Lajos Horváth

发表

QUASI-LIKELIHOOD ESTIMATION IN STATIONARY AND NONSTATIONARY AUTOREGRESSIVE MODELS WITH RANDOM COEFFICIENTS

Alexander Aue, Lajos Horváth, A. Aue, 2011 .

Change-point detection in multinomial data using phi-divergence test statistics

Apostolos Batsidis, Nirian Martín, Leandro Pardo, 2013, J. Multivar. Anal..

Functional Generalized Autoregressive Conditional Heteroskedasticity

Alexander Aue, Lajos Horváth, Daniel F. Pellatt, 2015, 1509.03813.

Strong Approximations of Open Queueing Networks

Lajos Horváth, Lajos Horváth, 1992, Math. Oper. Res..

Hilbert space model for functional data

Piotr Kokoszka, Lajos Horváth, 2012 .

Change Point Detection with Stable AR(1) Errors

Lajos Horváth, István Berkes, Alina Bazarova, 2015 .

Sequential Monitoring of Changes in Housing Prices

Lajos Horváth, Zhenya Liu, Shanglin Lu, 2020, SSRN Electronic Journal.

Extreme value theory for stochastic integrals of Legendre polynomials

Marie Husková, Alexander Aue, Lajos Horváth, 2009, J. Multivar. Anal..

Testing the stability of the functional autoregressive process

Piotr Kokoszka, Lajos Horváth, Marie Hušková, 2010, J. Multivar. Anal..

Rejoinder on: Extensions of some classical methods in change point analysis

Lajos Horváth, Gregory Rice, 2014 .

Almost sure convergence of the Bartlett estimator

Piotr Kokoszka, Lajos Horváth, István Berkes, 2005, Period. Math. Hung..

Functional data analysis with increasing number of projections

Piotr Kokoszka, Lajos Horváth, Josef G. Steinebach, 2013, J. Multivar. Anal..

Portmanteau test of independence

Piotr Kokoszka, Lajos Horváth, 2012 .

Strong Laws for Lp-Norms of Empirical and Related Processes

Lajos Horváth, István Berkes, Josef G. Steinebach, 2000, Period. Math. Hung..

Approximations for the maximum of a vector-valued stochastic process with drift

Alexander Aue, Lajos Horváth, 2003, Period. Math. Hung..

Test of independence for functional data

Marie Husková, Lajos Horváth, Gregory Rice, 2013, J. Multivar. Anal..

Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models

Lajos Horváth, Gregory Rice, G. Rice, 2019, J. Multivar. Anal..

Detecting changes in functional linear models

Ron Reeder, Lajos Horváth, Ron Reeder, 2011, J. Multivar. Anal..

Inference for Functional Data with Applications

Piotr Kokoszka, Lajos Horváth, P. Kokoszka, 2012 .

Functional linear models

Piotr Kokoszka, Lajos Horváth, P. Kokoszka, 2012 .

Adaptive bandwidth selection in the long run covariance estimator of functional time series

Lajos Horváth, Gregory Rice, Stephen Whipple, 2016, Comput. Stat. Data Anal..

Testing normality of data on a multivariate grid

Piotr Kokoszka, Lajos Horváth, Shixuan Wang, 2020, J. Multivar. Anal..

On the asymptotic normality of kernel estimators of the long run covariance of functional time series

Lajos Horváth, István Berkes, Gregory Rice, 2015, J. Multivar. Anal..

Approximations for the maximum of stochastic processes with drift

Lajos Horváth, István Berkes, I. Berkes, 2003, Kybernetika.

Estimation of a change-point in the mean function of functional data

Piotr Kokoszka, Alexander Aue, Lajos Horváth, 2009, J. Multivar. Anal..

How to identify the different phases of stock market bubbles statistically?

Lajos Horváth, Zhenya Liu, Hemei Li, 2021, Finance Research Letters.

Monitoring for a change point in a sequence of distributions

Piotr Kokoszka, Lajos Horváth, Shixuan Wang, 2021, The Annals of Statistics.

Detecting common breaks in the means of high dimensional cross-dependent panels

Lajos Horváth, Gregory Rice, Zhenya Liu, 2021, The Econometrics Journal.

SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET

Lajos Horváth, Zhenya Liu, Shanglin Lu, 2021, Econometric Theory.

Delay times of sequential procedures for multiple time series regression models

Matthew Reimherr, Alexander Aue, Lajos Horváth, 2009 .

