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef G.
13
2014
Dependent functional linear models with applications to monitoring structural change. Zbl 06431820
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Hušková, Marie
2
2014
Trimmed stable AR(1) processes. Zbl 1398.60069
Bazarova, Alina; Berkes, István; Horváth, Lajos
2
2014
Structural breaks in time series. Zbl 1274.62553
Aue, Alexander; Horváth, Lajos
76
2013
Testing the equality of covariance operators in functional samples. Zbl 1259.62031
Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr
26
2013
A functional version of the ARCH model. Zbl 1271.62204
Hörmann, Siegfried; Horváth, Lajos; Reeder, Ron
25
2013
Weak invariance principles for sums of dependent random functions. Zbl 1269.60040
Berkes, István; Horváth, Lajos; Rice, Gregory
17
2013
Test of independence for functional data. Zbl 1277.62124
Horváth, Lajos; Hušková, Marie; Rice, Gregory
13
2013
Darling-Erdős limit results for change-point detection in panel data. Zbl 1259.62074
Chan, Julian; Horváth, Lajos; Hušková, Marie
13
2013
A test of significance in functional quadratic regression. Zbl 1457.62134
Horváth, Lajos; Reeder, Ron
5
2013
Change-point detection in multinomial data using phi-divergence test statistics. Zbl 1277.62122
Batsidis, A.; Horváth, L.; Martín, N.; Pardo, L.; Zografos, K.
3
2013
Inference for functional data with applications. Zbl 1279.62017
Horváth, Lajos; Kokoszka, Piotr
290
2012
Change-point detection in panel data. Zbl 1282.62181
Horváth, Lajos; Hušková, Marie
36
2012
Sequentiel testing for the stability of high-frequency portfolio betas. Zbl 1245.91089
Aue, Alexander; Hörman, Siegfried; Horváth, Lajos; Hušková, Marie; Steinebach, Josef G.
14
2012
On the reaction time of moving sum detectors. Zbl 1244.62115
Aue, Alexander; Horváth, Lajos; Kühn, Mario; Steinebach, Josef
6
2012
The central limit theorem for sums of trimmed variables with heavy tails. Zbl 1234.60023
Berkes, István; Horváth, Lajos
5
2012
Segmenting mean-nonstationary time series via trending regressions. Zbl 1443.62425
Aue, Alexander; Horváth, Lajos; Hušková, Marie
4
2012
Detecting changes in functional linear models. Zbl 1259.62046
Horváth, Lajos; Reeder, Ron
3
2012
Asymptotic behavior of trimmed sums. Zbl 1262.60022
Berkes, István; Horváth, Lajos; Schauer, Johannes
2
2012
Quasi-likelihood estimation in stationary and nonstationary autoregressive models with random coefficients. Zbl 1232.62116
Aue, Alexander; Horváth, Lajos
17
2011
Testing for structural change of AR model to threshold AR model. Zbl 1294.62190
Berkes, István; Horváth, Lajos; Ling, Shiqing; Schauer, Johannes
5
2011
Asymptotics of trimmed CUSUM statistics. Zbl 1229.62017
Berkes, István; Horváth, Lajos; Schauer, Johannes
5
2011
Testing the stability of the functional autoregressive process. Zbl 1178.62099
Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr
24
2010
Tests for error correlation in the functional linear model. Zbl 1390.62118
Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr
19
2010
Sup-tests for linearity in a general nonlinear AR(1) model. Zbl 1294.62200
Francq, Christian; Horvath, Lajos; Zakoïan, Jean-Michel
7
2010
Non-central limit theorems for random selections. Zbl 1200.60027
Berkes, István; Horváth, Lajos; Schauer, Johannes
7
2010
Break detection in the covariance structure of multivariate time series models. Zbl 1191.62143
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Reimherr, Matthew
82
2009
Testing for changes in the covariance structure of linear processes. Zbl 1159.62031
Berkes, István; Gombay, Edit; Horváth, Lajos
24
2009
Estimation in nonstationary random coefficient autoregressive models. Zbl 1224.62046
Berkes, István; Horváth, Lajos; Ling, Shiqing
22
2009
Estimation of a change-point in the mean function of functional data. Zbl 1176.62025
Aue, Alexander; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr
19
2009
Delay times of sequential procedures for multiple time series regression models. Zbl 1429.62380
Aue, Alexander; Horváth, Lajos; Reimherr, Matthew L.
