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

Co-Authors

44 single-authored
54 Csörgő, Miklós
48 Berkes, István
46 Kokoszka, Piotr S.
24 Aue, Alexander
23 Hušková, Marie
22 Rice, Gregory
21 Csörgő, Sándor
19 Steinebach, Josef G.
17 Shao, Qi-Man
14 Gombay, Edit
7 Hörmann, Siegfried
7 Wang, Shixuan
6 Burke, Murray D.
5 Bazarova, Alina
5 Zitikis, Ričardas
4 Aly, Emad-Eldin A. A.
4 Liu, Zhenya
4 Mason, David M.
4 Reeder, Ron
4 Révész, Pál
4 Schauer, Johannes
4 Trapani, Lorenzo
4 Yandell, Brian S.
3 Beirlant, Jan
3 Gabrys, Robertas
3 Gorecki, Tomasz T.
3 Horváth, Zsuzsanna
3 Khoshnevisan, Davar
3 Ling, Shiqing
3 Reimherr, Matthew L.
3 Szyszkowicz, Barbara
3 Zhao, Yuqian
2 Deheuvels, Paul
2 Fremdt, Stefan
2 Grabovsky, Irina
2 Kühn, Mario
2 Miller, Curtis P.
2 Serbinowska, Monika
2 Teyssière, Gilles
2 Wang, Jia
2 Zhou, Wang
1 Antoch, Jaromír
1 Barabás, Béla
1 Bardsley, Patrick
1 Batsidis, Apostolos
1 Chan, Julian
1 Chen, Xia
1 Chung, Chang-Jo F.
1 Clark, James S.
1 Csáki, Endre
1 Delgado, Miguel Ángel
1 Eastwood, Vera R.
1 Francq, Christian
1 Hanousek, Jan
1 Hurvich, Clifford M.
1 Jach, Agnieszka E.
1 Leipus, Remigijus
1 Lewis, Mark Alun
1 Liese, Friedrich
1 Lu, Shanglin
1 Martín, Nirian
1 Meintanis, Simos G.
1 Neumeyer, Natalie
1 Pardo, Leandro
1 Parzen, Emanuel
1 Pellatt, Daniel F.
1 Pouliot, William
1 Soulier, Philippe
1 Taufer, Emanuele
1 VanderDoes, Jeremy
1 Whipple, Stephen
1 Willekens, Eric
1 Young, Gabriel J.
1 Zakoïan, Jean-Michel
1 Zhan, Yaosong
1 Zhang, Aonan
1 Zhu, Lixing
1 Zografos, Konstantinos G.
all top 5

Serials

26 Journal of Multivariate Analysis
26 Statistics & Probability Letters
19 Journal of Statistical Planning and Inference
19 Stochastic Processes and their Applications
16 Econometric Theory
11 The Annals of Statistics
10 Journal of Time Series Analysis
8 The Annals of Probability
8 Journal of Econometrics
8 Studia Scientiarum Mathematicarum Hungarica
7 Scandinavian Journal of Statistics
7 Bernoulli
6 Probability Theory and Related Fields
5 Mathematical Proceedings of the Cambridge Philosophical Society
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
3 The Econometrics Journal
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
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 Journal of Business and Economic Statistics
1 Lithuanian Mathematical Journal
1 Advances in Mathematics
1 International Statistical Review
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 Econometric Reviews
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 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
1 Mathematica Pannonica. New Series

Publications by Year

Citations contained in zbMATH Open

251 Publications have been cited 4,850 times in 2,627 Documents Cited by Year
Inference for functional data with applications. Zbl 1279.62017
Horváth, Lajos; Kokoszka, Piotr
464
2012
Limit theorems in change-point analysis. Zbl 0884.62023
Csörgő, Miklós; Horváth, Lajos
414
1997
GARCH processes: structure and estimation. Zbl 1064.62094
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
179
2003
Structural breaks in time series. Zbl 1274.62553
Aue, Alexander; Horváth, Lajos
133
2013
Weighted approximations in probability and statistics. Zbl 0770.60038
Csörgö, Miklós; Horváth, Lajos
125
1993
Break detection in the covariance structure of multivariate time series models. Zbl 1191.62143
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Reimherr, Matthew
121
2009
Weighted empirical and quantile processes. Zbl 0589.60029
Csörgö, Miklós; Csörgö, Sándor; Horváth, Lajos; Mason, David M.
