×
Author ID: berkes.istvan Recent zbMATH articles by "Berkes, István"
Published as: Berkes, István; Berkes, I.; Berkes, Istvan
Homepage: https://users.renyi.hu/~berkes/
External Links: MGP · Math-Net.Ru · dblp · GND
all top 5

Serials

11 Statistics & Probability Letters
10 Studia Scientiarum Mathematicarum Hungarica
10 Stochastic Processes and their Applications
8 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
7 Acta Mathematica Hungarica
6 Journal of Theoretical Probability
5 Periodica Mathematica Hungarica
5 The Annals of Probability
5 Transactions of the American Mathematical Society
5 Probability Theory and Related Fields
4 Acta Arithmetica
4 Monatshefte für Mathematik
4 Bernoulli
4 Econometric Theory
3 Acta Mathematica Academiae Scientiarum Hungaricae
3 Proceedings of the American Mathematical Society
3 The Annals of Applied Probability
2 Analysis Mathematica
2 The Annals of Statistics
2 Illinois Journal of Mathematics
2 Journal of the London Mathematical Society. Second Series
2 Journal of Time Series Analysis
2 Journal of Complexity
2 Stochastics and Dynamics
2 Uniform Distribution Theory
2 Mathematica Pannonica. New Series
1 Israel Journal of Mathematics
1 Lithuanian Mathematical Journal
1 Acta Scientiarum Mathematicarum
1 Canadian Journal of Mathematics
1 Journal of Multivariate Analysis
1 Journal of Statistical Planning and Inference
1 Kybernetika
1 Mathematische Nachrichten
1 Memoirs of the American Mathematical Society
1 Statistics
1 Indagationes Mathematicae. New Series
1 Test
1 Journal of Nonparametric Statistics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Journal of the European Mathematical Society (JEMS)
1 The Quarterly Journal of Mathematics
1 Colloquia Mathematica Societatis János Bolyai
1 Proceedings of the Steklov Institute of Mathematics
1 RIMS Kôkyûroku Bessatsu

Publications by Year

Citations contained in zbMATH Open

127 Publications have been cited 1,671 times in 1,142 Documents Cited by Year
GARCH processes: structure and estimation. Zbl 1064.62094
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
179
2003
Approximation theorems for independent and weakly dependent random vectors. Zbl 0392.60024
Berkes, Istvan; Philipp, Walter
162
1979
A universal result in almost sure central limit theory. Zbl 1053.60022
Berkes, István; Csáki, Endre
106
2001
The efficiency of the estimators of the parameters in GARCH processes. Zbl 1048.62082
Berkes, István; Horváth, Lajos
76
2004
On discriminating between long-range dependence and changes in mean. Zbl 1112.62085
Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man
48
2006
An almost sure invariance principle for the empirical distribution function of mixing random variables. Zbl 0349.60026
Berkes, Istvan; Philipp, Walter
46
1977
Sequential change-point detection in \(\text{GARCH}(p,q)\) models. Zbl 1069.62058
Berkes, István; Gombay, Edit; Horváth, Lajos; Kokoszka, Piotr
41
2004
Detecting changes in the mean of functional observations. Zbl 1411.62153
Berkes, István; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr
40
2009
Some limit theorems in log density. Zbl 0785.60014
Berkes, I.; Dehling, H.
36
1993
Komlós-Major-Tusnády approximation under dependence. Zbl 1308.60037
Berkes, István; Liu, Weidong; Wu, Wei Biao
34
2014
Estimation in nonstationary random coefficient autoregressive models. Zbl 1224.62046
Berkes, István; Horváth, Lajos; Ling, Shiqing
33
2009
Testing for changes in the covariance structure of linear processes. Zbl 1159.62031
Berkes, István; Gombay, Edit; Horváth, Lajos
30
2009
Testing for parameter constancy in GARCH\((p,q)\) models. Zbl 1058.62070
Berkes, Istvan; Horváth, Lajos; Kokoszka, Piotr
30
2005
Weak invariance principles for sums of dependent random functions. Zbl 1269.60040
Berkes, István; Horváth, Lajos; Rice, Gregory
28
2013
Asymptotic results for the empirical process of stationary sequences. Zbl 1161.60312
Berkes, István; Hörmann, Siegfried; Schauer, Johannes
26
2009
GCD sums from Poisson integrals and systems of dilated functions. Zbl 1344.11053
Aistleitner, Christoph; Berkes, István; Seip, Kristian
26
2015
Strong approximation for the sums of squares of augmented GARCH sequences. Zbl 1125.62092
Aue, Alexander; Berkes, Istvan; Horváth, Lajos
24
2006
On the central limit theorem for \(f(n_{k}x)\). Zbl 1185.60019
Aistleitner, Christoph; Berkes, István
22
2010
The size of trigonometric and Walsh series and uniform distribution mod 1. Zbl 0833.11037
Berkes, István; Philipp, Walter
21
1994
Results and problems related to the pointwise central limit theorem. Zbl 0979.60014
Berkes, I.
