Edit Profile (opens in new tab) Berkes, István Co-Author Distance Author ID: berkes.istvan Published as: Berkes, István; Berkes, I.; Berkes, Istvan more...less Homepage: https://users.renyi.hu/~berkes/ External Links: MGP · Math-Net.Ru · dblp · GND Documents Indexed: 154 Publications since 1972, including 1 Book and 4 Additional arXiv Preprints 5 Contributions as Editor Co-Authors: 42 Co-Authors with 122 Joint Publications 1,111 Co-Co-Authors all top 5 Co-Authors 37 single-authored 48 Horváth, Lajos 16 Tichy, Robert Franz 14 Philipp, Walter 13 Aistleitner, Christoph 13 Weber, Michel Jean Georges 11 Kokoszka, Piotr S. 9 Csáki, Endre 8 Bazarova, Alina 7 Dehling, Herold G. 6 Schauer, Johannes 5 Borda, Bence 5 Hörmann, Siegfried 4 Raseta, Marko 3 Aue, Alexander 3 Shao, Qi-Man 2 Csörgő, Miklós 2 Csörgő, Sándor 2 Gombay, Edit 2 Ling, Shiqing 2 Müller, Wolfgang 2 Révész, Pál 2 Rice, Gregory 2 Seip, Kristian 2 Steinebach, Josef G. 1 Bradley, Richard C. jun. 1 Chen, Xia 1 Dabrowski, André Robert 1 Fukuyama, Katusi 1 Gabrys, Robertas 1 Györfi, László 1 Hušková, Marie 1 Kevei, Péter 1 Khoshnevisan, Davar 1 Liu, Weidong 1 Megyesi, Zoltán 1 Móri, Tamás F. 1 Morrow, Gregory J. 1 Peligrad, Magda 1 Péter, Erika 1 Rosenthal, Haskell P. 1 Tóth, Bálint 1 Wu, Wei Biao all top 5 Serials 11 Statistics & Probability Letters 10 Studia Scientiarum Mathematicarum Hungarica 10 Stochastic Processes and their Applications 8 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 7 Acta Mathematica Hungarica 6 Journal of Theoretical Probability 5 Periodica Mathematica Hungarica 5 The Annals of Probability 5 Transactions of the American Mathematical Society 5 Probability Theory and Related Fields 4 Acta Arithmetica 4 Monatshefte für Mathematik 4 Bernoulli 4 Econometric Theory 3 Acta Mathematica Academiae Scientiarum Hungaricae 3 Proceedings of the American Mathematical Society 3 The Annals of Applied Probability 2 Analysis Mathematica 2 The Annals of Statistics 2 Illinois Journal of Mathematics 2 Journal of the London Mathematical Society. Second Series 2 Journal of Time Series Analysis 2 Journal of Complexity 2 Stochastics and Dynamics 2 Uniform Distribution Theory 2 Mathematica Pannonica. New Series 1 Israel Journal of Mathematics 1 Lithuanian Mathematical Journal 1 Acta Scientiarum Mathematicarum 1 Canadian Journal of Mathematics 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Kybernetika 1 Mathematische Nachrichten 1 Memoirs of the American Mathematical Society 1 Statistics 1 Indagationes Mathematicae. New Series 1 Test 1 Journal of Nonparametric Statistics 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Journal of the European Mathematical Society (JEMS) 1 The Quarterly Journal of Mathematics 1 Colloquia Mathematica Societatis János Bolyai 1 Proceedings of the Steklov Institute of Mathematics 1 RIMS Kôkyûroku Bessatsu all top 5 Fields 126 Probability theory and stochastic processes (60-XX) 37 Statistics (62-XX) 32 Number theory (11-XX) 27 Harmonic analysis on Euclidean spaces (42-XX) 5 General and overarching topics; collections (00-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Sequences, series, summability (40-XX) 3 Numerical analysis (65-XX) 1 History and biography (01-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 127 Publications have been cited 1,671 times in 1,142 Documents Cited by ▼ Year ▼ GARCH processes: structure and estimation. Zbl 1064.62094 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 179 2003 Approximation theorems for independent and weakly dependent random vectors. Zbl 0392.60024 Berkes, Istvan; Philipp, Walter 162 1979 A universal result in almost sure central limit theory. Zbl 1053.60022 Berkes, István; Csáki, Endre 106 2001 The efficiency of the estimators of the parameters in GARCH processes. Zbl 1048.62082 Berkes, István; Horváth, Lajos 76 2004 On discriminating between long-range dependence and changes in mean. Zbl 1112.62085 Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 48 2006 An almost sure invariance principle for the empirical distribution function of mixing random variables. Zbl 0349.60026 Berkes, Istvan; Philipp, Walter 46 1977 Sequential change-point detection in \(\text{GARCH}(p,q)\) models. Zbl 1069.62058 Berkes, István; Gombay, Edit; Horváth, Lajos; Kokoszka, Piotr 41 2004 Detecting