Lajos Horváth

发表

Long Memory versus Stochastic Trend

A. Aue, J. Steinebach, Lajos Horváth, 2005 .

Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models

M. Barassi, Yuqian Zhao, Lajos Horváth, 2018, Journal of Business & Economic Statistics.

TESTS OF FIT FOR COMPOSITE HYPOTHESES WITH CENSORED DATA

Richard A. Johnson, Lajos Horváth, 1991 .

Change Point Tests in Functional Factor Models with Application to Yield Curves

P. Kokoszka, P. Bardsley, Gabriel J. Young, 2017 .

Time-Varying Beta in Functional Factor Models: Evidence from China

Zhenya Liu, Hemei Li, Bo Li, 2019, The North American Journal of Economics and Finance.

Tests of Normality of Functional Data

P. Kokoszka, T. Górecki, Lajos Horváth, 2020, International Statistical Review.

Changepoint detection in heteroskedastic Random Coefficient Autoregressive models

Lorenzo Trapani, Lajos Horváth, 2022, Journal of Business & Economic Statistics.

On the passage of a random walk from generalized balls

S. Csőrgő, Lajos Horváth, 1986 .

Near-integrated GARCH sequences

P. Kokoszka, I. Berkes, Lajos Horváth, 2005, math/0503520.

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

L. Horváth, G. Rice, Zhenya Liu, 2019, International Journal of Forecasting.

Diffusion Approximation for Random Walks on Anisotropic Lattices

Lajos Horváth, 1998, Journal of Applied Probability.

Inference in functional factor models with applications to yield curves

P. Kokoszka, Shixuan Wang, Lajos Horváth, 2022, Journal of Time Series Analysis.

Detecting Changes in Linear Regressions

Lajos Horváth, Lajos Horváth, 1995 .

Testing Stability in Functional Event Observations with an Application to IPO Performance

Zhenya Liu, Shixuan Wang, Yaosong Zhan, 2022, Journal of Business & Economic Statistics.

Extensions of some classical methods in change point analysis

G. Rice, Lajos Horváth, Gregory Rice, 2014, TEST.

The effect of long-range dependence on change-point estimators

L. Horváth, P. Kokoszka, Lajos Horváth, 1997 .

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

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

The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations

L. Horváth, Lajos Horváth, 1993 .

Weighted Empirical and Quantile Processes

D. Mason, S. Csőrgő, M. Csorgo, 1986 .

Estimation of influence functions

Lajos Horváth, M. D. Burke, 1986 .

On the Distributions of $L_p$ Norms of Weighted Uniform Empirical and Quantile Processes

M. Csorgo, Lajos Horváth, 1988 .

Weighted Approximations in Probability and Statistics

L. Horváth, M. Csorgo, Lajos Horváth, 1993 .

Change-Point Detection in the Covariance Structure of Multivariate Volatility Models

M. Barassi, Yuqian Zhao, Lajos Horváth, 2017 .

Structural breaks in time series

A. Aue, L. Horváth, Lajos Horváth, 2013 .

ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES

A. Aue, L. Horváth, M. Hušková, 2009, Econometric Theory.

Delay times of sequential procedures for multiple time series regression models

Matthew Reimherr, Alexander Aue, Lajos Horváth, 2009 .

Delay times of sequential procedures for linear models

A. Aue, M. Reimherr, Lajos Horváth, 2007 .

ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES

Edit Gombay, Lajos Horváth, Marie Hušková, 1996 .

A goodness-of-fit test for exponential families

E. Gombay, Lajos Horváth, 1992 .

Change-Point Detection in Angular Data

Lajos Horváth, Irina Grabovsky, 2001 .

A note on the change-point problem for angular data

M. Csorgo, Lajos Horváth, 1996 .

Trimmed stable AR(1) processes

I. Berkes, A. Bazarova, Lajos Horváth, 2014 .

A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS

A. Aue, L. Horváth, Lajos Horváth, 2007, Econometric Theory.

Bootstrapping Empirical Functions

M. Csörgo, S. Csörgo, Lajos Horváth, 1989 .

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

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

Confidence bands for ROC curves

L. Horváth, Wang Zhou, Zsuzsanna Horváth, 2008 .

Testing for stochastic dominance using the weighted McFadden-type statistic

Piotr Kokoszka, Ričardas Zitikis, Lajos Horváth, 2006 .