21
1998
On the central limit theorem for lacunary trigonometric series. Zbl 0416.60025
Berkes, I.
21
1978
On the asymptotic behaviour of \(\sum f(n_kx)\). Main theorems. Zbl 0403.60004
Berkes, I.
20
1976
A central limit theorem for trigonometric series with small gaps. Zbl 0499.60019
Berkes, I.
18
1979
Almost exchangeable sequences of random variables. Zbl 0554.60044
Berkes, Istvan; Rosenthal, Haskell P.
18
1985
Limit results for the empirical process of squared residuals in GARCH models. Zbl 1075.60512
Berkes, István; Horváth, Lajos
17
2003
Split invariance principles for stationary processes. Zbl 1236.60037
Berkes, István; Hörmann, Siegfried; Schauer, Johannes
15
2011
The rate of consistency of the quasi-maximum likelihood estimator. Zbl 1041.62017
Berkes, István; Horváth, Lajos
15
2003
Asymptotics for GARCH squared residual correlations. Zbl 1441.62608
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
14
2003
Convergence of integral functionals of stochastic processes. Zbl 1130.60023
Berkes, István; Horváth, Lajos
13
2006
Asymptotic results for long memory LARCH sequences. Zbl 1032.62078
Berkes, István; Horváth, Lajos
13
2003
An almost sure invariance principle for lacunary trigonometric series. Zbl 0311.42011
Berkes, I.
13
1975
Almost sure convergence of the Bartlett estimator. Zbl 1092.62030
Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man
13
2005
Almost sure central limit theorems under minimal conditions. Zbl 0928.60019
Berkes, István; Csáki, Endre; Horváth, Lajos
13
1998
Strong invariance principles for mixing random fields. Zbl 0443.60029
Berkes, Istvan; Morrow, Gregory J.
13
1981
The functional central limit theorem for a family of GARCH observations with applications. Zbl 1151.60323
Berkes, István; Hörmann, Siegfried; Horváth, Lajos
13
2008
Almost sure limit theorems for the St. Petersburg game. Zbl 0943.60026
Berkes, István; Csáki, Endre; Csőrgő, Sándor
12
1999
On the almost sure (a.s.) central limit theorem for random variables with infinite variance. Zbl 0804.60021
Berkes, I.; Dehling, H.
12
1994
Strong approximation of the empirical process of GARCH sequences. Zbl 1014.60033
Berkes, István; Horváth, Lajos
12
2001
On the almost sure central limit theorem and domains of attraction. Zbl 0821.60030
Berkes, István
11
1995
Empirical processes in probabilistic number theory: the LIL for the discrepancy of \((n_{k}\omega)\bmod 1\). Zbl 1145.11058
Berkes, István; Philipp, Walter; Tichy, Robert F.
11
2006
Exchangeable random variables and the subsequence principle. Zbl 0572.60027
Berkes, István; Péter, Erika
11
1986
An extension of the Komlós subsequence theorem. Zbl 0724.60035
Berkes, I.