changes in the mean of functional observations. Zbl 1411.62153 Berkes, István; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 40 2009 Some limit theorems in log density. Zbl 0785.60014 Berkes, I.; Dehling, H. 36 1993 Komlós-Major-Tusnády approximation under dependence. Zbl 1308.60037 Berkes, István; Liu, Weidong; Wu, Wei Biao 34 2014 Estimation in nonstationary random coefficient autoregressive models. Zbl 1224.62046 Berkes, István; Horváth, Lajos; Ling, Shiqing 33 2009 Testing for parameter constancy in GARCH\((p,q)\) models. Zbl 1058.62070 Berkes, Istvan; Horváth, Lajos; Kokoszka, Piotr 30 2005 Testing for changes in the covariance structure of linear processes. Zbl 1159.62031 Berkes, István; Gombay, Edit; Horváth, Lajos 30 2009 Weak invariance principles for sums of dependent random functions. Zbl 1269.60040 Berkes, István; Horváth, Lajos; Rice, Gregory 28 2013 GCD sums from Poisson integrals and systems of dilated functions. Zbl 1344.11053 Aistleitner, Christoph; Berkes, István; Seip, Kristian 26 2015 Asymptotic results for the empirical process of stationary sequences. Zbl 1161.60312 Berkes, István; Hörmann, Siegfried; Schauer, Johannes 26 2009 Strong approximation for the sums of squares of augmented GARCH sequences. Zbl 1125.62092 Aue, Alexander; Berkes, Istvan; Horváth, Lajos 24 2006 On the central limit theorem for \(f(n_{k}x)\). Zbl 1185.60019 Aistleitner, Christoph; Berkes, István 22 2010 On the central limit theorem for lacunary trigonometric series. Zbl 0416.60025 Berkes, I. 21 1978 The size of trigonometric and Walsh series and uniform distribution mod 1. Zbl 0833.11037 Berkes, István; Philipp, Walter 21 1994 Results and problems related to the pointwise central limit theorem. Zbl 0979.60014 Berkes, I. 21 1998 On the asymptotic behaviour of \(\sum f(n_kx)\). Main theorems. Zbl 0403.60004 Berkes, I. 20 1976 Almost exchangeable sequences of random variables. Zbl 0554.60044 Berkes, Istvan; Rosenthal, Haskell P. 18 1985 A central limit theorem for trigonometric series with small gaps. Zbl 0499.60019 Berkes, I. 18 1979 Limit results for the empirical process of squared residuals in GARCH models. Zbl 1075.60512 Berkes, István; Horváth, Lajos 17 2003 Split invariance principles for stationary processes. Zbl 1236.60037 Berkes, István; Hörmann, Siegfried; Schauer, Johannes 15 2011 The rate of consistency of the quasi-maximum likelihood estimator. Zbl 1041.62017 Berkes, István; Horváth, Lajos 15 2003 Asymptotics for GARCH squared residual correlations. Zbl 1441.62608 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 14 2003 Strong invariance principles for mixing random fields. Zbl 0443.60029 Berkes, Istvan; Morrow, Gregory J. 13 1981 An almost sure invariance principle for lacunary trigonometric series. Zbl 0311.42011 Berkes, I. 13 1975 Almost sure convergence of the Bartlett estimator. Zbl 1092.62030 Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 13 2005 Almost sure central limit theorems under minimal conditions. Zbl 0928.60019 Berkes, István; Csáki, Endre; Horváth, Lajos 13 1998 Convergence of integral functionals of stochastic processes. Zbl 1130.60023 Berkes, István; Horváth, Lajos 13 2006 The functional central limit theorem for a family of GARCH observations with applications. Zbl 1151.60323 Berkes, István; Hörmann, Siegfried; Horváth, Lajos 13 2008 Asymptotic results for long memory LARCH sequences. Zbl 1032.62078 Berkes, István; Horváth, Lajos 13 2003 Almost sure limit theorems for the St. Petersburg game. Zbl 0943.60026 Berkes, István; Csáki, Endre; Csőrgő, Sándor 12 1999 On the almost sure (a.s.) central limit theorem for random variables with infinite variance. Zbl 0804.60021 Berkes, I.; Dehling, H. 12 1994 Strong approximation of the empirical process of GARCH sequences. Zbl 1014.60033 Berkes, István; Horváth, Lajos 12 2001 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 11 2016 Exchangeable random variables and the subsequence principle. Zbl 0572.60027 Berkes, István; Péter, Erika 11 1986 An extension of the Komlós subsequence theorem. Zbl 0724.60035 Berkes, I. 11 1990 Convergence of series of dilated functions and spectral norms of GCD matrices. Zbl 1339.42008 Aistleitner, Christoph; Berkes, István; Seip, Kristian; Weber, Michel 11 2015 On the almost sure central limit theorem