108
1986
Monitoring changes in linear models. Zbl 1075.62054
Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr; Steinebach, Josef
85
2004
The efficiency of the estimators of the parameters in GARCH processes. Zbl 1048.62082
Berkes, István; Horváth, Lajos
76
2004
Change-point detection in panel data. Zbl 1282.62181
Horváth, Lajos; Hušková, Marie
68
2012
Testing stationarity of functional time series. Zbl 1293.62186
Horváth, Lajos; Kokoszka, Piotr; Rice, Gregory
59
2014
The maximum likelihood method for testing changes in the parameters of normal observations. Zbl 0778.62016
Horváth, Lajos
58
1993
Estimation of the mean of functional time series and a two-sample problem. Zbl 07555440
Horváth, Lajos; Kokoszka, Piotr; Reeder, Ron
57
2013
Strong approximations of some biometric estimates under random censorship. Zbl 0439.60012
Burke, Murray D.; Csörgő, Sándor; Horváth, Lajos
54
1981
Extensions of some classical methods in change point analysis. Zbl 1305.62310
Horváth, Lajos; Rice, Gregory
54
2014
Invariance principles for changepoint problems. Zbl 0656.62031
Csörgö, Miklós; Horváth, Lajos
51
1988
The rate of strong uniform consistency for the product-limit estimator. Zbl 0488.60043
Csörgő, Sándor; Horváth, Lajos
50
1983
Change-point monitoring in linear models. Zbl 1106.62067
Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr
48
2006
On discriminating between long-range dependence and changes in mean. Zbl 1112.62085
Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man
48
2006
The effect of long-range dependence on change-point estimators. Zbl 0946.62078
Horváth, Lajos; Kokoszka, Piotr
43
1997
Testing the equality of covariance operators in functional samples. Zbl 1259.62031
Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr
42
2013
Sequential change-point detection in \(\text{GARCH}(p,q)\) models. Zbl 1069.62058
Berkes, István; Gombay, Edit; Horváth, Lajos; Kokoszka, Piotr
41
2004
What portion of the sample makes a partial sum asymptotically stable or normal? Zbl 0572.60028
Csörgö, Sándor; Horváth, Lajos; Mason, David M.
40
1986
Delay time in sequential detection of change. Zbl 1059.62085
Aue, Alexander; Horváth, Lajos
40
2004
An application of the maximum likelihood test to the change-point problem. Zbl 0789.62017
Gombay, Edit; Horváth, Lajos
40
1994
Detecting changes in the mean of functional observations. Zbl 1411.62153
Berkes, István; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr
40
2009
Estimation in random coefficient autoregressive models. Zbl 1112.62084
Aue, Alexander; Horváth, Lajos; Steinebach, Josef
38
2006
Testing for changes in multivariate dependent observations with an application to temperature changes. Zbl 0962.62042
Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
38
1999
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
37
1988
A functional version of the ARCH model. Zbl 1271.62204
Hörmann, Siegfried; Horváth, Lajos; Reeder, Ron
37
2013
Invariance principles for renewal processes. Zbl 0635.60032
Csörgö, Miklós; Horváth, Lajos; Steinebach, Josef
34
1987
Central limit theorems for \(L_ p\)-norms of density estimators. Zbl 0657.60026
Csörgö, Miklós; Horváth, Lajos
34
1988
Estimation in nonstationary random coefficient autoregressive models. Zbl 1224.62046
Berkes, István; Horváth, Lajos; Ling, Shiqing
33
2009
Strong approximations of the quantile process of the product-limit estimator. Zbl 0577.62042
Aly, Emad-Eldin A. A.; Csörgö, Miklós; Horváth, Lajos
32
1985
Empirical process of the squared residuals of an ARCH sequence. Zbl 1012.62053
Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles
32
2001