11
1990
Convergence of series of dilated functions and spectral norms of GCD matrices. Zbl 1339.42008
Aistleitner, Christoph; Berkes, István; Seip, Kristian; Weber, Michel
11
2015
On the asymptotic normality of kernel estimators of the long run covariance of functional time series. Zbl 1360.62450
Berkes, István; Horváth, Lajos; Rice, Gregory
11
2016
On the convergence of \(\sum c_kf(n_kx)\). Zbl 1183.42031
Berkes, István; Weber, Michel
10
2009
Testing for structural change of AR model to threshold AR model. Zbl 1294.62190
Berkes, István; Horváth, Lajos; Ling, Shiqing; Schauer, Johannes
9
2011
On series \(\sum c_k f(kx)\) and Khinchin’s conjecture. Zbl 1319.40001
Berkes, István; Weber, Michel
9
2014
Empirical processes of residuals. Zbl 1021.62071
Berkes, István; Horváth, Lajos
9
2002
On the convergence of \(\sum c_{n} f(nx)\) and the Lip 1/2 class. Zbl 0884.42005
Berkes, István
8
1997
Pair correlations and \(U\)-statistics for independent and weakly dependent random variables. Zbl 1015.11034
Berkes, István; Philipp, Walter; Tichy, Robert
8
2001
Selection from a stable box. Zbl 1157.60310
Aue, Alexander; Berkes, István; Horváth, Lajos
8
2008
Tail probabilities of St. Petersburg sums, trimmed sums, and their limit. Zbl 1387.60043
Berkes, István; Györfi, László; Kevei, Péter
8
2017
Probability and metric discrepancy theory. Zbl 1260.11051
Aistleitner, Christoph; Berkes, István
7
2011
Non-central limit theorems for random selections. Zbl 1200.60027
Berkes, István; Horváth, Lajos; Schauer, Johannes
7
2010
On the law of the iterated logarithm for the discrepancy of \(\langle n_kx\rangle\). Zbl 1208.11090
Aistleitner, Christoph; Berkes, Istvan
7
2009
Near-integrated GARCH sequences. Zbl 1059.62092
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
7
2005
An a.s. invariance principle for lacunary series \(f(n_kx)\). Zbl 0429.60029
Berkes, I.; Philipp, W.
7
1979
On the law of the iterated logarithm for permuted lacunary sequences. Zbl 1297.60015
Aistleitner, C.; Berkes, I.; Tichy, R.
7
2012
On series of dilated functions. Zbl 1319.40002
Berkes, István; Weber, Michel
7
2014
The central limit theorem for sums of trimmed variables with heavy tails. Zbl 1234.60023
Berkes, István; Horváth, Lajos
6
2012
A law of the iterated logarithm for arithmetic functions. Zbl 1122.60030
Berkes, István; Weber, Michel
6
2007
The logarithmic average of sample extremes is asymptotically normal. Zbl 1047.60025
Berkes, István; Horváth, Lajos
6
2001
A strong approximation theorem for sums of random vectors in the domain of attraction to a stable law. Zbl 0615.60026
Berkes, I.; Dabrowski, A.; Dehling, H.; Philipp, W.
6
1986
On the asymptotic behaviour of \(\sum f(n_kx)\). Applications. Zbl 0403.60005
Berkes, I.
6
1976
Metric discrepancy results for sequences \(\{n_k x\}\) and Diophantine equations. Zbl 1213.11152
Berkes, István; Philipp, Walter; Tichy, Robert F.
6
2008
Estimation of the maximal moment exponent of a GARCH(1,1) sequence. Zbl 1441.62609
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
6
2003
Limit theorems for mixing sequences without rate assumptions. Zbl 0943.60020
Berkes, István; Philipp, Walter
5
1998
On permutations of Hardy-Littlewood-Pólya sequences. Zbl 1270.42009
Aistleitner, Christoph; Berkes, István; Tichy, Robert F.
5
2011
Asymptotics of trimmed CUSUM statistics. Zbl 1229.62017
Berkes, István; Horváth, Lajos; Schauer, Johannes
5
2011
Counterexamples related to the a.s. central limit theorem. Zbl 0765.60018
Berkes, I.; Dehling, H.; Móri, T. F.
5
1991
On the discrepancy and empirical distribution function of \(\{n_k \alpha \}\). Zbl 1340.11066
Berkes, István; Raseta, Marko
5
2015
On permutations of lacunary series. Zbl 1278.60043
Aistleitner, Christoph; Berkes, István; Tichy, Robert
5
2012
Berry-Esseen bounds and Diophantine approximation. Zbl 1413.11093
Berkes, I.; Borda, B.