and domains of attraction. Zbl 0821.60030 Berkes, István 11 1995 Empirical processes in probabilistic number theory: the LIL for the discrepancy of \((n_{k}\omega)\bmod 1\). Zbl 1145.11058 Berkes, István; Philipp, Walter; Tichy, Robert F. 11 2006 On the convergence of \(\sum c_kf(n_kx)\). Zbl 1183.42031 Berkes, István; Weber, Michel 10 2009 Testing for structural change of AR model to threshold AR model. Zbl 1294.62190 Berkes, István; Horváth, Lajos; Ling, Shiqing; Schauer, Johannes 9 2011 On series \(\sum c_k f(kx)\) and Khinchin’s conjecture. Zbl 1319.40001 Berkes, István; Weber, Michel 9 2014 Empirical processes of residuals. Zbl 1021.62071 Berkes, István; Horváth, Lajos 9 2002 Tail probabilities of St. Petersburg sums, trimmed sums, and their limit. Zbl 1387.60043 Berkes, István; Györfi, László; Kevei, Péter 8 2017 Pair correlations and \(U\)-statistics for independent and weakly dependent random variables. Zbl 1015.11034 Berkes, István; Philipp, Walter; Tichy, Robert 8 2001 On the convergence of \(\sum c_{n} f(nx)\) and the Lip 1/2 class. Zbl 0884.42005 Berkes, István 8 1997 Selection from a stable box. Zbl 1157.60310 Aue, Alexander; Berkes, István; Horváth, Lajos 8 2008 An a.s. invariance principle for lacunary series \(f(n_kx)\). Zbl 0429.60029 Berkes, I.; Philipp, W. 7 1979 On the law of the iterated logarithm for permuted lacunary sequences. Zbl 1297.60015 Aistleitner, C.; Berkes, I.; Tichy, R. 7 2012 On series of dilated functions. Zbl 1319.40002 Berkes, István; Weber, Michel 7 2014 Near-integrated GARCH sequences. Zbl 1059.62092 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 7 2005 On the law of the iterated logarithm for the discrepancy of \(\langle n_kx\rangle\). Zbl 1208.11090 Aistleitner, Christoph; Berkes, Istvan 7 2009 Non-central limit theorems for random selections. Zbl 1200.60027 Berkes, István; Horváth, Lajos; Schauer, Johannes 7 2010 Probability and metric discrepancy theory. Zbl 1260.11051 Aistleitner, Christoph; Berkes, István 7 2011 On the asymptotic behaviour of \(\sum f(n_kx)\). Applications. Zbl 0403.60005 Berkes, I. 6 1976 A law of the iterated logarithm for arithmetic functions. Zbl 1122.60030 Berkes, István; Weber, Michel 6 2007 A strong approximation theorem for sums of random vectors in the domain of attraction to a stable law. Zbl 0615.60026 Berkes, I.; Dabrowski, A.; Dehling, H.; Philipp, W. 6 1986 Estimation of the maximal moment exponent of a GARCH(1,1) sequence. Zbl 1441.62609 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 6 2003 The logarithmic average of sample extremes is asymptotically normal. Zbl 1047.60025 Berkes, István; Horváth, Lajos 6 2001 The central limit theorem for sums of trimmed variables with heavy tails. Zbl 1234.60023 Berkes, István; Horváth, Lajos 6 2012 Metric discrepancy results for sequences \(\{n_k x\}\) and Diophantine equations. Zbl 1213.11152 Berkes, István; Philipp, Walter; Tichy, Robert F. 6 2008 Berry-Esseen bounds and Diophantine approximation. Zbl 1413.11093 Berkes, I.; Borda, B. 5 2018 Limit theorems for mixing sequences without rate assumptions. Zbl 0943.60020 Berkes, István; Philipp, Walter 5 1998 On the discrepancy and empirical distribution function of \(\{n_k \alpha \}\). Zbl 1340.11066 Berkes, István; Raseta, Marko 5 2015 On permutations of Hardy-Littlewood-Pólya sequences. Zbl 1270.42009 Aistleitner, Christoph; Berkes, István; Tichy, Robert F. 5 2011 Asymptotics of trimmed CUSUM statistics. Zbl 1229.62017 Berkes, István; Horváth, Lajos; Schauer, Johannes 5 2011 On permutations of lacunary series. Zbl 1278.60043 Aistleitner, Christoph; Berkes, István; Tichy, Robert 5 2012 Counterexamples related to the a.s. central limit theorem. Zbl 0765.60018 Berkes, I.; Dehling, H.; Móri, T. F. 5 1991 Limit theorems for logarithmic averages of fractional Brownian motions. Zbl 0964.60036 Berkes, István; Horváth, Lajos 4 1999 Approximation of lacunary Walsh-series with Brownian motion. Zbl 0328.60046 Berkes, I. 4 1975 On Strassen’s version of the loglog law for multiplicative systems. Zbl 0363.60029 Berkes, I. 4 1974 On the law of the iterated logarithm for random exponential sums. Zbl 1412.42021 Berkes, István; Borda, Bence 4 2019 Applications of permutations to the simulations of critical values. Zbl 1054.62052 Berkes, István; Horváth, Lajos; Huškova, Marie; Steinebach, Josef 