On \(L_ p\)-norms of multivariate density estimators. Zbl 0765.62045
Horváth, Lajos
31
1991
Testing for changes in the covariance structure of linear processes. Zbl 1159.62031
Berkes, István; Gombay, Edit; Horváth, Lajos
30
2009
Testing for parameter constancy in GARCH\((p,q)\) models. Zbl 1058.62070
Berkes, Istvan; Horváth, Lajos; Kokoszka, Piotr
30
2005
Tests for error correlation in the functional linear model. Zbl 1390.62118
Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr
30
2010
Testing the stability of the functional autoregressive process. Zbl 1178.62099
Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr
29
2010
Estimation of a change-point in the mean function of functional data. Zbl 1176.62025
Aue, Alexander; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr
29
2009
Strong approximation of renewal processes. Zbl 0545.60081
Horváth, Lajos
28
1984
Weak invariance principles for sums of dependent random functions. Zbl 1269.60040
Berkes, István; Horváth, Lajos; Rice, Gregory
28
2013
Quasi-likelihood estimation in stationary and nonstationary autoregressive models with random coefficients. Zbl 1232.62116
Aue, Alexander; Horváth, Lajos
27
2011
An approximation of stopped sums with applications in queueing theory. Zbl 0627.60042
Csörgö, Miklós; Deheuvels, Paul; Horváth, Lajos
26
1987
An asymptotic theory for empirical reliability and concentration processes. Zbl 0605.62105
Csörgö, Miklós; Csörgö, Sándor; Horváth, Lajos
26
1986
Normal and stable convergence of integral functions of the empirical distribution function. Zbl 0589.60030
Csörgö, Miklós; Csörgö, Sándor; Horváth, Lajos; Mason, David M.
25
1986
Test of independence for functional data. Zbl 1277.62124
Horváth, Lajos; Hušková, Marie; Rice, Gregory
25
2013
Strong approximation for the sums of squares of augmented GARCH sequences. Zbl 1125.62092
Aue, Alexander; Berkes, Istvan; Horváth, Lajos
24
2006
Limit theorems for quadratic forms with applications to Whittle’s estimate. Zbl 0940.60037
Horváth, Lajos; Shao, Qi-Man
23
1999
Delay times of sequential procedures for multiple time series regression models. Zbl 1429.62380
Aue, Alexander; Horváth, Lajos; Reimherr, Matthew L.
23
2009
Nonparametric tests for the changepoint problem. Zbl 0631.62056
Csörgö, Miklós; Horváth, Lajos
22
1987
Detecting changes in linear regressions. Zbl 0812.62074
Horváth, Lajos
22
1995
A bootstrap approximation to a unit root test statistic for heavy-tailed observations. Zbl 1116.62393
Horváth, Lajos; Kokoszka, Piotr
22
2003
Sequentiel testing for the stability of high-frequency portfolio betas. Zbl 1245.91089
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Hušková, Marie; Steinebach, Josef G.
21
2012
On the rate of approximations for maximum likelihood tests in change-point models. Zbl 0863.62013
Gombay, Edit; Horváth, lajos
21
1996
\(L_{p}\)-estimators in ARCH models. Zbl 1032.62084
Horváth, Lajos; Liese, Friedrich
21
2004
Change in autoregressive processes. Zbl 0769.62067
Horváth, Lajos
21
1993
On the Koziol-Green model for random censorship. Zbl 0493.62045
Csörgő, Sándor; Horváth, Lajos
20
1981
Functional data analysis with increasing number of projections. Zbl 1359.62197
Fremdt, Stefan; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef G.
20
2014
Two sample inference in functional linear models. Zbl 1191.62088
Horváth, Lajos; Kokoszka, Piotr; Reimherr, Matthew
19
2009
Asymptotic distributions of maximum likelihood tests for change in the mean. Zbl 0711.62020
Gombay, Edit; Horvath, Lajos
19
1990
Functional generalized autoregressive conditional heteroskedasticity. Zbl 1356.62133
Aue, Alexander; Horváth, Lajos; Pellatt, Daniel F.
