Horváth, Lajos; Trapani, Lorenzo \(L_p\)-functionals for change point detection in random coefficient autoregressive models. (English) Zbl 1518.62012 Stat. Probab. Lett. 201, Article ID 109829, 9 p. (2023). MSC: 62M10 62G20 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{L. Trapani}, Stat. Probab. Lett. 201, Article ID 109829, 9 p. (2023; Zbl 1518.62012) Full Text: DOI
Bazarova, Alina; Berkes, István; Horváth, Lajos On the central limit theorem for modulus trimmed sums. (English) Zbl 1293.60049 Stat. Probab. Lett. 86, 61-67 (2014). MSC: 60G50 60F05 PDFBibTeX XMLCite \textit{A. Bazarova} et al., Stat. Probab. Lett. 86, 61--67 (2014; Zbl 1293.60049) Full Text: DOI Link
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
Aue, Alexander; Horváth, Lajos; Steinebach, Josef Rescaled range analysis in the presence of stochastic trend. (English) Zbl 1274.62572 Stat. Probab. Lett. 77, No. 12, 1165-1175 (2007). MSC: 62M10 91B70 PDFBibTeX XMLCite \textit{A. Aue} et al., Stat. Probab. Lett. 77, No. 12, 1165--1175 (2007; Zbl 1274.62572) Full Text: DOI
Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef On sequential detection of parameter changes in linear regression. (English) Zbl 1117.62079 Stat. Probab. Lett. 77, No. 9, 885-895 (2007). MSC: 62L10 62J05 60F17 PDFBibTeX XMLCite \textit{L. Horváth} et al., Stat. Probab. Lett. 77, No. 9, 885--895 (2007; Zbl 1117.62079) Full Text: DOI
Berkes, Istvan; Horváth, Lajos; Kokoszka, Piotr Testing for parameter constancy in GARCH\((p,q)\) models. (English) Zbl 1058.62070 Stat. Probab. Lett. 70, No. 4, 263-273 (2005). MSC: 62M10 62F10 62F05 PDFBibTeX XMLCite \textit{I. Berkes} et al., Stat. Probab. Lett. 70, No. 4, 263--273 (2005; Zbl 1058.62070) Full Text: DOI
Aue, Alexander; Horváth, Lajos Delay time in sequential detection of change. (English) Zbl 1059.62085 Stat. Probab. Lett. 67, No. 3, 221-231 (2004). MSC: 62L10 62E20 60G17 60F17 PDFBibTeX XMLCite \textit{A. Aue} and \textit{L. Horváth}, Stat. Probab. Lett. 67, No. 3, 221--231 (2004; Zbl 1059.62085) Full Text: DOI
Horváth, Lajos; Zitikis, Ričardas Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. (English) Zbl 1104.62034 Stat. Probab. Lett. 66, No. 2, 91-103 (2004). MSC: 62G07 62M10 62G20 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{R. Zitikis}, Stat. Probab. Lett. 66, No. 2, 91--103 (2004; Zbl 1104.62034) Full Text: DOI
Berkes, István; Horváth, Lajos The rate of consistency of the quasi-maximum likelihood estimator. (English) Zbl 1041.62017 Stat. Probab. Lett. 61, No. 2, 133-143 (2003). MSC: 62F12 62M10 PDFBibTeX XMLCite \textit{I. Berkes} and \textit{L. Horváth}, Stat. Probab. Lett. 61, No. 2, 133--143 (2003; Zbl 1041.62017) Full Text: DOI
Horváth, Lajos; Kokoszka, Piotr A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (English) Zbl 1116.62393 Stat. Probab. Lett. 62, No. 2, 163-173 (2003). MSC: 62M10 62G09 62E20 62G20 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{P. Kokoszka}, Stat. Probab. Lett. 62, No. 2, 163--173 (2003; Zbl 1116.62393) Full Text: DOI
Horváth, Lajos; Zitikis, Ričardas Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. (English) Zbl 1116.62340 Stat. Probab. Lett. 65, No. 4, 331-342 (2003). MSC: 62G07 62G20 62M10 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{R. Zitikis}, Stat. Probab. Lett. 65, No. 4, 331--342 (2003; Zbl 1116.62340) Full Text: DOI
Clark, Jim; Horváth, Lajos; Lewis, Mark On the estimation of spread rate for a biological population. (English) Zbl 0965.62094 Stat. Probab. Lett. 51, No. 3, 225-234 (2001). MSC: 62P10 62G05 62G20 62E20 PDFBibTeX XMLCite \textit{J. Clark} et al., Stat. Probab. Lett. 51, No. 3, 225--234 (2001; Zbl 0965.62094) Full Text: DOI
Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef Approximations for weighted bootstrap processes with an application. (English) Zbl 0982.60019 Stat. Probab. Lett. 48, No. 1, 59-70 (2000). Reviewer: Josef Steinebach (Marburg) MSC: 60F17 62G09 62G30 PDFBibTeX XMLCite \textit{L. Horváth} et al., Stat. Probab. Lett. 48, No. 1, 59--70 (2000; Zbl 0982.60019) Full Text: DOI