4 2004 A weighted goodness-of-fit test for GARCH(1,1) specification. Zbl 1047.62015 Berkes, I.; Horváth, L.; Kokoszka, P. 4 2004 Nongaussian limit distributions of lacunary trigonometric series. Zbl 0751.60017 Berkes, I. 4 1991 On the extremal theory of continued fractions. Zbl 1336.11058 Bazarova, Alina; Berkes, István; Horváth, Lajos 4 2016 Lacunary sequences and permutations. Zbl 1219.60002 Aistleitner, Christoph; Berkes, István; Tichy, Robert 4 2010 Almost sure limit theorems for sums and maxima from the domain of geometric partial attraction of semistable laws. Zbl 1021.60023 Berkes, I.; Csáki, E.; Csörgő, S.; Megyesi, Z. 4 2002 Logarithmic averages of stable random variables are asymptotically normal. Zbl 0936.60032 Berkes, István; Horváth, Lajos; Khoshnevisan, Davar 3 1998 The law of the iterated logarithm for subsequences of random variables. Zbl 0323.60033 Berkes, I. 3 1974 Almost sure invariance principles for logarithmic averages. Zbl 0907.60032 Berkes, I.; Horváth, L. 3 1997 On almost symmetric sequences in \(L_ p\). Zbl 0704.60024 Berkes, I. 3 1989 Almost sure and weak invariance principles for random variables attracted by a stable law. Zbl 0661.60051 Berkes, I.; Dehling, H. 3 1989 Probabilistic and statistical properties of GARCH processes. Zbl 1060.62094 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 3 2004 The functional law of the iterated logarithm for dependent random variables. Zbl 0246.60020 Berkes, I. 3 1973 On the asymptotic behavior of weakly lacunary series. Zbl 1235.42005 Aistleitner, C.; Berkes, I.; Tichy, R. 3 2011 On the discrepancy of random subsequences of \(\{n\alpha\}\). Zbl 1452.11092 Berkes, István; Borda, Bence 3 2019 Pseudorandom numbers and entropy conditions. Zbl 1133.11045 Berkes, István; Philipp, Walter; Tichy, Robert F. 3 2007 Trimmed stable AR(1) processes. Zbl 1398.60069 Bazarova, Alina; Berkes, István; Horváth, Lajos 2 2014 Critical LIL behavior of the trigonometric system. Zbl 0861.60039 Berkes, I. 2 1993 An optimal condition for the LIL for trigonometric series. Zbl 0827.42006 Berkes, I. 2 1995 On the strong law of large numbers and additive functions. Zbl 1240.60055 Berkes, István; Müller, Wolfgang; Weber, Michel 2 2011 Probability theory of the trigonometric system. Zbl 0749.60020 Berkes, I. 2 1990 A note on lacunary trigonometric series. Zbl 0746.42008 Berkes, I. 2 1991 Asymptotic behavior of trimmed sums. Zbl 1262.60022 Berkes, István; Horváth, Lajos; Schauer, Johannes 2 2012 On the discrepancy of random subsequences of \(\{n\alpha \}\). II. Zbl 1479.11131 Berkes, István; Borda, Bence 1 2021 On the law of the iterated logarithm for random exponential sums. Zbl 1412.42021 Berkes, István; Borda, Bence 4 2019 On the discrepancy of random subsequences of \(\{n\alpha\}\). Zbl 1452.11092 Berkes, István; Borda, Bence 3 2019 Strong approximation and a central limit theorem for St. Petersburg sums. Zbl 1448.60043 Berkes, I. 1 2019 On the discrepancy of random walks on the circle. Zbl 1474.11135 Bazarova, Alina; Berkes, István; Raseta, Marko 1 2019 Berry-Esseen bounds and Diophantine approximation. Zbl 1413.11093 Berkes, I.; Borda, B. 5 2018 On trigonometric sums with random frequencies. Zbl 1399.42022 Bazarova, Alina; Berkes, István; Raseta, Marko 1 2018 Tail probabilities of St. Petersburg sums, trimmed sums, and their limit. Zbl 1387.60043 Berkes, István; Györfi, László; Kevei, Péter 8 2017 On the uniform theory of lacunary series. Zbl 1395.42010 Berkes, István 1 2017 Strong approximation of the St. Petersburg game. Zbl 1366.60067 Berkes, István 1 2017 A metric discrepancy result with given speed. Zbl 1399.11128 Berkes, I.; Fukuyama, K.; Nishimura, T. 1 2017 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 11 2016 On the extremal theory of continued fractions. Zbl 1336.11058 Bazarova, Alina; Berkes, István; Horváth, Lajos 4 2016 The Kadec-Pełczyński theorem in \(L^p\), \(1\leq p<2\). Zbl 1352.46012 Berkes, I.; Tichy, R. 2 2016 GCD sums from Poisson integrals and systems of dilated functions. Zbl 1344.11053 Aistleitner, Christoph; Berkes, István; Seip, Kristian 26 2015 Convergence of series of dilated functions and spectral norms of GCD matrices. Zbl 1339.42008 Aistleitner, Christoph; Berkes, István; Seip, Kristian; Weber, Michel 11 2015 On the