17
2009
Detecting changes in the mean of functional observations. Zbl 1411.62153
Berkes, István; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr
15
2009
Two sample inference in functional linear models. Zbl 1191.62088
Horváth, Lajos; Kokoszka, Piotr; Reimherr, Matthew
15
2009
Extreme value theory for stochastic integrals of Legendre polynomials. Zbl 1170.60023
Aue, Alexander; Horváth, Lajos; Hušková, Marie
10
2009
On distinguishing between random walk and change in the mean alternatives. Zbl 1279.62180
Aue, Alexander; Horváth, Lajos; Hušková, Marie; Ling, Shiqing
7
2009
Sequential tests and change detection in the covariance structure of weakly stationary time series. Zbl 1175.62082
Gombay, Edit; Horváth, Lajos
4
2009
Effect of aggregation on estimators in AR(1) sequence. Zbl 1203.62156
Horváth, Lajos; Leipus, Remigijus
2
2009
Testing for changes in polynomial regression. Zbl 1155.62027
Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr
15
2008
The functional central limit theorem for a family of GARCH observations with applications. Zbl 1151.60323
Berkes, István; Hörmann, Siegfried; Horváth, Lajos
12
2008
Sample autocovariances of long-memory time series. Zbl 1155.62323
Horváth, Lajos; Kokoszka, Piotr
11
2008
On the performance of the fluctuation test for structural change. Zbl 1274.62513
Horváth, Lajos; Kühn, Mario; Steinebach, Josef
11
2008
Monitoring shifts in mean: asymptotic normality of stopping times. Zbl 1367.62242
Aue, Alexander; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
10
2008
Confidence bands for ROC curves. Zbl 1131.62037
Horváth, Lajos; Horváth, Zsuzsanna; Zhou, Wang
8
2008
Selection from a stable box. Zbl 1157.60310
Aue, Alexander; Berkes, István; Horváth, Lajos
7
2008
Asymptotic properties of nonparametric frontier estimators. Zbl 1277.62129
Horváth, Lajos; Horváth, Zsuzsanna; Zhou, Wang
1
2008
Distributional analysis of empirical volatility in GARCH processes. Zbl 1158.62055
Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas
1
2008
On sequential detection of parameter changes in linear regression. Zbl 1117.62079
Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
12
2007
A limit theorem for mildly explosive autoregression with stable errors. Zbl 1237.62108
Aue, Alexander; Horváth, Lajos
8
2007
Limit theorems for permutations of empirical processes with applications to change point analysis. Zbl 1129.60033
Horváth, Lajos; Shao, Qi-Man
4
2007
On discriminating between long-range dependence and changes in mean. Zbl 1112.62085
Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man
43
2006
Change-point monitoring in linear models. Zbl 1106.62067
Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr
35
2006
Estimation in random coefficient autoregressive models. Zbl 1112.62084
Aue, Alexander; Horváth, Lajos; Steinebach, Josef
25
2006
Strong approximation for the sums of squares of augmented GARCH sequences. Zbl 1125.62092
Aue, Alexander; Berkes, Istvan; Horváth, Lajos
23
2006
Monitoring constancy of variance in conditionally heteroskedastic time series. Zbl 1125.62102
Horváth, Lajos; Kokoszka, Piotr; Zhang, Aonan
12
2006
Convergence of integral functionals of stochastic processes. Zbl 1130.60023
Berkes, István; Horváth, Lajos
10
2006
Testing for stochastic dominance using the weighted McFadden-type statistic. Zbl 1345.62076
Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas
8
2006
Testing goodness of fit based on densities of GARCH innovations. Zbl 1125.62103
Horváth, Lajos; Zitikis, Ričardas
5
2006
Testing for parameter constancy in GARCH\((p,q)\) models. Zbl 1058.62070
Berkes, Istvan; Horváth, Lajos; Kokoszka, Piotr
20
2005
Testing for changes using permutations of U-statistics. Zbl 1087.62057
Horváth, Lajos; Hušková, Marie
14
2005
Almost sure convergence of the Bartlett estimator. Zbl 1092.62030
Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man
13
2005
Near-integrated GARCH sequences. Zbl 1059.62092
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
7
2005
Monitoring changes in linear models. Zbl 1075.62054
Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr; Steinebach, Josef
65
2004
The efficiency of the estimators of the parameters in GARCH processes. Zbl 1048.62082
Berkes, István; Horváth, Lajos
60
2004
Sequential change-point detection in \(\text{GARCH}(p,q)\) models. Zbl 1069.62058
Berkes, István; Gombay, Edit; Horváth, Lajos; Kokoszka, Piotr
33
2004
Delay time in sequential detection of change. Zbl 1059.62085
Aue, Alexander; Horváth, Lajos
29
2004
\(L_{p}\)-estimators in ARCH models. Zbl 1032.62084
Horváth, Lajos; Liese, Friedrich
19
2004
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals. Zbl 1060.62097
Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles
16
2004
Probabilistic and statistical properties of GARCH processes. Zbl 1060.62094
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
5
2004
A weighted goodness-of-fit test for GARCH(1,1) specification. Zbl 1047.62015
Berkes, I.; Horváth, L.; Kokoszka, P.