19
2017
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
18
1996
Invariance principles for logarithmic averages. Zbl 0766.60038
Csörgő, Miklós; Horváth, Lajos
18
1992
Estimators and tests for change in variances. Zbl 0864.62030
Gombay, Edit; Horváth, Lajos; Hušková, Marie
18
1996
On the distributions of \(L_ p\) norms of weighted uniform empirical and quantile processes. Zbl 0646.62015
Csörgö, Miklós; Horváth, Lajos
17
1988
Limit results for the empirical process of squared residuals in GARCH models. Zbl 1075.60512
Berkes, István; Horváth, Lajos
17
2003
Monitoring constancy of variance in conditionally heteroskedastic time series. Zbl 1125.62102
Horváth, Lajos; Kokoszka, Piotr; Zhang, Aonan
17
2006
Testing for changes in polynomial regression. Zbl 1155.62027
Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr
17
2008
Testing for changes using permutations of U-statistics. Zbl 1087.62057
Horváth, Lajos; Hušková, Marie
17
2005
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals. Zbl 1060.62097
Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles
17
2004
Change-point detection with nonparametric regression. Zbl 1010.62036
Horváth, Lajos; Kokoszka, Piotr
17
2002
Darling-Erdős limit results for change-point detection in panel data. Zbl 1259.62074
Chan, Julian; Horváth, Lajos; Hušková, Marie
17
2013
Asymptotics of conditional empirical processes. Zbl 0655.62040
Horváth, Lajos; Yandell, Brian S.
16
1988
On sequential detection of parameter changes in linear regression. Zbl 1117.62079
Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
16
2007
Strong approximation of extended renewal processes. Zbl 0552.60032
Horváth, Lajos
16
1984
Approximations for weighted bootstrap processes with an application. Zbl 0982.60019
Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
16
2000
Approximations for hybrids of empirical and partial sums processes. Zbl 0976.60044
Horváth, Lajos
16
2000
Convergence rates for the bootstrapped product-limit process. Zbl 0637.62014
Horváth, Lajos; Yandell, Brian S.
15
1987
Approximations of weighted empirical and quantile processes. Zbl 0676.60042
Csörgö, Miklós; Horváth, Lajos
15
1986
Testing for changes in the mean or variance of a stochastic process under weak invariance. Zbl 0979.62064
Horváth, Lajos; Steinebach, Josef
15
2000
The rate of consistency of the quasi-maximum likelihood estimator. Zbl 1041.62017
Berkes, István; Horváth, Lajos
15
2003
Sample autocovariances of long-memory time series. Zbl 1155.62323
Horváth, Lajos; Kokoszka, Piotr
15
2008
Rates of convergence for U-statistic processes and their bootstrapped versions. Zbl 1005.62046
Gombay, Edit; Horváth, Lajos
14
2002
Convergence of integrals of uniform empirical and quantile processes. Zbl 0784.60038
Csörgő, Miklós; Horváth, Lajos; Shao, Qi-Man
14
1993
Limit theorems for change in linear regression. Zbl 0806.62035
Gombay, Edit; Horváth, Lajos
14
1994
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
14
2015
Testing equality of means when the observations are from functional time series. Zbl 1308.62172
Horváth, Lajos; Rice, Gregory
14
2015
Asymptotics for GARCH squared residual correlations. Zbl 1441.62608
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
14
2003
A note on strong approximations of multivariate empirical processes. Zbl 0651.60040
Csörgö, Miklós; Horváth, Lajos
13
1988
Convergence of integral functionals of stochastic processes. Zbl 1130.60023
Berkes, István; Horváth, Lajos
13
2006
Change-point detection in long-memory processes. Zbl 1081.62551
Horváth, Lajos
13
2001
A limit theorem for mildly explosive autoregression with stable errors. Zbl 1237.62108
Aue, Alexander; Horváth, Lajos
13
2007
Asymptotic results for long memory LARCH sequences. Zbl 1032.62078
Berkes, István; Horváth, Lajos
13
2003
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