discrepancy and empirical distribution function of \(\{n_k \alpha \}\). Zbl 1340.11066 Berkes, István; Raseta, Marko 5 2015 Change point detection with stable AR(1) errors. Zbl 1365.62332 Bazarova, Alina; Berkes, István; Horváth, Lajos 1 2015 On permutation-invariance of limit theorems. Zbl 1328.60084 Berkes, I.; Tichy, R. 1 2015 Lacunary series and stable distributions. Zbl 1328.60041 Berkes, István; Tichy, Robert 1 2015 Komlós-Major-Tusnády approximation under dependence. Zbl 1308.60037 Berkes, István; Liu, Weidong; Wu, Wei Biao 34 2014 On series \(\sum c_k f(kx)\) and Khinchin’s conjecture. Zbl 1319.40001 Berkes, István; Weber, Michel 9 2014 On series of dilated functions. Zbl 1319.40002 Berkes, István; Weber, Michel 7 2014 Trimmed stable AR(1) processes. Zbl 1398.60069 Bazarova, Alina; Berkes, István; Horváth, Lajos 2 2014 Weak invariance principles for sums of dependent random functions. Zbl 1269.60040 Berkes, István; Horváth, Lajos; Rice, Gregory 28 2013 Limit distributions in metric discrepancy theory. Zbl 1287.11094 Aistleitner, Christoph; Berkes, István 2 2013 On the law of the iterated logarithm for permuted lacunary sequences. Zbl 1297.60015 Aistleitner, C.; Berkes, I.; Tichy, R. 7 2012 The central limit theorem for sums of trimmed variables with heavy tails. Zbl 1234.60023 Berkes, István; Horváth, Lajos 6 2012 On permutations of lacunary series. Zbl 1278.60043 Aistleitner, Christoph; Berkes, István; Tichy, Robert 5 2012 Asymptotic behavior of trimmed sums. Zbl 1262.60022 Berkes, István; Horváth, Lajos; Schauer, Johannes 2 2012 On the law of large numbers and arithmetic functions. Zbl 1254.60030 Berkes, István; Müller, Wolfgang; Weber, Michel 2 2012 On the system \(f(nx)\) and probabilistic number theory. Zbl 1345.11057 Aistleitner, Christoph; Berkes, István; Tichy, Robert 1 2012 Split invariance principles for stationary processes. Zbl 1236.60037 Berkes, István; Hörmann, Siegfried; Schauer, Johannes 15 2011 Testing for structural change of AR model to threshold AR model. Zbl 1294.62190 Berkes, István; Horváth, Lajos; Ling, Shiqing; Schauer, Johannes 9 2011 Probability and metric discrepancy theory. Zbl 1260.11051 Aistleitner, Christoph; Berkes, István 7 2011 On permutations of Hardy-Littlewood-Pólya sequences. Zbl 1270.42009 Aistleitner, Christoph; Berkes, István; Tichy, Robert F. 5 2011 Asymptotics of trimmed CUSUM statistics. Zbl 1229.62017 Berkes, István; Horváth, Lajos; Schauer, Johannes 5 2011 On the asymptotic behavior of weakly lacunary series. Zbl 1235.42005 Aistleitner, C.; Berkes, I.; Tichy, R. 3 2011 On the strong law of large numbers and additive functions. Zbl 1240.60055 Berkes, István; Müller, Wolfgang; Weber, Michel 2 2011 On the central limit theorem for \(f(n_{k}x)\). Zbl 1185.60019 Aistleitner, Christoph; Berkes, István 22 2010 Non-central limit theorems for random selections. Zbl 1200.60027 Berkes, István; Horváth, Lajos; Schauer, Johannes 7 2010 Lacunary sequences and permutations. Zbl 1219.60002 Aistleitner, Christoph; Berkes, István; Tichy, Robert 4 2010 Dependence in probability, analysis and number theory: the mathematical work of Walter Philipp (1936–2006). Zbl 1209.01045 Berkes, István; Dehling, Herold 2 2010 Upper-lower class tests for weighted i.i.d. sequences and martingales. Zbl 1200.60025 Berkes, István; Hörmann, Siegfried; Weber, Michel 1 2010 Detecting changes in the mean of functional observations. Zbl 1411.62153 Berkes, István; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 40 2009 Estimation in nonstationary random coefficient autoregressive models. Zbl 1224.62046 Berkes, István; Horváth, Lajos; Ling, Shiqing 33 2009 Testing for changes in the covariance structure of linear processes. Zbl 1159.62031 Berkes, István; Gombay, Edit; Horváth, Lajos 30 2009 Asymptotic results for the empirical process of stationary sequences. Zbl 1161.60312 Berkes, István; Hörmann, Siegfried; Schauer, Johannes 26 2009 On the convergence of \(\sum c_kf(n_kx)\). Zbl 1183.42031 Berkes, István; Weber, Michel 10 2009 On the law of the iterated logarithm for the discrepancy of \(\langle n_kx\rangle\). Zbl 1208.11090 Aistleitner, Christoph; Berkes, Istvan 7 2009 The functional central limit theorem for a family of GARCH observations with applications. Zbl 1151.60323 Berkes, István; Hörmann, Siegfried; Horváth, Lajos 