On the central limit theorem for modulus trimmed sums

I. Berkes, A. Bazarova, Lajos Horváth, 2014 .

The central limit theorem for sums of trimmed variables with heavy tails

I. Berkes, Lajos Horváth, 2012 .

Non-central limit theorems for random selections

I. Berkes, Lajos Horváth, Johannes Schauer, 2010 .

On Functional Versions of the Arc-Sine Law

S. Hörmann, I. Berkes, Lajos Horváth, 2010 .

Estimation in nonstationary random coefficient autoregressive models

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

Functional Generalized Autoregressive Conditional Heteroskedasticity

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

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

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

Testing for structural change of AR model to threshold AR model

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

Asymptotics of conditional empirical processes

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

Almost sure convergence of the Bartlett estimator

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

ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS

P. Kokoszka, I. Berkes, Lajos Horváth, 2003, Econometric Theory.

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

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

On $L_p$-Norms of Multivariate Density Estimators

Lajos Horváth, Lajos Horváth, 1991 .

Asymptotics for Lp-norms of Fourier series density estimators

Lajos Horváth, 1990 .

Strong approximation of the empirical process of Garch sequences

I. Berkes, Lajos Horváth, 2001 .

Strong Laws for Lp-Norms of Empirical and Related Processes

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

Limit theorem for maximum of standardized U-statistics with an application

Q. Shao, Lajos Horváth, 1996 .

Central limit theorems for Lp-Norms of density estimators

M. Csörgo, Lajos Horváth, 1988 .

The rate of strong uniform consistency for the product-limit estimator

L. Horváth, S. Csörgo, Lajos Horváth, 1983 .

Inference for Functional Data with Applications

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

An Asymptotic Theory for Empirical Reliability and Concentration Processes

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

Mean residual life processes

Lajos Horváth, Miklós Csörgő, Sándor Csörgő, 1996 .

Testing for changes in the covariance structure of linear processes

Edit Gombay, Lajos Horváth, István Berkes, 2009 .

Testing for Changes in Multinomial Observations: the Lindisfarne Scribes Problem

Lajos Horváth, Monika Serbinowska, Lajos Horváth, 1995 .

NONPARAMETRIC TESTS FOR THE CHANGEPOINT PROBLEM

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

Merits and Drawbacks of Variance Targeting in GARCH Models

L. Horváth, J. Zakoian, C. Francq, 2011 .

Limit theorems for change in linear regression

L. Horváth, E. Gombay, Lajos Horváth, 1994 .

Limit Theorems in Change-Point Analysis

L. Horváth, M. Csorgo, Lajos Horváth, 1997 .

Invasion by Extremes: Population Spread with Variation in Dispersal and Reproduction

James S. Clark, Lajos Horvath, Mark Lewis, 2001, The American Naturalist.

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

G. Rice, Lajos Horváth, 2015, Revista Matemática Complutense.

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.

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

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

Functional data analysis with increasing number of projections

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

Test of independence for functional data

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

Weak invariance principles for sums of dependent random functions

Lajos Horváth, István Berkes, Gregory Rice, 2013 .

A FUNCTIONAL VERSION OF THE ARCH MODEL

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

Estimation of the mean of functional time series and a two‐sample problem

Ron Reeder, Piotr Kokoszka, Lajos Horvath, 2011, 1105.0019.

Testing the stability of the functional autoregressive process

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

Two sample inference in functional linear models

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

Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation

Q. Shao, Lajos Horváth, 1996 .

Testing stationarity of functional time series

Piotr Kokoszka, Lajos Horváth, Gregory Rice, 2014 .

Detecting changes in functional linear models

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

MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES

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

DEPENDENT FUNCTIONAL LINEAR MODELS WITH APPLICATIONS TO MONITORING STRUCTURAL CHANGE

Siegfried Hörmann, Alexander Aue, Lajos Horváth, 2014 .

Bootstrapped confidence bands for percentile lifetime

B. Yandell, M. Csörgo, L. Horváth, 1986 .

Strong approximations of some biometric estimates under random censorship

S. Csörgo, Lajos Horváth, M. D. Burke, 1981 .

Limit theorems for short distances in

Vera R. Eastwood, Lajos Horváth, 1999 .

Short distances on the line

Lajos Horváth, 1991 .

How large must be the difference between local time and mesure du voisinage of Brownian motion

P. Révész, M. Csorgo, Lajos Horváth, 1986 .

Rate of convergence in limit theorems for Brownian excursions

Lajos Horváth, 1991 .

Strong approximation for the sums of squares of augmented GARCH sequences

A. Aue, I. Berkes, Lajos Horváth, 2006 .

The rate of consistency of the quasi-maximum likelihood estimator

I. Berkes, Lajos Horváth, 2003 .

Estimates for the probability of ruin starting with a large initial reserve

Lajos Horváth, E. Willekens, 1986 .

