Horváth, Lajos; Rice, Gregory Limit results for \(L^p\) functionals of weighted CUSUM processes. (English) Zbl 1497.62234 Balakrishnan, Narayanaswamy (ed.) et al., Trends in mathematical, information and data sciences. A tribute to Leandro Pardo. Based on the presentations at the symposium on information theory with applications to statistical inference, Madrid, Spain, December 2, 2019. Cham: Springer. Stud. Syst. Decis. Control 445, 51-62 (2023). MSC: 62M10 62E20 62G20 60F25 60F17 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{G. Rice}, Stud. Syst. Decis. Control 445, 51--62 (2023; Zbl 1497.62234) Full Text: DOI arXiv
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan Sequential monitoring for changes from stationarity to mild non-stationarity. (English) Zbl 1456.62192 J. Econom. 215, No. 1, 209-238 (2020). MSC: 62M10 62M07 62P20 62P05 PDFBibTeX XMLCite \textit{L. Horváth} et al., J. Econom. 215, No. 1, 209--238 (2020; Zbl 1456.62192) Full Text: DOI
Horváth, Lajos; Rice, Gregory An introduction to functional data analysis and a principal component approach for testing the equality of mean curves. (English) Zbl 1347.60028 Rev. Mat. Complut. 28, No. 3, 505-548 (2015); addendum ibid. 29, No. 1, 241-244 (2016). MSC: 60F17 60F05 60F25 62G10 62G20 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{G. Rice}, Rev. Mat. Complut. 28, No. 3, 505--548 (2015; Zbl 1347.60028) Full Text: DOI
Horváth, Lajos; Rice, Gregory Extensions of some classical methods in change point analysis. (English) Zbl 1305.62310 Test 23, No. 2, 219-255 (2014). MSC: 62M07 60F17 62L20 62M10 62P20 62F05 62P12 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{G. Rice}, Test 23, No. 2, 219--255 (2014; Zbl 1305.62310) Full Text: DOI
Aue, Alexander; Horváth, Lajos Structural breaks in time series. (English) Zbl 1274.62553 J. Time Ser. Anal. 34, No. 1, 1-16 (2013). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{A. Aue} and \textit{L. Horváth}, J. Time Ser. Anal. 34, No. 1, 1--16 (2013; Zbl 1274.62553) Full Text: DOI
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Reimherr, Matthew Break detection in the covariance structure of multivariate time series models. (English) Zbl 1191.62143 Ann. Stat. 37, No. 6B, 4046-4087 (2009). MSC: 62M10 60F17 62P05 62G10 91G70 65C60 62G20 PDFBibTeX XMLCite \textit{A. Aue} et al., Ann. Stat. 37, No. 6B, 4046--4087 (2009; Zbl 1191.62143) Full Text: DOI arXiv
Berkes, István; Gombay, Edit; Horváth, Lajos Testing for changes in the covariance structure of linear processes. (English) Zbl 1159.62031 J. Stat. Plann. Inference 139, No. 6, 2044-2063 (2009). MSC: 62G10 62M10 62M07 60F17 62E20 65C05 PDFBibTeX XMLCite \textit{I. Berkes} et al., J. Stat. Plann. Inference 139, No. 6, 2044--2063 (2009; Zbl 1159.62031) Full Text: DOI
Berkes, István; Hörmann, Siegfried; Horváth, Lajos The functional central limit theorem for a family of GARCH observations with applications. (English) Zbl 1151.60323 Stat. Probab. Lett. 78, No. 16, 2725-2730 (2008). MSC: 60F17 62M10 PDFBibTeX XMLCite \textit{I. Berkes} et al., Stat. Probab. Lett. 78, No. 16, 2725--2730 (2008; Zbl 1151.60323) Full Text: DOI HAL
Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man On discriminating between long-range dependence and changes in mean. (English) Zbl 1112.62085 Ann. Stat. 34, No. 3, 1140-1165 (2006). MSC: 62M10 62G10 65C60 PDFBibTeX XMLCite \textit{I. Berkes} et al., Ann. Stat. 34, No. 3, 1140--1165 (2006; Zbl 1112.62085) Full Text: DOI arXiv