13 2008 Selection from a stable box. Zbl 1157.60310 Aue, Alexander; Berkes, István; Horváth, Lajos 8 2008 Metric discrepancy results for sequences \(\{n_k x\}\) and Diophantine equations. Zbl 1213.11152 Berkes, István; Philipp, Walter; Tichy, Robert F. 6 2008 Entropy conditions for subsequences of random variables with applications to empirical processes. Zbl 1137.11049 Berkes, István; Philipp, Walter; Tichy, Robert 1 2008 A law of the iterated logarithm for arithmetic functions. Zbl 1122.60030 Berkes, István; Weber, Michel 6 2007 Pseudorandom numbers and entropy conditions. Zbl 1133.11045 Berkes, István; Philipp, Walter; Tichy, Robert F. 3 2007 On complete convergence of triangular arrays of independent random variables. Zbl 1117.60030 Berkes, István; Weber, Michel 1 2007 On discriminating between long-range dependence and changes in mean. Zbl 1112.62085 Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 48 2006 Strong approximation for the sums of squares of augmented GARCH sequences. Zbl 1125.62092 Aue, Alexander; Berkes, Istvan; Horváth, Lajos 24 2006 Convergence of integral functionals of stochastic processes. Zbl 1130.60023 Berkes, István; Horváth, Lajos 13 2006 Empirical processes in probabilistic number theory: the LIL for the discrepancy of \((n_{k}\omega)\bmod 1\). Zbl 1145.11058 Berkes, István; Philipp, Walter; Tichy, Robert F. 11 2006 Almost sure versions of the Darling-Erdős theorem. Zbl 1087.60028 Berkes, István; Weber, Michel 1 2006 Testing for parameter constancy in GARCH\((p,q)\) models. Zbl 1058.62070 Berkes, Istvan; Horváth, Lajos; Kokoszka, Piotr 30 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 Upper-lower class tests and frequency results along subsequences. Zbl 1070.60029 Berkes, István; Weber, Michel 1 2005 The efficiency of the estimators of the parameters in GARCH processes. Zbl 1048.62082 Berkes, István; Horváth, Lajos 76 2004 Sequential change-point detection in \(\text{GARCH}(p,q)\) models. Zbl 1069.62058 Berkes, István; Gombay, Edit; Horváth, Lajos; Kokoszka, Piotr 41 2004 Applications of permutations to the simulations of critical values. Zbl 1054.62052 Berkes, István; Horváth, Lajos; Huškova, Marie; Steinebach, Josef 4 2004 A weighted goodness-of-fit test for GARCH(1,1) specification. Zbl 1047.62015 Berkes, I.; Horváth, L.; Kokoszka, P. 4 2004 Probabilistic and statistical properties of GARCH processes. Zbl 1060.62094 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 3 2004 GARCH processes: structure and estimation. Zbl 1064.62094 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 179 2003 Limit results for the empirical process of squared residuals in GARCH models. Zbl 1075.60512 Berkes, István; Horváth, Lajos 17 2003 The rate of consistency of the quasi-maximum likelihood estimator. Zbl 1041.62017 Berkes, István; Horváth, Lajos 15 2003 Asymptotics for GARCH squared residual correlations. Zbl 1441.62608 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 14 2003 Asymptotic results for long memory LARCH sequences. Zbl 1032.62078 Berkes, István; Horváth, Lajos 13 2003 Estimation of the maximal moment exponent of a GARCH(1,1) sequence. Zbl 1441.62609 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 6 2003 Approximations for the maximum of stochastic processes with drift. Zbl 1249.60075 Berkes, István; Horváth, Lajos 1 2003 Empirical processes of residuals. Zbl 1021.62071 Berkes, István; Horváth, Lajos 9 2002 Almost sure limit theorems for sums and maxima from the domain of geometric partial attraction of semistable laws. Zbl 1021.60023 Berkes, I.; Csáki, E.; Csörgő, S.; Megyesi, Z. 4 2002 A universal result in almost sure central limit theory. Zbl 1053.60022 Berkes, István; Csáki, Endre 106 2001 Strong approximation of the empirical process of GARCH sequences. Zbl 1014.60033 Berkes, István; Horváth, Lajos 12 2001 Pair correlations and \(U\)-statistics for independent and weakly dependent random variables. Zbl 1015.11034 Berkes, István; Philipp, Walter; Tichy, Robert 8 2001 The logarithmic average of sample extremes is asymptotically normal. Zbl 1047.60025 Berkes, István; Horváth, Lajos 6 2001 Central limit theorems for logarithmic averages. Zbl 1017.60033 Berkes, I.; Chen, X.; Horváth, L. 2 2001 Strong laws for \(L_p\)-norms of empirical and related processes. Zbl 