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

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

SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL

J. Zakoian, C. Francq, Lajos Horváth, 2009, Econometric Theory.

The functional central limit theorem for a family of GARCH observations with applications

S. Hörmann, I. Berkes, Lajos Horváth, 2008 .

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

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

Sequential Monitoring for Changes from Stationarity to Mild Non-stationarity

G. Rice, Zhenya Liu, Shixuan Wang, 2019, Journal of Econometrics.

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

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

Estimation in Random Coefficient Autoregressive Models

A. Aue, J. Steinebach, Lajos Horváth, 2006 .

On the estimation of spread rate for a biological population

James S. Clark, L. Horváth, M. Lewis, 2001 .

Detecting at‐Most‐m Changes in Linear Regression Models

Lajos Horváth, William Pouliot, Shixuan Wang, 2017 .

SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS

A. Aue, J. Steinebach, L. Horváth, 2011, Econometric Theory.

Detecting changes in the mean of functional observations

Piotr Kokoszka, Lajos Horváth, István Berkes, 2009 .

Change in autoregressive processes

Lajos Horváth, Lajos Horváth, 1993 .

Normal and Stable Convergence of Integral Functions of the Empirical Distribution Function

D. Mason, S. Csőrgő, M. Csorgo, 1986 .

On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models

E. Gombay, Lajos Horváth, 1996 .

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

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

Sequential Monitoring of Changes in Housing Prices

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

Convergence Rates for the Bootstrapped Product-Limit Process

B. Yandell, L. Horváth, Lajos Horváth, 1987 .

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

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

Functional data analysis with increasing number of

J. Steinebach, P. Kokoszka, Lajos Horváth, 2013 .

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

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

Applications of permutations to the simulations of critical values

Lajos Horváth, István Berkes, Josef Steinebach, 2004 .

Testing normality of data on a multivariate grid

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

Limit theorems for the union-intersection test

Q. Shao, Lajos Horváth, 1995 .

Detecting early or late changes in linear models with heteroscedastic errors

G. Rice, Curtis Miller, Lajos Horváth, 2020, Scandinavian Journal of Statistics.

On the Distribution of the Suprema of Weighted Empirical Processes

J. Steinebach, M. Csorgo, Lajos Horváth, 1987 .

Extreme value theory for stochastic integrals of Legendre polynomials

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

A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis

Ruanmin Cao, Zhenya Liu, Yuqian Zhao, 2020, Review of Quantitative Finance and Accounting.

A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis

Ruanmin Cao, Zhenya Liu, Yuqian Zhao, 2019, Review of Quantitative Finance and Accounting.

Change‐point detection in panel data

L. Horváth, M. Hušková, Lajos Horváth, 2012 .

Change point analysis of covariance functions: A weighted cumulative sum approach

Yuqian Zhao, Lajos Horváth, Gregory Rice, 2021, J. Multivar. Anal..

Delay time in sequential detection of change

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

Limit Distributions of Directionally Reinforced Random Walks

Q. Shao, Lajos Horváth, 1998 .

Asymptotics for L p -norms of kernel estimators of densities

M. Csorgo, Lajos Horváth, 1988 .

ESTIMATION FROM A LENGTH-BIASED DISTRIBUTION

Lajos Horváth, Lajos Horváth, 1985 .

On the asymptotic distributions of weighted uniform multivariate empirical processes

Lajos Horváth, 1991 .

Central limit theorems for logarithmic averages

I. Berkes, X. Chen, Lajos Horváth, 2001 .

Almost sure central limit theorems under minimal conditions

I. Berkes, E. Csáki, Lajos Horváth, 1998 .

The logarithmic average of sample extremes is asymptotically normal

I. Berkes, Lajos Horváth, 2001 .

Functional linear models

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

Logarithmic averages of stable random variables are asymptotically normal

D. Khoshnevisan, I. Berkes, Lajos Horváth, 1998 .

Weight functions and pathwise local central limit theorems

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

Limit Theorems for Logarithmic Averages of Random Vectors

I. Berkes, Lajos Horváth, 1998 .

INTEGRAL TESTS FOR SUPREMA OF KIEFER PROCESSES WITH APPLICATION

M. Csörgo, B. Szyszkowicz, Lajos Horváth, 1997 .

Approximation of intermediate quantile processes

Lajos Horváth, O. MikĺsCsörgo, 1987 .

On the tail behaviour of quantile processes

Lajos Horváth, 1987 .

BOOTSTRAPPED MULTI‐DIMENSIONAL PRODUCT LIMIT PROCESS

B. Yandell, Lajos Horváth, 1988 .

Extensions of some classical methods in change point analysis

L. Horváth, G. Rice, Lajos Horváth, 2014 .

Tests for Error Correlation in the Functional Linear Model

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

Confidence bands for quantile function under random censorship

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

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

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

Variance targeting estimation of multivariate GARCH models

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

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

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

Rate of convergence of transport processes with an application to stochastic differential equations

M. Csörgo, Lajos Horváth, 1988 .

Statistical inference in a random coefficient panel model

Lorenzo Trapani, Lajos Horváth, 2016 .