Detection of changes in linear sequences. Zbl 0937.62086
Horváth, Lajos
13
1997
Testing for stochastic dominance using the weighted McFadden-type statistic. Zbl 1345.62076
Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas
13
2006
Statistical inference in a random coefficient panel model. Zbl 1420.62386
Horváth, Lajos; Trapani, Lorenzo
13
2016
\(L_p\)-functionals for change point detection in random coefficient autoregressive models. Zbl 1518.62012
Horváth, Lajos; Trapani, Lorenzo
1
2023
Limit results for \(L^p\) functionals of weighted CUSUM processes. Zbl 1497.62234
Horváth, Lajos; Rice, Gregory
1
2023
Sequential monitoring of changes in dynamic linear models, applied to the U.S. housing market. Zbl 1493.62605
Horváth, Lajos; Liu, Zhenya; Lu, Shanglin
2
2022
Inference in functional factor models with applications to yield curves. Zbl 07730971
Horváth, Lajos; Kokoszka, Piotr; VanderDoes, Jeremy; Wang, Shixuan
2
2022
Change point analysis of covariance functions: a weighted cumulative sum approach. Zbl 1493.62309
Horváth, Lajos; Rice, Gregory; Zhao, Yuqian
2
2022
Monitoring for a change point in a sequence of distributions. Zbl 1480.62082
Horváth, Lajos; Kokoszka, Piotr; Wang, Shixuan
1
2021
Detecting early or late changes in linear models with heteroscedastic errors. Zbl 1469.62339
Horváth, Lajos; Miller, Curtis; Rice, Gregory
1
2021
Sequential monitoring for changes from stationarity to mild non-stationarity. Zbl 1456.62192
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan
4
2020
Testing normality of data on a multivariate grid. Zbl 1448.62069
Horváth, Lajos; Kokoszka, Piotr; Wang, Shixuan
1
2020
Testing for randomness in a random coefficient autoregression model. Zbl 1452.62648
Horváth, Lajos; Trapani, Lorenzo
8
2019
Structural breaks in panel data: large number of panels and short length time series. Zbl 1490.62224
Antoch, Jaromír; Hanousek, Jan; Horváth, Lajos; Hušková, Marie; Wang, Shixuan
4
2019
Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. Zbl 1409.62125
Horváth, Lajos; Rice, Gregory
3
2019
Testing normality of functional time series. Zbl 1416.62489
Górecki, Tomasz; Hörmann, Siegfried; Horváth, Lajos; Kokoszka, Piotr
13
2018
Functional generalized autoregressive conditional heteroskedasticity. Zbl 1356.62133
Aue, Alexander; Horváth, Lajos; Pellatt, Daniel F.
19
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
9
2017
Change point tests in functional factor models with application to yield curves. Zbl 1521.62141
Bardsley, Patrick; Horváth, Lajos; Kokoszka, Piotr; Young, Gabriel
8
2017
Detecting at-most-\(\mathfrak{m}\) changes in linear regression models. Zbl 1368.62239
Horváth, Lajos; Pouliot, William; Wang, Shixuan
2
2017
Statistical inference in a random coefficient panel model. Zbl 1420.62386
Horváth, Lajos; Trapani, Lorenzo
13
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
11
2016
Adaptive bandwidth selection in the long run covariance estimator of functional time series. Zbl 1466.62101
Horváth, Lajos; Rice, Gregory; Whipple, Stephen
10
2016
On the extremal theory of continued fractions. Zbl 1336.11058
Bazarova, Alina; Berkes, István; Horváth, Lajos
4
2016
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
14
2015
Testing equality of means when the observations are from functional time series. Zbl 1308.62172
Horváth, Lajos; Rice, Gregory
14
2015
Testing for independence between functional time series. Zbl 1337.62268
Horváth, Lajos; Rice, Gregory
11
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
59
2014
Extensions of some classical methods in change point analysis. Zbl 1305.62310
Horváth, Lajos; Rice, Gregory
54
2014
Functional data analysis with increasing number of projections. Zbl 1359.62197
Fremdt, Stefan; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef G.