0980.60039 Berkes, I.; Horváth, L.; Shao, Qui-Man; Steinebach, J. 1 2000 Almost sure limit theorems for the St. Petersburg game. Zbl 0943.60026 Berkes, István; Csáki, Endre; Csőrgő, Sándor 12 1999 Limit theorems for logarithmic averages of fractional Brownian motions. Zbl 0964.60036 Berkes, István; Horváth, Lajos 4 1999 Results and problems related to the pointwise central limit theorem. Zbl 0979.60014 Berkes, I. 21 1998 Almost sure central limit theorems under minimal conditions. Zbl 0928.60019 Berkes, István; Csáki, Endre; Horváth, Lajos 13 1998 Limit theorems for mixing sequences without rate assumptions. Zbl 0943.60020 Berkes, István; Philipp, Walter 5 1998 Logarithmic averages of stable random variables are asymptotically normal. Zbl 0936.60032 Berkes, István; Horváth, Lajos; Khoshnevisan, Davar 3 1998 On the convergence of \(\sum c_{n} f(nx)\) and the Lip 1/2 class. Zbl 0884.42005 Berkes, István 8 1997 Almost sure invariance principles for logarithmic averages. Zbl 0907.60032 Berkes, I.; Horváth, L. 3 1997 On the almost sure central limit theorem and domains of attraction. Zbl 0821.60030 Berkes, István 11 1995 An optimal condition for the LIL for trigonometric series. Zbl 0827.42006 Berkes, I. 2 1995 The size of trigonometric and Walsh series and uniform distribution mod 1. Zbl 0833.11037 Berkes, István; Philipp, Walter 21 1994 On the almost sure (a.s.) central limit theorem for random variables with infinite variance. Zbl 0804.60021 Berkes, I.; Dehling, H. 12 1994 Some limit theorems in log density. Zbl 0785.60014 Berkes, I.; Dehling, H. 36 1993 Critical LIL behavior of the trigonometric system. Zbl 0861.60039 Berkes, I. 2 1993 ...and 27 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,097 Authors 82 Berkes, István 64 Horváth, Lajos 34 Aistleitner, Christoph 28 Lee, Sangyeol 23 Fukuyama, Katusi 21 Aue, Alexander 20 Kokoszka, Piotr S. 18 Rice, Gregory 17 Dehling, Herold G. 17 Francq, Christian 17 Philipp, Walter 17 Zakoïan, Jean-Michel 16 Bouzebda, Salim 16 Weber, Michel Jean Georges 16 Wu, Qunying 14 Hörmann, Siegfried 13 Hušková, Marie 13 Jirak, Moritz 13 Peng, Zuoxiang 12 Aknouche, Abdelhakim 12 Csáki, Endre 12 Ling, Shiqing 11 Kirch, Claudia 10 Nadarajah, Saralees 9 Dabrowski, André Robert 9 Dette, Holger 9 Phillips, Peter Charles Bonest 9 Steinebach, Josef G. 9 Zaitsev, Andrei Yu. 8 Cuny, Christophe 8 Lee, Taewook 8 Li, Dong 8 Seip, Kristian 8 Shang, Han Lin 8 Steland, Ansgar 8 Tichy, Robert Franz 8 Wendler, Martin 8 Zhu, Ke 7 Alvarez-Andrade, Sergio 7 Baek, Changryong 7 Dedecker, Jérôme 7 Deheuvels, Paul 7 Denker, Manfred 7 Fakoor, Vahid 7 Gombay, Edit 7 Lin, Zhengyan 7 Merlevède, Florence 7 Peng, Liang 7 Song, Junmo 6 Bardet, Jean-Marc 6 Beran, Jan 6 Borda, Bence 6 Fokianos, Konstantinos 6 Fu, Ke’ang 6 Giuliano, Rita 6 Kevei, Péter 6 Larchner, Gerhard 6 Liu, Weidong 6 Macci, Claudio 6 Miao, Yu 6 Pang, Tianxiao 6 Schauer, Johannes 6 Surgailis, Donatas 6 Wintenberger, Olivier 6 Zhang, Li-Xin 6 Zhang, Yong 5 Bradley, Richard C. jun. 5 Földes, Antónia 5 Gonchigdanzan, Khurelbaatar 5 Kifer, Yuri 5 Kim, Moosup 5 Lee, Oesook 5 Lund, Robert B. 5 Mason, David M. 5 Morrow, Gregory J. 5 Na, Okyoung 5 Pan, Jiazhu 5 Prášková, Zuzana 5 Tan, Zhongquan 5 Trapani, Lorenzo 5 Wang, Hui 5 Yau, Chun Yip 5 Zang, Qingpei 5 Zhang, Rongmao 4 Bercu, Bernard 4 Chan, Ngai Hang 4 Chen, Min 4 Chuprunov, Alekseĭ Nikolaevich 4 Csörgő, Miklós 4 Davis, Richard A. 4 Einmahl, Uwe 4 Fremdt, Stefan 4 Götze, Friedrich 4 Jiang, Yuanying 4 Kang, Jiwon 4 Kim, Chang Kyeom 4 Kreiß, Jens-Peter 4 Leipus, Remigijus 4 Limnios, Nikolaos 4 Perera, Indeewara ...and 997 more Authors all top 5 Cited in 188 Serials 73 Statistics & Probability Letters 57 Journal of Econometrics 53 Journal of Time Series Analysis 46 Stochastic Processes and their Applications 42 Communications in Statistics. Theory and Methods 42 Econometric Theory 36 Journal of Statistical Planning and Inference 33 Journal of Multivariate Analysis 28 Probability Theory and Related Fields 28 Electronic Journal of Statistics 26 Bernoulli 22 The Annals of Statistics 22 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 21 Acta Mathematica Hungarica 21 Journal of Theoretical Probability 18 Statistics 17 Monatshefte für Mathematik 16 Journal of Statistical Computation and Simulation 15 The