Monitoring changes in linear models

Piotr Kokoszka, Lajos Horváth, Josef Steinebach, 2004 .

An Asymptotic Theory for Empirical Reliability and Concentration Processes

Lajos Horváth, Miklos Csorgo, S. Csőrgő, 1998 .

SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS

Piotr Kokoszka, Edit Gombay, Lajos Horváth, 2004, Econometric Theory.

Change-Point Detection in Long-Memory Processes

Lajos Horváth, Lajos Horváth, 2001 .

Detecting Changes in Linear Regressions

Lajos Horváth, Lajos Horváth, 1995 .

Testing stationarity of functional time series

Piotr Kokoszka, Lajos Horváth, Gregory Rice, 2014 .

What portion of the sample makes a partial sum asymptotically stable or normal?

Lajos Horváth, Sándor Csörgő, D. Mason, 1986 .

An approximation of stopped sums with applications in queueing theory

Lajos Horváth, Miklós Csörgő, Paul Deheuvels, 1987 .

Testing Normality of Functional Time Series

Siegfried Hörmann, Piotr Kokoszka, Tomasz Górecki, 2018 .

Weak invariance principles for sums of dependent random functions

Lajos Horváth, István Berkes, Gregory Rice, 2013 .

Testing for Changes in Multinomial Observations: the Lindisfarne Scribes Problem

Lajos Horváth, Monika Serbinowska, Lajos Horváth, 1995 .

An approximation of stopped sums with applications in queueing theory

Lajos Horváth, Miklós Csörgő, Paul Deheuvels, 1987, Advances in Applied Probability.

Strong approximation of renewal processes

Lajos Horváth, Lajos Horváth, 1984 .

Asymptotics of conditional empirical processes

Lajos Horváth, Brian S. Yandell, B. Yandell, 1988 .

Confidence bands for quantile function under random censorship

Lajos Horváth, Miklós Csörgő, M. Csörgo, 1990 .

Change Point Detection Based on Empirical Quantiles

Piotr Kokoszka, Lajos Horváth, Agnieszka Jach, 2002 .

NONPARAMETRIC TESTS FOR THE CHANGEPOINT PROBLEM

Lajos Horváth, Miklos Csorgo, M. Csorgo, 1987 .

Tests for Error Correlation in the Functional Linear Model

Piotr Kokoszka, Lajos Horváth, P. Kokoszka, 2010 .

LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(p) SQUARED RESIDUAL CORRELATIONS

Piotr Kokoszka, Lajos Horváth, P. Kokoszka, 2001, Econometric Theory.

Variance targeting estimation of multivariate GARCH models

Christian Francq, Lajos Horváth, Jean-Michel Zakoian, 2014 .

Structural breaks in panel data: Large number of panels and short length time series

Jaromír Antoch, Lajos Horváth, Jan Hanousek, 2017 .

Applications of permutations to the simulations of critical values

Lajos Horváth, István Berkes, Josef Steinebach, 2004 .

Testing for stochastic dominance using the weighted McFadden-type statistic

Piotr Kokoszka, Ričardas Zitikis, Lajos Horváth, 2006 .

Change in autoregressive processes

Lajos Horváth, Lajos Horváth, 1993 .

Probabilistic and statistical properties of GARCH processes

Piotr Kokoszka, Lajos Horváth, István Berkes, 2004 .

Testing for changes in the mean or variance of a stochastic process under weak invariance

Lajos Horváth, Josef Steinebach, J. Steinebach, 2000 .

LIMIT THEOREMS FOR QUADRATIC FORMS WITH APPLICATIONS TO WHITTLE'S ESTIMATE

Lajos Horváth, Qi-Man Shao, 1999 .

Segmenting mean-nonstationary time series via trending regressions

Alexander Aue, Lajos Horváth, Marie Hušková, 2012 .

MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES

Piotr Kokoszka, Lajos Horváth, Aonan Zhang, 2006, Econometric Theory.

An application of the maximum likelihood test to the change-point problem

Edit Gombay, Lajos Horváth, E. Gombay, 1994 .

Approximations for weighted bootstrap processes with an application

Piotr Kokoszka, Lajos Horváth, Josef Steinebach, 2000 .

On sequential detection of parameter changes in linear regression

Piotr Kokoszka, Lajos Horváth, Josef Steinebach, 2007 .

Estimation in nonstationary random coefficient autoregressive models

Lajos Horváth, István Berkes, Shiqing Ling, 2009, 0903.0022.

Testing for structural change of AR model to threshold AR model

Lajos Horváth, István Berkes, S. Ling, 2011 .