5
2018
Lacunary sequences and permutations. Zbl 1219.60002
Aistleitner, Christoph; Berkes, István; Tichy, Robert
4
2010
Limit theorems for logarithmic averages of fractional Brownian motions. Zbl 0964.60036
Berkes, István; Horváth, Lajos
4
1999
Applications of permutations to the simulations of critical values. Zbl 1054.62052
Berkes, István; Horváth, Lajos; Huškova, Marie; Steinebach, Josef
4
2004
A weighted goodness-of-fit test for GARCH(1,1) specification. Zbl 1047.62015
Berkes, I.; Horváth, L.; Kokoszka, P.
4
2004
Approximation of lacunary Walsh-series with Brownian motion. Zbl 0328.60046
Berkes, I.
4
1975
Nongaussian limit distributions of lacunary trigonometric series. Zbl 0751.60017
Berkes, I.
4
1991
On Strassen’s version of the loglog law for multiplicative systems. Zbl 0363.60029
Berkes, I.
4
1974
On the extremal theory of continued fractions. Zbl 1336.11058
Bazarova, Alina; Berkes, István; Horváth, Lajos
4
2016
Almost sure limit theorems for sums and maxima from the domain of geometric partial attraction of semistable laws. Zbl 1021.60023
Berkes, I.; Csáki, E.; Csörgő, S.; Megyesi, Z.
4
2002
On the law of the iterated logarithm for random exponential sums. Zbl 1412.42021
Berkes, István; Borda, Bence
4
2019
Almost sure and weak invariance principles for random variables attracted by a stable law. Zbl 0661.60051
Berkes, I.; Dehling, H.
3
1989
On the asymptotic behavior of weakly lacunary series. Zbl 1235.42005
Aistleitner, C.; Berkes, I.; Tichy, R.
3
2011
Logarithmic averages of stable random variables are asymptotically normal. Zbl 0936.60032
Berkes, István; Horváth, Lajos; Khoshnevisan, Davar
3
1998
Almost sure invariance principles for logarithmic averages. Zbl 0907.60032
Berkes, I.; Horváth, L.
3
1997
The functional law of the iterated logarithm for dependent random variables. Zbl 0246.60020
Berkes, I.
3
1973
The law of the iterated logarithm for subsequences of random variables. Zbl 0323.60033
Berkes, I.
3
1974
Probabilistic and statistical properties of GARCH processes. Zbl 1060.62094
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
3
2004
On almost symmetric sequences in \(L_ p\). Zbl 0704.60024
Berkes, I.
3
1989
Pseudorandom numbers and entropy conditions. Zbl 1133.11045
Berkes, István; Philipp, Walter; Tichy, Robert F.
3
2007
On the discrepancy of random subsequences of \(\{n\alpha\}\). Zbl 1452.11092
Berkes, István; Borda, Bence
3
2019
On the law of large numbers and arithmetic functions. Zbl 1254.60030
Berkes, István; Müller, Wolfgang; Weber, Michel
2
2012
Dependence in probability, analysis and number theory: the mathematical work of Walter Philipp (1936–2006). Zbl 1209.01045
Berkes, István; Dehling, Herold
2
2010
On the strong law of large numbers and additive functions. Zbl 1240.60055
Berkes, István; Müller, Wolfgang; Weber, Michel
2
2011
An optimal condition for the LIL for trigonometric series. Zbl 0827.42006
Berkes, I.
2
1995
Probability theory of the trigonometric system. Zbl 0749.60020
Berkes, I.
2
1990
A note on lacunary trigonometric series. Zbl 0746.42008
Berkes, I.
2
1991
Critical LIL behavior of the trigonometric system. Zbl 0861.60039
Berkes, I.
2
1993
On the discrepancy of random subsequences of \(\{n\alpha \}\). II. Zbl 1479.11131
Berkes, István; Borda, Bence
1
2021
On the law of the iterated logarithm for random exponential sums. Zbl 1412.42021
Berkes, István; Borda, Bence
4
2019
On the discrepancy of random subsequences of \(\{n\alpha\}\). Zbl 1452.11092
Berkes, István; Borda, Bence
3
2019
Strong approximation and a central limit theorem for St. Petersburg sums. Zbl 1448.60043
Berkes, I.