Effect of aggregation on estimators in AR(1) sequence

R. Leipus, Lajos Horváth, 2009 .

Darling–Erdős limit results for change-point detection in panel data

L. Horváth, Julian Chan, M. Hušková, 2013 .

On the Performance of the Fluctuation Test for Structural Change

J. Steinebach, Mario Kühn, Lajos Horváth, 2008 .

Change-Point Monitoring in Linear Models

A. Aue, L. Horváth, Marie Huaková, 2006 .

Monitoring changes in linear models

Piotr Kokoszka, Lajos Horváth, Josef Steinebach, 2004 .

Between local and global logarithmic averages

I. Berkes, Lajos Horváth, 1996 .

Asymptotics for directed random walks in random environments

Q. Shao, Lajos Horváth, 1995 .

Approximation for Abel sums of independent, identically distributed random variables

Lajos Horváth, 1985 .

Probabilistic and statistical properties of GARCH processes

Piotr Kokoszka, Lajos Horváth, István Berkes, 2004 .

Sample and Implied Volatility in GARCH Models

P. Kokoszka, R. Zitikis, Lajos Horváth, 2006 .

Lp-estimators in ARCH models

F. Liese, Lajos Horváth, 2004 .

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

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

Testing Normality of Functional Time Series

Siegfried Hörmann, Piotr Kokoszka, Tomasz Górecki, 2018 .

Large sample properties of kernel-type score function estimators

Lajos Horváth, M. D. Burke, 1989 .

Strong approximations of renewal processes and their applications

Lajos Horváth, 1986 .

ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS

Wang Zhou, Zsuzsanna Horváth, Lajos Horváth, 2008, Econometric Theory.

Change‐points and bootstrap

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

Kac's representation from an asymptotic viewpoint

Lajos Horváth, 1995 .

Detecting change in a random sequence

M. Csorgo, Lajos Horváth, 1987 .

20 Nonparametric methods for changepoint problems

M. Csörgo, L. Horváth, Lajos Horváth, 1988 .

Strong Approximations of Open Queueing Networks

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

An approximation of stopped sums with applications in queueing theory

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

Strong and weak approximations of k-spacings processes

J. Beirlant, E. Aly, Lajos Horváth, 1984 .

Permutation and bootstrap statistics under infinite variance

I. Berkes, Lajos Horváth, Johannes Schauer, 2010 .

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

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

Distributional analysis of empirical volatility in GARCH processes

P. Kokoszka, R. Zitikis, Lajos Horváth, 2008 .

Estimating the Quantile-Density Function

M. Csörgo, P. Deheuvels, Lajos Horváth, 1991 .

Approximations for weighted bootstrap processes with an application

Piotr Kokoszka, Lajos Horváth, Josef Steinebach, 2000 .

On the Koziol-Green model for random censorship

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

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

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

Stochastic random walk summability

Lajos Horváth, 1986 .

Strong Approximations of Weighted Sums of Random Variables

Lajos Horváth, 1986 .

On the best approximation for bootstrapped empirical processes

J. Steinebach, Lajos Horváth, 1999 .

On sequential detection of parameter changes in linear regression

Piotr Kokoszka, Lajos Horváth, Josef Steinebach, 2007 .

Limit theorems for kernel-type estimators for the time of change

M. Hušková, Lajos Horváth, Irina Grabovsky, 2000 .

Strong approximation of renewal processes

Lajos Horváth, Lajos Horváth, 1984 .

Strong approximation of certain stopped sums

Lajos Horváth, 1984 .

Approximations for the maximum of stochastic processes with drift

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

Estimation of total time on test transforms and lorenz curves under random censorship

S. Csőrgő, M. Csorgo, Lajos Horváth, 1987 .

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

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

Change-Point Detection in Long-Memory Processes

Lajos Horváth, Lajos Horváth, 2001 .

Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes

J. Steinebach, L. Horváth, P. Kokoszka, 1999 .

A note on dichotomy theorems for integrals of stable processes

Q. Shao, Lajos Horváth, 1994 .

Testing for randomness in a random coefficient autoregression model

Lorenzo Trapani, Lajos Horváth, 2019, Journal of Econometrics.

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

Jaromír Antoch, Lajos Horváth, Jan Hanousek, 2017 .

Breaks in term structures: Evidence from the oil futures markets

Zhenya Liu, Curtis Miller, Lajos Horváth, 2023, International Journal of Finance & Economics.

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

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

The rate of strong uniform consistency for the multivariate product-limit estimator

Lajos Horváth, 1983 .

Approximation for bootstrapped empirical processes

M. Csörgo, P. Kokoszka, Lajos Horváth, 1999 .

On random censorship from both sides

Lajos Horváth, 1984 .