Asymptotic distributions of maximum likelihood tests for change in the mean

Edit Gombay, Lajos Horváth, L. Horváth, 1990 .

ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS

Lajos Horváth, István Berkes, Johannes Schauer, 2012 .

Delay time in sequential detection of change

Alexander Aue, Lajos Horváth, A. Aue, 2004 .

On $L_p$-Norms of Multivariate Density Estimators

Lajos Horváth, Lajos Horváth, 1991 .

ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES

Edit Gombay, Lajos Horváth, Marie Hušková, 1996 .

Strong Approximation of Extended Renewal Processes

Lajos Horváth, 1984 .

A strong approximation for logarithmic averages

Lajos Horváth, Davar Khoshnevisan, 1996 .

Confidence bands from censored samples

Lajos Horváth, Sándor Csőrgő, 1986 .

Limit theorems for Fisher-score change processes

Emanuel Parzen, Lajos Horváth, 1994 .

Detecting at‐Most‐m Changes in Linear Regression Models

Lajos Horváth, William Pouliot, Shixuan Wang, 2017 .

Invariance Principles for Renewal Processes

Lajos Horváth, Josef Steinebach, Miklos Csorgo, 1987 .

Approximations for the time of change and the power function in change-point models

Edit Gombay, Lajos Horváth, E. Gombay, 1996 .

On the Koziol-Green model for random censorship

Lajos Horváth, S. Csőrgő, Sandor Csorgo, 1981 .

A bootstrap approximation to a unit root test statistic for heavy-tailed observations

Piotr Kokoszka, Lajos Horváth, P. Kokoszka, 2003 .

Detection of Changes in Linear Sequences

Lajos Horváth, 1997 .

An Application of the Likelihood Method to Change-Point Detection

Edit Gombay, Lajos Horváth, 1997 .

Weight functions and pathwise local central limit theorems

Lajos Horváth, Davar Khoshnevisan, D. Khoshnevisan, 1995 .

Change‐points and bootstrap

Edit Gombay, Lajos Horváth, E. Gombay, 1999 .

A sequential procedure to detect changes in the beta for the functional CAPM model

Siegfried Hörmann, Alexander Aue, Lajos Horváth, 2012 .

Invariance principles for logarithmic averages

Lajos Horváth, Miklós Csörgő, 1992 .

Mean residual life processes

Lajos Horváth, Miklós Csörgő, Sándor Csörgő, 1996 .

Limit theorems for permutations of empirical processes with applications to change point analysis

Lajos Horváth, Qi-Man Shao, Q. Shao, 2007 .

Testing for changes in the covariance structure of linear processes

Edit Gombay, Lajos Horváth, István Berkes, 2009 .

Strong approximations of the quantile process of the product-limit estimator

Lajos Horváth, Miklós Csörgő, M. Csörgo, 1985 .

Rates of convergence for U-statistic processes and their bootstrapped versions

Edit Gombay, Lajos Horváth, E. Gombay, 2002 .

DEPENDENT FUNCTIONAL LINEAR MODELS WITH APPLICATIONS TO MONITORING STRUCTURAL CHANGE

Siegfried Hörmann, Alexander Aue, Lajos Horváth, 2014 .

Testing for changes using permutations of U-statistics

Lajos Horváth, Marie Hušková, 2005 .

Detecting changes in the mean of functional observations

Piotr Kokoszka, Lajos Horváth, István Berkes, 2009 .

The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability

Lajos Horváth, 1989 .

An introduction to functional data analysis and a principal component approach for testing the equality of mean curves

Lajos Horváth, Gregory Rice, L. Horváth, 2015, Revista Matemática Complutense.

A Functional Time Series Analysis of Forward Curves Derived from Commodity Futures

Lajos Horváth, Gregory Rice, Shixuan Wang, 2019, International Journal of Forecasting.

A test of significance in functional quadratic regression

Piotr Kokoszka, Lajos Horváth, 2013 .

A FUNCTIONAL VERSION OF THE ARCH MODEL

Siegfried Hörmann, Lajos Horváth, L. Horváth, 2011, Econometric Theory.

TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES

Lajos Horváth, Gregory Rice, G. Rice, 2015 .

Two sample inference in functional linear models

Matthew Reimherr, Lajos Horváth, L. Horváth, 2009 .

ESTIMATION FROM A LENGTH-BIASED DISTRIBUTION

Lajos Horváth, Lajos Horváth, 1985 .