Annals of Probability 15 Transactions of the American Mathematical Society 14 Computational Statistics and Data Analysis 13 Israel Journal of Mathematics 13 Journal of Inequalities and Applications 12 Econometric Reviews 12 Test 11 Economics Letters 11 Communications in Statistics. Simulation and Computation 11 Journal of the Korean Statistical Society 10 Journal of Mathematical Analysis and Applications 10 Annals of the Institute of Statistical Mathematics 9 Proceedings of the American Mathematical Society 9 Extremes 8 Periodica Mathematica Hungarica 8 Scandinavian Journal of Statistics 8 Stochastics and Dynamics 7 Statistical Papers 7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 7 Acta Mathematica Sinica. English Series 7 Comptes Rendus. Mathématique. Académie des Sciences, Paris 6 The Canadian Journal of Statistics 6 Lithuanian Mathematical Journal 6 Metrika 6 Journal of the American Statistical Association 6 Mathematical Methods of Statistics 6 Statistica Sinica 6 Journal of Nonparametric Statistics 6 Studies in Nonlinear Dynamics and Econometrics 6 Statistical Inference for Stochastic Processes 6 Statistical Methods and Applications 6 Journal of Time Series Econometrics 5 Siberian Mathematical Journal 5 Indagationes Mathematicae. New Series 4 Acta Mathematica Academiae Scientiarum Hungaricae 4 Advances in Applied Probability 4 Computers & Mathematics with Applications 4 Acta Arithmetica 4 Journal of Number Theory 4 Sequential Analysis 4 The Annals of Applied Probability 4 Computational Statistics 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Journal of Mathematical Sciences (New York) 4 Electronic Journal of Probability 4 Stochastics 4 Journal of Statistical Theory and Practice 4 Science China. Mathematics 4 Journal of Business and Economic Statistics 3 Analysis Mathematica 3 Journal of Statistical Physics 3 Stochastics 3 Mathematika 3 Ergodic Theory and Dynamical Systems 3 Acta Mathematicae Applicatae Sinica. English Series 3 Journal of Complexity 3 Queueing Systems 3 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 3 Filomat 3 Methodology and Computing in Applied Probability 3 The Annals of Applied Statistics 2 Communications in Mathematical Physics 2 Mathematische Semesterberichte 2 Physica A 2 Ukrainian Mathematical Journal 2 Bulletin of the London Mathematical Society 2 Illinois Journal of Mathematics 2 Journal of Applied Probability 2 Journal of Computational and Applied Mathematics 2 Journal of the London Mathematical Society. Second Series 2 Mathematische Annalen 2 Mathematische Nachrichten 2 Stochastic Analysis and Applications 2 Journal of Economic Dynamics & Control 2 Applied Mathematics Letters 2 Science in China. Series A 2 Linear Algebra and its Applications 2 Russian Mathematics 2 Applied Mathematics. Series B (English Edition) 2 Journal de Théorie des Nombres de Bordeaux 2 Electronic Communications in Probability 2 The Econometrics Journal ...and 88 more Serials all top 5 Cited in 36 Fields 653 Statistics (62-XX) 611 Probability theory and stochastic processes (60-XX) 91 Number theory (11-XX) 76 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 65 Numerical analysis (65-XX) 63 Harmonic analysis on Euclidean spaces (42-XX) 34 Dynamical systems and ergodic theory (37-XX) 15 Functional analysis (46-XX) 13 Sequences, series, summability (40-XX) 12 Measure and integration (28-XX) 9 Operations research, mathematical programming (90-XX) 8 Real functions (26-XX) 6 Combinatorics (05-XX) 6 Functions of a complex variable (30-XX) 6 Operator theory (47-XX) 6 Systems theory; control (93-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Statistical mechanics, structure of matter (82-XX) 4 Biology and other natural sciences (92-XX) 3 Topological groups, Lie groups (22-XX) 3 Quantum theory (81-XX) 2 Mathematical logic and foundations (03-XX) 2 Group theory and generalizations (20-XX) 2 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 2 Difference and functional equations (39-XX) 2 Convex and discrete geometry (52-XX) 2 Computer science (68-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Special functions (33-XX) 1 Integral transforms, operational calculus (44-XX) 1 General topology (54-XX) 1 Mechanics of particles and systems (70-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year