1
2019
On the discrepancy of random walks on the circle. Zbl 1474.11135
Bazarova, Alina; Berkes, István; Raseta, Marko
1
2019
Berry-Esseen bounds and Diophantine approximation. Zbl 1413.11093
Berkes, I.; Borda, B.
5
2018
On trigonometric sums with random frequencies. Zbl 1399.42022
Bazarova, Alina; Berkes, István; Raseta, Marko
1
2018
Tail probabilities of St. Petersburg sums, trimmed sums, and their limit. Zbl 1387.60043
Berkes, István; Györfi, László; Kevei, Péter
8
2017
A metric discrepancy result with given speed. Zbl 1399.11128
Berkes, I.; Fukuyama, K.; Nishimura, T.
1
2017
Strong approximation of the St. Petersburg game. Zbl 1366.60067
Berkes, István
1
2017
On the uniform theory of lacunary series. Zbl 1395.42010
Berkes, István
1
2017
On the asymptotic normality of kernel estimators of the long run covariance of functional time series. Zbl 1360.62450
Berkes, István; Horváth, Lajos; Rice, Gregory
11
2016
On the extremal theory of continued fractions. Zbl 1336.11058
Bazarova, Alina; Berkes, István; Horváth, Lajos
4
2016
The Kadec-Pełczyński theorem in \(L^p\), \(1\leq p<2\). Zbl 1352.46012
Berkes, I.; Tichy, R.
2
2016
GCD sums from Poisson integrals and systems of dilated functions. Zbl 1344.11053
Aistleitner, Christoph; Berkes, István; Seip, Kristian
26
2015
Convergence of series of dilated functions and spectral norms of GCD matrices. Zbl 1339.42008
Aistleitner, Christoph; Berkes, István; Seip, Kristian; Weber, Michel
11
2015
On the discrepancy and empirical distribution function of \(\{n_k \alpha \}\). Zbl 1340.11066
Berkes, István; Raseta, Marko
5
2015
Change point detection with stable AR(1) errors. Zbl 1365.62332
Bazarova, Alina; Berkes, István; Horváth, Lajos
1
2015
On permutation-invariance of limit theorems. Zbl 1328.60084
Berkes, I.; Tichy, R.
1
2015
Lacunary series and stable distributions. Zbl 1328.60041
Berkes, István; Tichy, Robert
1
2015
Komlós-Major-Tusnády approximation under dependence. Zbl 1308.60037
Berkes, István; Liu, Weidong; Wu, Wei Biao
34
2014
On series \(\sum c_k f(kx)\) and Khinchin’s conjecture. Zbl 1319.40001
Berkes, István; Weber, Michel
9
2014
On series of dilated functions. Zbl 1319.40002
Berkes, István; Weber, Michel
7
2014
Trimmed stable AR(1) processes. Zbl 1398.60069
Bazarova, Alina; Berkes, István; Horváth, Lajos
2
2014
Weak invariance principles for sums of dependent random functions. Zbl 1269.60040
Berkes, István; Horváth, Lajos; Rice, Gregory
28
2013
Limit distributions in metric discrepancy theory. Zbl 1287.11094
Aistleitner, Christoph; Berkes, István
2
2013
On the law of the iterated logarithm for permuted lacunary sequences. Zbl 1297.60015
Aistleitner, C.; Berkes, I.; Tichy, R.
7
2012
The central limit theorem for sums of trimmed variables with heavy tails. Zbl 1234.60023
Berkes, István; Horváth, Lajos
6
2012
On permutations of lacunary series. Zbl 1278.60043
Aistleitner, Christoph; Berkes, István; Tichy, Robert
5
2012
On the law of large numbers and arithmetic functions. Zbl 1254.60030
Berkes, István; Müller, Wolfgang; Weber, Michel
2
2012
Asymptotic behavior of trimmed sums. Zbl 1262.60022
Berkes, István; Horváth, Lajos; Schauer, Johannes
2
2012
On the system \(f(nx)\) and probabilistic number theory. Zbl 1345.11057
Aistleitner, Christoph; Berkes, István; Tichy, Robert
1
2012
Split invariance principles for stationary processes. Zbl 1236.60037
Berkes, István; Hörmann, Siegfried; Schauer, Johannes
15
2011
Testing for structural change of AR model to threshold AR model. Zbl 1294.62190
Berkes, István; Horváth, Lajos; Ling, Shiqing; Schauer, Johannes
9
2011
Probability and metric discrepancy theory. Zbl 1260.11051
Aistleitner, Christoph; Berkes, István
7
2011
On permutations of Hardy-Littlewood-Pólya sequences. Zbl 1270.42009
Aistleitner, Christoph; Berkes, István; Tichy, Robert F.