4
2004
Applications of permutations to the simulations of critical values. Zbl 1054.62052
Berkes, István; Horváth, Lajos; Huškova, Marie; Steinebach, Josef
4
2004
Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. Zbl 1104.62034
Horváth, Lajos; Zitikis, Ričardas
4
2004
GARCH processes: structure and estimation. Zbl 1064.62094
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
144
2003
A bootstrap approximation to a unit root test statistic for heavy-tailed observations. Zbl 1116.62393
Horváth, Lajos; Kokoszka, Piotr
18
2003
The rate of consistency of the quasi-maximum likelihood estimator. Zbl 1041.62017
Berkes, István; Horváth, Lajos
15
2003
Limit results for the empirical process of squared residuals in GARCH models. Zbl 1075.60512
Berkes, István; Horváth, Lajos
13
2003
Asymptotic results for long memory LARCH sequences. Zbl 1032.62078
Berkes, István; Horváth, Lajos
12
2003
Asymptotics for GARCH squared residual correlations. Zbl 1441.62608
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
3
2003
Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. Zbl 1116.62340
Horváth, Lajos; Zitikis, Ričardas
3
2003
Estimation of the maximal moment exponent of a GARCH(1,1) sequence. Zbl 1441.62609
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
2
2003
Change-point detection with nonparametric regression. Zbl 1010.62036
Horváth, Lajos; Kokoszka, Piotr
18
2002
Rates of convergence for U-statistic processes and their bootstrapped versions. Zbl 1005.62046
Gombay, Edit; Horváth, Lajos
12
2002
Empirical processes of residuals. Zbl 1021.62071
Berkes, István; Horváth, Lajos
8
2002
Kernel type estimators for gradual changes. Zbl 1021.62022
Horváth, L.; Hušková, M.
1
2002
Empirical process of the squared residuals of an ARCH sequence. Zbl 1012.62053
Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles
29
2001
Strong approximation of the empirical process of GARCH sequences. Zbl 1014.60033
Berkes, István; Horváth, Lajos
13
2001
...and 136 more Documents
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Cited by 2,153 Authors