Eastwood, Vera R.; Horváth, Lajos Limit theorems for short distances in \(\mathbb{R}^m\). (English) Zbl 0943.60029 Stat. Probab. Lett. 45, No. 3, 261-268 (1999). Reviewer: K.-i.Yoshihara (Tokyo) MSC: 60F17 60F05 PDFBibTeX XMLCite \textit{V. R. Eastwood} and \textit{L. Horváth}, Stat. Probab. Lett. 45, No. 3, 261--268 (1999; Zbl 0943.60029) Full Text: DOI
Horváth, Lajos; Steinebach, Josef On the best approximation for bootstrapped empirical processes. (English) Zbl 0943.60027 Stat. Probab. Lett. 41, No. 2, 117-122 (1999). Reviewer: H.Liero (Potsdam) MSC: 60F17 60F15 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{J. Steinebach}, Stat. Probab. Lett. 41, No. 2, 117--122 (1999; Zbl 0943.60027) Full Text: DOI
Berkes, István; Csáki, Endre; Horváth, Lajos Almost sure central limit theorems under minimal conditions. (English) Zbl 0928.60019 Stat. Probab. Lett. 37, No. 1, 67-76 (1998). MSC: 60F15 60F05 PDFBibTeX XMLCite \textit{I. Berkes} et al., Stat. Probab. Lett. 37, No. 1, 67--76 (1998; Zbl 0928.60019) Full Text: DOI
Csörgö, Miklós; Horváth, Lajos A note on the change-point problem for angular data. (English) Zbl 0847.62037 Stat. Probab. Lett. 27, No. 1, 61-65 (1996). MSC: 62G20 62G10 PDFBibTeX XMLCite \textit{M. Csörgö} and \textit{L. Horváth}, Stat. Probab. Lett. 27, No. 1, 61--65 (1996; Zbl 0847.62037) Full Text: DOI
Berkes, István; Horváth, Lajos Between local and global logarithmic averages. (English) Zbl 0877.60024 Stat. Probab. Lett. 30, No. 4, 369-378 (1996). Reviewer: M.Iosifescu (Bucureşti) MSC: 60F17 60G17 60G15 PDFBibTeX XMLCite \textit{I. Berkes} and \textit{L. Horváth}, Stat. Probab. Lett. 30, No. 4, 369--378 (1996; Zbl 0877.60024) Full Text: DOI
Horváth, Lajos; Shao, Qi-Man A note on dichotomy theorems for integrals of stable processes. (English) Zbl 0856.60056 Stat. Probab. Lett. 19, No. 1, 45-49 (1994). MSC: 60G99 62F15 20K99 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{Q.-M. Shao}, Stat. Probab. Lett. 19, No. 1, 45--49 (1994; Zbl 0856.60056) Full Text: DOI
Gombay, Edit; Horváth, Lajos A goodness-of-fit test for exponential families. (English) Zbl 0752.62018 Stat. Probab. Lett. 15, No. 3, 235-239 (1992). MSC: 62F03 62F05 PDFBibTeX XMLCite \textit{E. Gombay} and \textit{L. Horváth}, Stat. Probab. Lett. 15, No. 3, 235--239 (1992; Zbl 0752.62018) Full Text: DOI
Csörgö, Miklós; Horváth, Lajos On best possible approximations of local time. (English) Zbl 0691.60067 Stat. Probab. Lett. 8, No. 4, 301-306 (1989). Reviewer: O.K.Zakusilo MSC: 60J55 60F15 PDFBibTeX XMLCite \textit{M. Csörgö} and \textit{L. Horváth}, Stat. Probab. Lett. 8, No. 4, 301--306 (1989; Zbl 0691.60067) Full Text: DOI
Csörgö, Miklós; Horváth, Lajos Approximations of weighted empirical and quantile processes. (English) Zbl 0676.60042 Stat. Probab. Lett. 4, 275-280 (1986). MSC: 60F15 PDFBibTeX XMLCite \textit{M. Csörgö} and \textit{L. Horváth}, Stat. Probab. Lett. 4, 275--280 (1986; Zbl 0676.60042) Full Text: DOI
Burke, Murray D.; Horváth, Lajos Estimation of influence functions. (English) Zbl 0612.62045 Stat. Probab. Lett. 4, 81-85 (1986). Reviewer: H.Nyquist MSC: 62F35 62G30 PDFBibTeX XMLCite \textit{M. D. Burke} and \textit{L. Horváth}, Stat. Probab. Lett. 4, 81--85 (1986; Zbl 0612.62045) Full Text: DOI
Csörgö, Miklós; Horváth, Lajos; Révész, Pál How large must be the difference between local time and mesure du voisinage of Brownian motion? (English) Zbl 0602.60066 Stat. Probab. Lett. 4, 161-166 (1986). Reviewer: E.Boylan MSC: 60J55 60F15 60J65 PDFBibTeX XMLCite \textit{M. Csörgö} et al., Stat. Probab. Lett. 4, 161--166 (1986; Zbl 0602.60066) Full Text: DOI
Horváth, Lajos Approximation for Abel sums of independent, identically distributed random variables. (English) Zbl 0574.60049 Stat. Probab. Lett. 3, 221-225 (1985). MSC: 60F17 60G50 PDFBibTeX XMLCite \textit{L. Horváth}, Stat. Probab. Lett. 3, 221--225 (1985; Zbl 0574.60049) Full Text: DOI
Horváth, Lajos Strong approximation of certain stopped sums. (English) Zbl 0549.60083 Stat. Probab. Lett. 2, 181-185 (1984). Reviewer: G.Kersting MSC: 60K05 60F17 60J65 PDFBibTeX XMLCite \textit{L. Horváth}, Stat. Probab. Lett. 2, 181--185 (1984; Zbl 0549.60083) Full Text: DOI