5
2011
Asymptotics of trimmed CUSUM statistics. Zbl 1229.62017
Berkes, István; Horváth, Lajos; Schauer, Johannes
5
2011
On the asymptotic behavior of weakly lacunary series. Zbl 1235.42005
Aistleitner, C.; Berkes, I.; Tichy, R.
3
2011
On the strong law of large numbers and additive functions. Zbl 1240.60055
Berkes, István; Müller, Wolfgang; Weber, Michel
2
2011
On the central limit theorem for \(f(n_{k}x)\). Zbl 1185.60019
Aistleitner, Christoph; Berkes, István
22
2010
Non-central limit theorems for random selections. Zbl 1200.60027
Berkes, István; Horváth, Lajos; Schauer, Johannes
7
2010
Lacunary sequences and permutations. Zbl 1219.60002
Aistleitner, Christoph; Berkes, István; Tichy, Robert
4
2010
Dependence in probability, analysis and number theory: the mathematical work of Walter Philipp (1936–2006). Zbl 1209.01045
Berkes, István; Dehling, Herold
2
2010
Upper-lower class tests for weighted i.i.d. sequences and martingales. Zbl 1200.60025
Berkes, István; Hörmann, Siegfried; Weber, Michel
1
2010
Detecting changes in the mean of functional observations. Zbl 1411.62153
Berkes, István; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr
40
2009
Estimation in nonstationary random coefficient autoregressive models. Zbl 1224.62046
Berkes, István; Horváth, Lajos; Ling, Shiqing
33
2009
Testing for changes in the covariance structure of linear processes. Zbl 1159.62031
Berkes, István; Gombay, Edit; Horváth, Lajos
30
2009
Asymptotic results for the empirical process of stationary sequences. Zbl 1161.60312
Berkes, István; Hörmann, Siegfried; Schauer, Johannes
26
2009
On the convergence of \(\sum c_kf(n_kx)\). Zbl 1183.42031
Berkes, István; Weber, Michel
10
2009
On the law of the iterated logarithm for the discrepancy of \(\langle n_kx\rangle\). Zbl 1208.11090
Aistleitner, Christoph; Berkes, Istvan
7
2009
The functional central limit theorem for a family of GARCH observations with applications. Zbl 1151.60323
Berkes, István; Hörmann, Siegfried; Horváth, Lajos
13
2008
Selection from a stable box. Zbl 1157.60310
Aue, Alexander; Berkes, István; Horváth, Lajos
8
2008
Metric discrepancy results for sequences \(\{n_k x\}\) and Diophantine equations. Zbl 1213.11152
Berkes, István; Philipp, Walter; Tichy, Robert F.
6
2008
Entropy conditions for subsequences of random variables with applications to empirical processes. Zbl 1137.11049
Berkes, István; Philipp, Walter; Tichy, Robert
1
2008
A law of the iterated logarithm for arithmetic functions. Zbl 1122.60030
Berkes, István; Weber, Michel
6
2007
Pseudorandom numbers and entropy conditions. Zbl 1133.11045
Berkes, István; Philipp, Walter; Tichy, Robert F.
3
2007
On complete convergence of triangular arrays of independent random variables. Zbl 1117.60030
Berkes, István; Weber, Michel
1
2007
On discriminating between long-range dependence and changes in mean. Zbl 1112.62085
Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man
48
2006
Strong approximation for the sums of squares of augmented GARCH sequences. Zbl 1125.62092
Aue, Alexander; Berkes, Istvan; Horváth, Lajos
24
2006
Convergence of integral functionals of stochastic processes. Zbl 1130.60023
Berkes, István; Horváth, Lajos
13
2006
Empirical processes in probabilistic number theory: the LIL for the discrepancy of \((n_{k}\omega)\bmod 1\). Zbl 1145.11058
Berkes, István; Philipp, Walter; Tichy, Robert F.