137 Horváth, Lajos
50 Kokoszka, Piotr S.
49 Hušková, Marie
39 Csörgő, Miklós
38 Berkes, István
37 Lee, Sangyeol
37 Steinebach, Josef G.
28 Aue, Alexander
25 Vieu, Philippe
24 Bouzebda, Salim
20 Gombay, Edit
20 Tian, Zheng
19 Kirch, Claudia
18 Hörmann, Siegfried
17 Ling, Shiqing
16 Francq, Christian
16 Rice, Gregory
16 Zakoïan, Jean-Michel
15 Alvarez-Andrade, Sergio
15 Mason, David M.
15 Shao, Qi-Man
15 Zitikis, Ričardas
14 Csáki, Endre
14 Steland, Ansgar
13 Jirak, Moritz
13 Meintanis, Simos G.
12 Aly, Emad-Eldin A. A.
12 Chen, Zhanshou
12 Einmahl, John H. J.
12 Jarušková, Daniela
12 Peng, Liang
12 Surgailis, Donatas
11 Aknouche, Abdelhakim
11 de Uña-Álvarez, Jacobo
11 Deheuvels, Paul
11 Dette, Holger
11 Wied, Dominik
11 Zhou, Yong
10 del Barrio, Eustasio
10 Ferger, Dietmar
10 Lee, Taewook
10 Reimherr, Matthew L.
10 Shang, Han Lin
10 Szyszkowicz, Barbara
9 Aneiros-Pérez, Germán
9 Bardet, Jean-Marc
9 Beran, Jan
9 Burke, Murray D.
9 Dehling, Herold G.
9 Fakoor, Vahid
9 Giné-Masdéu, Evarist
9 Goia, Aldo
9 Na, Okyoung
9 Padgett, William Jowayne
9 Račkauskas, Alfredas Yurgevich
9 Song, Junmo
9 Wang, Lihong
9 Wendler, Martin
8 Antoch, Jaromír
8 Baek, Changryong
8 Bücher, Axel
8 Földes, Antónia
8 Guo, Yongjiang
8 Jin, Hao
8 Kojadinovic, Ivan
8 Martínez-Camblor, Pablo
8 Matrán, Carlos
8 Ning, Wei
8 Prášková, Zuzana
8 Qin, Ruibing
7 Beirlant, Jan
7 Fotopoulos, Stergios B.
7 Gijbels, Irène
7 Gupta, Arjun Kumar
7 Gurevich, Gregory
7 Leipus, Remigijus
7 Liang, Hanying
7 Ling, Nengxiang
7 Lund, Robert B.
7 Mikosch, Thomas
7 Necir, Abdelhakim
7 Ould-Saïd, Elias
7 Phillips, Peter Charles Bonest
7 Révész, Pál
7 Veraverbeke, Noël
7 Vexler, Albert
7 Wang, Guochang
7 Yu, Hao
7 Zhang, Li-Xin
7 Zou, Changliang
6 Aston, John A. D.
6 Ben Hariz, Samir
6 Bongiorno, Enea G.
6 Chan, Ngai Hang
6 Cheng, Fuxia
6 Ciuperca, Gabriela
6 Csörgő, Sándor
6 Cuesta-Albertos, Juan Antonio
6 de Haan, Laurens
6 Du, Jiang
...and 2,053 more Authors
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Cited in 178 Serials

184 Statistics & Probability Letters
152 Journal of Statistical Planning and Inference
139 Journal of Multivariate Analysis
90 Communications in Statistics. Theory and Methods
86 Journal of Econometrics
79 Stochastic Processes and their Applications
66 The Annals of Statistics
57 Statistics
56 Computational Statistics and Data Analysis
52 Econometric Theory
51 Journal of Time Series Analysis
48 Journal of Nonparametric Statistics
48 Electronic Journal of Statistics
41 Test
36 Bernoulli
32 Metrika
32 Journal of Statistical Computation and Simulation
31 Computational Statistics
31 Statistical Papers
29 Annals of the Institute of Statistical Mathematics
24 Probability Theory and Related Fields
23 Sequential Analysis
22 Scandinavian Journal of Statistics
21 Journal of the Korean Statistical Society
20 The Annals of Probability
19 Economics Letters
19 Mathematical Methods of Statistics
17 The Canadian Journal of Statistics
17 Communications in Statistics. Simulation and Computation
16 Journal of the American Statistical Association
16 Journal of Theoretical Probability
16 Statistical Methods and Applications
15 Journal of Applied Statistics
15 Comptes Rendus. Mathématique. Académie des Sciences, Paris
14 Statistical Inference for Stochastic Processes
12 The Annals of Applied Probability
12 Extremes
11 Lithuanian Mathematical Journal
11 The Annals of Applied Statistics
11 Statistics and Computing
10 Insurance Mathematics & Economics
9 Statistical Methodology
8 Journal of Mathematical Analysis and Applications
8 Kybernetika
8 Acta Mathematica Hungarica
8 Science China. Mathematics
7 Mathematical Proceedings of the Cambridge Philosophical Society
7 AStA. Advances in Statistical Analysis
7 Journal of Time Series Econometrics
6 Advances in Applied Probability
6 Periodica Mathematica Hungarica
6 Biometrics
6 Journal of Applied Probability
6 Acta Mathematicae Applicatae Sinica. English Series
6 Acta Mathematica Sinica. English Series
6 Journal of Statistical Theory and Practice
6 Journal of Probability and Statistics
5 Mathematics and Computers in Simulation
5 Econometric Reviews
5 The Econometrics Journal
5 Methodology and Computing in Applied Probability
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 Queueing Systems
4 Science in China. Series A
4 Applied Mathematics. Series B (English Edition)
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Scandinavian Actuarial Journal
4 Journal of Systems Science and Complexity
4 Statistical Modelling
3 Applied Mathematics and Computation
3 Biometrical Journal
3 Journal of Computational and Applied Mathematics
3 Proceedings of the American Mathematical Society
3 Siberian Mathematical Journal
3 Statistica Neerlandica
3 Transactions of the American Mathematical Society
3 Annals of Operations Research
3 Applied Mathematical Modelling
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Journal of Mathematical Sciences (New York)
3 Lifetime Data Analysis
3 Journal of Inequalities and Applications
3 Brazilian Journal of Probability and Statistics
3 Sankhyā. Series A
2 Journal of the Franklin Institute
2 Mathematische Nachrichten
2 Theoretical Computer Science
2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2 Operations Research Letters
2 Acta Applicandae Mathematicae
2 Journal of Economic Dynamics & Control
2 Mathematical and Computer Modelling
2 Automation and Remote Control
2 European Journal of Operational Research
2 Acta Mathematica Sinica. New Series
2 Statistica Sinica
2 Revista Matemática Complutense
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 Stochastic Models
2 SORT. Statistics and Operations Research Transactions
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