20
2014
Dependent functional linear models with applications to monitoring structural change. Zbl 06431820
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Hušková, Marie
12
2014
Trimmed stable AR(1) processes. Zbl 1398.60069
Bazarova, Alina; Berkes, István; Horváth, Lajos
2
2014
Limit laws in transaction-level asset price models. Zbl 1296.91119
Aue, Alexander; Horváth, Lajos; Hurvich, Clifford; Soulier, Philippe
1
2014
Structural breaks in time series. Zbl 1274.62553
Aue, Alexander; Horváth, Lajos
133
2013
Estimation of the mean of functional time series and a two-sample problem. Zbl 07555440
Horváth, Lajos; Kokoszka, Piotr; Reeder, Ron
57
2013
Testing the equality of covariance operators in functional samples. Zbl 1259.62031
Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr
42
2013
A functional version of the ARCH model. Zbl 1271.62204
Hörmann, Siegfried; Horváth, Lajos; Reeder, Ron
37
2013
Weak invariance principles for sums of dependent random functions. Zbl 1269.60040
Berkes, István; Horváth, Lajos; Rice, Gregory
28
2013
Test of independence for functional data. Zbl 1277.62124
Horváth, Lajos; Hušková, Marie; Rice, Gregory
25
2013
Darling-Erdős limit results for change-point detection in panel data. Zbl 1259.62074
Chan, Julian; Horváth, Lajos; Hušková, Marie
17
2013
A test of significance in functional quadratic regression. Zbl 1457.62134
Horváth, Lajos; Reeder, Ron
12
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.
5
2013
Inference for functional data with applications. Zbl 1279.62017
Horváth, Lajos; Kokoszka, Piotr
464
2012
Change-point detection in panel data. Zbl 1282.62181
Horváth, Lajos; Hušková, Marie
68
2012
Sequentiel testing for the stability of high-frequency portfolio betas. Zbl 1245.91089
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Hušková, Marie; Steinebach, Josef G.
21
2012
Detecting changes in functional linear models. Zbl 1259.62046
Horváth, Lajos; Reeder, Ron
7
2012
On the reaction time of moving sum detectors. Zbl 1244.62115
Aue, Alexander; Horváth, Lajos; Kühn, Mario; Steinebach, Josef
7
2012
The central limit theorem for sums of trimmed variables with heavy tails. Zbl 1234.60023
Berkes, István; Horváth, Lajos
6
2012
Segmenting mean-nonstationary time series via trending regressions. Zbl 1443.62425
Aue, Alexander; Horváth, Lajos; Hušková, Marie
6
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
27
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
Asymptotics of trimmed CUSUM statistics. Zbl 1229.62017
Berkes, István; Horváth, Lajos; Schauer, Johannes
5
2011
Tests for error correlation in the functional linear model. Zbl 1390.62118
Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr
30
2010
Testing the stability of the functional autoregressive process. Zbl 1178.62099
Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr
29
2010
Sup-tests for linearity in a general nonlinear AR(1) model. Zbl 1294.62200
Francq, Christian; Horvath, Lajos; Zakoïan, Jean-Michel
8
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
121
2009
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
Estimation of a change-point in the mean function of functional data. Zbl 1176.62025
Aue, Alexander; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr
29
2009
Delay times of sequential procedures for multiple time series regression models. Zbl 1429.62380
Aue, Alexander; Horváth, Lajos; Reimherr, Matthew L.
23
2009
Two sample inference in functional linear models. Zbl 1191.62088
Horváth, Lajos; Kokoszka, Piotr; Reimherr, Matthew
19
2009
Extreme value theory for stochastic integrals of Legendre polynomials. Zbl 1170.60023
Aue, Alexander; Horváth, Lajos; Hušková, Marie
12
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
17
2008
Sample autocovariances of long-memory time series. Zbl 1155.62323
Horváth, Lajos; 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
13
2008
On the performance of the fluctuation test for structural change. Zbl 1274.62513
Horváth, Lajos; Kühn, Mario; Steinebach, Josef
11
2008
Confidence bands for ROC curves. Zbl 1131.62037
Horváth, Lajos; Horváth, Zsuzsanna; Zhou, Wang
10
2008
Monitoring shifts in mean: asymptotic normality of stopping times. Zbl 1367.62242
Aue, Alexander; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
10
2008
Selection from a stable box. Zbl 1157.60310
Aue, Alexander; Berkes, István; Horváth, Lajos
8
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
16
2007
A limit theorem for mildly explosive autoregression with stable errors. Zbl 1237.62108
Aue, Alexander; Horváth, Lajos
13
2007
Limit theorems for permutations of empirical processes with applications to change point analysis. Zbl 1129.60033
Horváth, Lajos; Shao, Qi-Man
6
2007
Change-point monitoring in linear models. Zbl 1106.62067
Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr
48
2006
On discriminating between long-range dependence and changes in mean. Zbl 1112.62085
Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man
48
2006
Estimation in random coefficient autoregressive models. Zbl 1112.62084
Aue, Alexander; Horváth, Lajos; Steinebach, Josef
38
2006
Strong approximation for the sums of squares of augmented GARCH sequences. Zbl 1125.62092
Aue, Alexander; Berkes, Istvan; Horváth, Lajos
24
2006
Monitoring constancy of variance in conditionally heteroskedastic time series. Zbl 1125.62102
Horváth, Lajos; Kokoszka, Piotr; Zhang, Aonan
17
2006
Convergence of integral functionals of stochastic processes. Zbl 1130.60023
Berkes, István; Horváth, Lajos
13
2006
Testing for stochastic dominance using the weighted McFadden-type statistic. Zbl 1345.62076
Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas
13
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
30
2005
Testing for changes using permutations of U-statistics. Zbl 1087.62057
Horváth, Lajos; Hušková, Marie
17
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
85
2004
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
Delay time in sequential detection of change. Zbl 1059.62085
Aue, Alexander; Horváth, Lajos
40
2004
\(L_{p}\)-estimators in ARCH models. Zbl 1032.62084
Horváth, Lajos; Liese, Friedrich
21
2004
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals. Zbl 1060.62097
Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles
17
2004
Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. Zbl 1104.62034
Horváth, Lajos; Zitikis, Ričardas
7
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
...and 151 more Documents
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Cited by 2,820 Authors