11
2006
Almost sure versions of the Darling-Erdős theorem. Zbl 1087.60028
Berkes, István; Weber, Michel
1
2006
Testing for parameter constancy in GARCH\((p,q)\) models. Zbl 1058.62070
Berkes, Istvan; Horváth, Lajos; Kokoszka, Piotr
30
2005
Almost sure convergence of the Bartlett estimator. Zbl 1092.62030
Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man
13
2005
Near-integrated GARCH sequences. Zbl 1059.62092
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
7
2005
Upper-lower class tests and frequency results along subsequences. Zbl 1070.60029
Berkes, István; Weber, Michel
1
2005
The efficiency of the estimators of the parameters in GARCH processes. Zbl 1048.62082
Berkes, István; Horváth, Lajos
76
2004
Sequential change-point detection in \(\text{GARCH}(p,q)\) models. Zbl 1069.62058
Berkes, István; Gombay, Edit; Horváth, Lajos; Kokoszka, Piotr
41
2004
Applications of permutations to the simulations of critical values. Zbl 1054.62052
Berkes, István; Horváth, Lajos; Huškova, Marie; Steinebach, Josef
4
2004
A weighted goodness-of-fit test for GARCH(1,1) specification. Zbl 1047.62015
Berkes, I.; Horváth, L.; Kokoszka, P.
4
2004
Probabilistic and statistical properties of GARCH processes. Zbl 1060.62094
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
3
2004
GARCH processes: structure and estimation. Zbl 1064.62094
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
179
2003
Limit results for the empirical process of squared residuals in GARCH models. Zbl 1075.60512
Berkes, István; Horváth, Lajos
17
2003
The rate of consistency of the quasi-maximum likelihood estimator. Zbl 1041.62017
Berkes, István; Horváth, Lajos
15
2003
Asymptotics for GARCH squared residual correlations. Zbl 1441.62608
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
14
2003
Asymptotic results for long memory LARCH sequences. Zbl 1032.62078
Berkes, István; Horváth, Lajos
13
2003
Estimation of the maximal moment exponent of a GARCH(1,1) sequence. Zbl 1441.62609
Berkes, István; Horváth, Lajos; Kokoszka, Piotr
6
2003
Approximations for the maximum of stochastic processes with drift. Zbl 1249.60075
Berkes, István; Horváth, Lajos
1
2003
Empirical processes of residuals. Zbl 1021.62071
Berkes, István; Horváth, Lajos
9
2002
Almost sure limit theorems for sums and maxima from the domain of geometric partial attraction of semistable laws. Zbl 1021.60023
Berkes, I.; Csáki, E.; Csörgő, S.; Megyesi, Z.
4
2002
A universal result in almost sure central limit theory. Zbl 1053.60022
Berkes, István; Csáki, Endre
106
2001
Strong approximation of the empirical process of GARCH sequences. Zbl 1014.60033
Berkes, István; Horváth, Lajos
12
2001
Pair correlations and \(U\)-statistics for independent and weakly dependent random variables. Zbl 1015.11034
Berkes, István; Philipp, Walter; Tichy, Robert
8
2001
The logarithmic average of sample extremes is asymptotically normal. Zbl 1047.60025
Berkes, István; Horváth, Lajos
6
2001
Central limit theorems for logarithmic averages. Zbl 1017.60033
Berkes, I.; Chen, X.; Horváth, L.
2
2001
Strong laws for \(L_p\)-norms of empirical and related processes. Zbl 0980.60039
Berkes, I.; Horváth, L.; Shao, Qui-Man; Steinebach, J.
1
2000
Almost sure limit theorems for the St. Petersburg game. Zbl 0943.60026
Berkes, István; Csáki, Endre; Csőrgő, Sándor
12
1999
Limit theorems for logarithmic averages of fractional Brownian motions. Zbl 0964.60036
Berkes, István; Horváth, Lajos
4
1999
Results and problems related to the pointwise central limit theorem. Zbl 0979.60014
Berkes, I.
