István Berkes

发表

Pseudorandom numbers and entropy conditions

Robert F. Tichy, István Berkes, Walter Philipp, 2007, J. Complex..

Change Point Detection with Stable AR(1) Errors

Lajos Horváth, István Berkes, Alina Bazarova, 2015 .

Almost sure convergence of the Bartlett estimator

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

Strong Laws for Lp-Norms of Empirical and Related Processes

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

On the strong law of large numbers and additive functions

István Berkes, Michel Weber, Wolfgang Müller, 2011, Period. Math. Hung..

On permutation-invariance of limit theorems

Robert F. Tichy, István Berkes, R. Tichy, 2015, J. Complex..

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.

Exchangeable random variables and the subsequence principle

István Berkes, I. Berkes, Erika Péter, 1986 .

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

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

Limit theorems for mixing sequences without rate assumptions

István Berkes, Walter Philipp, 1998 .

Weak invariance principles for sums of dependent random functions

Lajos Horváth, István Berkes, Gregory Rice, 2013 .

An extension of the Komlós subsequence theorem

István Berkes, I. Berkes, 1990 .

On the convergence of ∑_{}(_{})

István Berkes, Michel Weber, 2009 .

Applications of permutations to the simulations of critical values

Lajos Horváth, István Berkes, Josef Steinebach, 2004 .

Probabilistic and statistical properties of GARCH processes

Piotr Kokoszka, Lajos Horváth, István Berkes, 2004 .

An almost sure invariance principle for the empirical distribution function of mixing random variables

István Berkes, Walter Philipp, W. Philipp, 1977 .

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 BEHAVIOR OF TRIMMED SUMS

Lajos Horváth, István Berkes, Johannes Schauer, 2012 .

A universal result in almost sure central limit theory

Endre Csáki, István Berkes, I. Berkes, 2001 .

On the almost sure central limit theorem and domains of attraction

István Berkes, I. Berkes, 1995 .

Testing for changes in the covariance structure of linear processes

Edit Gombay, Lajos Horváth, István Berkes, 2009 .

Asymptotic results for the empirical process of stationary sequences

Siegfried Hörmann, István Berkes, S. Hörmann, 2009 .

Detecting changes in the mean of functional observations

Piotr Kokoszka, Lajos Horváth, István Berkes, 2009 .

GARCH processes: structure and estimation

Piotr Kokoszka, István Berkes, P. Kokoszka, 2003 .

Almost exchangeable sequences of random variables

István Berkes, H. Rosenthal, I. Berkes, 1985 .

Strong invariance principles for mixing random fields

István Berkes, I. Berkes, G. J. Morrow, 1981 .