151 Horváth, Lajos
59 Kokoszka, Piotr S.
56 Lee, Sangyeol
54 Hušková, Marie
42 Csörgő, Miklós
38 Steinebach, Josef G.
37 Berkes, István
34 Bouzebda, Salim
30 Aue, Alexander
28 Vieu, Philippe
26 Dette, Holger
26 Rice, Gregory
26 Shang, Han Lin
25 Kirch, Claudia
22 Hörmann, Siegfried
21 Gombay, Edit
20 Tian, Zheng
18 Francq, Christian
18 Ling, Shiqing
18 Zakoïan, Jean-Michel
17 Mason, David M.
17 Meintanis, Simos G.
16 Alvarez-Andrade, Sergio
15 Csáki, Endre
15 Ning, Wei
15 Peng, Liang
15 Shao, Qi-Man
15 Zitikis, Ričardas
14 Chen, Zhanshou
14 Jirak, Moritz
13 Dehling, Herold G.
13 Reimherr, Matthew L.
13 Steland, Ansgar
13 Surgailis, Donatas
13 Wied, Dominik
12 Aknouche, Abdelhakim
12 Aly, Emad-Eldin A. A.
12 Einmahl, John H. J.
12 Jarušková, Daniela
12 Martínez-Camblor, Pablo
12 Song, Junmo
12 Wang, Guochang
12 Zhou, Yong
11 Aneiros-Pérez, Germán
11 Bardet, Jean-Marc
11 Beran, Jan
11 Bücher, Axel
11 de Uña-Álvarez, Jacobo
11 Deheuvels, Paul
11 del Barrio, Eustasio
11 Kojadinovic, Ivan
11 Račkauskas, Alfredas Yurgevich
11 Wendler, Martin
10 Fakoor, Vahid
10 Ferger, Dietmar
10 Földes, Antónia
10 Lee, Taewook
10 Ling, Nengxiang
10 Prášková, Zuzana
10 Shao, Xiaofeng
10 Smaga, Łukasz
10 Szyszkowicz, Barbara
10 Vantini, Simone
10 Wang, Lihong
10 Wu, Yuehua
10 Zhang, Rongmao
10 Zhang, Zhongzhan
10 Zhu, Ke
9 Baek, Changryong
9 Chen, Min
9 Ciuperca, Gabriela
9 Giné-Masdéu, Evarist
9 Goia, Aldo
9 Guo, Yongjiang
9 Hlávka, Zdeněk
9 Kulik, Rafał
9 Li, Dong
9 Liang, Hanying
9 Matrán, Carlos
9 Na, Okyoung
9 Shin, Dongwan
9 Yau, Chun Yip
9 Zou, Changliang
8 Antoch, Jaromír
8 Beirlant, Jan
8 Burke, Murray D.
8 Chan, Ngai Hang
8 Cheng, Fuxia
8 Csörgő, Sándor
8 Eckley, Idris A.
8 Fotopoulos, Stergios B.
8 Gijbels, Irène
8 Jin, Hao
8 Laksaci, Ali
8 Leipus, Remigijus
8 Lund, Robert B.
8 Menafoglio, Alessandra
8 Mojirsheibani, Majid
8 Müller, Hans-Georg
8 Ould-Saïd, Elias
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Cited in 215 Serials

183 Statistics & Probability Letters
166 Journal of Multivariate Analysis
160 Journal of Statistical Planning and Inference
142 Communications in Statistics. Theory and Methods
101 Journal of Econometrics
91 Journal of Time Series Analysis
82 The Annals of Statistics
80 Stochastic Processes and their Applications
80 Electronic Journal of Statistics
66 Computational Statistics and Data Analysis
63 Econometric Theory
60 Statistics
54 Journal of Nonparametric Statistics
50 Bernoulli
46 Journal of Statistical Computation and Simulation
46 Test
45 Communications in Statistics. Simulation and Computation
43 Statistical Papers
39 Metrika
39 Annals of the Institute of Statistical Mathematics
34 Computational Statistics
34 Journal of the Korean Statistical Society
33 Journal of the American Statistical Association
28 Probability Theory and Related Fields
26 Sequential Analysis
25 Scandinavian Journal of Statistics
24 Journal of Applied Statistics
22 The Canadian Journal of Statistics
21 Economics Letters
20 The Annals of Probability
20 Statistica Sinica
20 Statistical Inference for Stochastic Processes
19 Journal of Theoretical Probability
19 Mathematical Methods of Statistics
18 Econometric Reviews
18 Statistical Methods and Applications
18 The Annals of Applied Statistics
18 Statistics and Computing
15 The Annals of Applied Probability
15 Comptes Rendus. Mathématique. Académie des Sciences, Paris
14 Extremes
13 Lithuanian Mathematical Journal
10 Biometrics
10 Insurance Mathematics & Economics
10 Journal of Statistical Theory and Practice
10 Journal of Computational and Graphical Statistics
9 Kybernetika
9 Acta Mathematica Hungarica
9 Studies in Nonlinear Dynamics and Econometrics
9 Brazilian Journal of Probability and Statistics
8 Journal of Mathematical Analysis and Applications
8 Periodica Mathematica Hungarica
8 Statistical Methodology
8 AStA. Advances in Statistical Analysis
8 Science China. Mathematics
8 Journal of Time Series Econometrics
7 Advances in Applied Probability
7 Mathematical Proceedings of the Cambridge Philosophical Society
7 Journal of Applied Probability
7 Acta Mathematica Sinica. English Series
7 Methodology and Computing in Applied Probability
7 Journal of Business and Economic Statistics
6 Acta Mathematicae Applicatae Sinica. English Series
6 Journal of Systems Science and Complexity
6 Journal of Probability and Statistics
5 Physica A
5 Journal of Computational and Applied Mathematics
5 Statistica Neerlandica
5 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
5 Annals of Operations Research
5 Applied Mathematics. Series B (English Edition)
5 Journal of Mathematical Sciences (New York)
5 Electronic Journal of Probability
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5 The Econometrics Journal
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5 Open Mathematics
4 Biometrical Journal
4 International Statistical Review
4 Mathematics and Computers in Simulation
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4 Science in China. Series A
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Far East Journal of Theoretical Statistics
4 Scandinavian Actuarial Journal
4 Statistical Modelling
4 Journal of Machine Learning Research (JMLR)
4 Advances in Data Analysis and Classification. ADAC
4 Journal of Agricultural, Biological, and Environmental Statistics
4 Japanese Journal of Statistics and Data Science
3 Applied Mathematics and Computation
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 Proceedings of the American Mathematical Society
3 Siberian Mathematical Journal
3 Transactions of the American Mathematical Society
3 Revista Colombiana de Estadística
3 Journal of Economic Dynamics & Control
3 Applied Mathematical Modelling
3 European Journal of Operational Research
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
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