21
1998
Almost sure central limit theorems under minimal conditions. Zbl 0928.60019
Berkes, István; Csáki, Endre; Horváth, Lajos
13
1998
Limit theorems for mixing sequences without rate assumptions. Zbl 0943.60020
Berkes, István; Philipp, Walter
5
1998
Logarithmic averages of stable random variables are asymptotically normal. Zbl 0936.60032
Berkes, István; Horváth, Lajos; Khoshnevisan, Davar
3
1998
On the convergence of \(\sum c_{n} f(nx)\) and the Lip 1/2 class. Zbl 0884.42005
Berkes, István
8
1997
Almost sure invariance principles for logarithmic averages. Zbl 0907.60032
Berkes, I.; Horváth, L.
3
1997
On the almost sure central limit theorem and domains of attraction. Zbl 0821.60030
Berkes, István
11
1995
An optimal condition for the LIL for trigonometric series. Zbl 0827.42006
Berkes, I.
2
1995
The size of trigonometric and Walsh series and uniform distribution mod 1. Zbl 0833.11037
Berkes, István; Philipp, Walter
21
1994
On the almost sure (a.s.) central limit theorem for random variables with infinite variance. Zbl 0804.60021
Berkes, I.; Dehling, H.
12
1994
Some limit theorems in log density. Zbl 0785.60014
Berkes, I.; Dehling, H.
36
1993
Critical LIL behavior of the trigonometric system. Zbl 0861.60039
Berkes, I.
2
1993
...and 27 more Documents
all top 5

Cited by 1,097 Authors

82 Berkes, István
64 Horváth, Lajos
34 Aistleitner, Christoph
28 Lee, Sangyeol
23 Fukuyama, Katusi
21 Aue, Alexander
20 Kokoszka, Piotr S.
18 Rice, Gregory
17 Dehling, Herold G.
17 Francq, Christian
17 Philipp, Walter
17 Zakoïan, Jean-Michel
16 Bouzebda, Salim
16 Weber, Michel Jean Georges
16 Wu, Qunying
14 Hörmann, Siegfried
13 Hušková, Marie
13 Jirak, Moritz
13 Peng, Zuoxiang
12 Aknouche, Abdelhakim
12 Csáki, Endre
12 Ling, Shiqing
11 Kirch, Claudia
10 Nadarajah, Saralees
9 Dabrowski, André Robert
9 Dette, Holger
9 Phillips, Peter Charles Bonest
9 Steinebach, Josef G.
9 Zaitsev, Andrei Yu.
8 Cuny, Christophe
8 Lee, Taewook
8 Li, Dong
8 Seip, Kristian
8 Shang, Han Lin
8 Steland, Ansgar
8 Tichy, Robert Franz
8 Wendler, Martin
8 Zhu, Ke
7 Alvarez-Andrade, Sergio
7 Baek, Changryong
7 Dedecker, Jérôme
7 Deheuvels, Paul
7 Denker, Manfred
7 Fakoor, Vahid
7 Gombay, Edit
7 Lin, Zhengyan
7 Merlevède, Florence
7 Peng, Liang
7 Song, Junmo
6 Bardet, Jean-Marc
6 Beran, Jan
6 Borda, Bence
6 Fokianos, Konstantinos
6 Fu, Ke’ang
6 Giuliano, Rita
6 Kevei, Péter
6 Larchner, Gerhard
6 Liu, Weidong
6 Macci, Claudio
6 Miao, Yu
6 Pang, Tianxiao
6 Schauer, Johannes
6 Surgailis, Donatas
6 Wintenberger, Olivier
6 Zhang, Li-Xin
6 Zhang, Yong
5 Bradley, Richard C. jun.
5 Földes, Antónia
5 Gonchigdanzan, Khurelbaatar
5 Kifer, Yuri
5 Kim, Moosup
5 Lee, Oesook
5 Lund, Robert B.
5 Mason, David M.
5 Morrow, Gregory J.
5 Na, Okyoung
5 Pan, Jiazhu
5 Prášková, Zuzana
5 Tan, Zhongquan
5 Trapani, Lorenzo
5 Wang, Hui
5 Yau, Chun Yip
5 Zang, Qingpei
5 Zhang, Rongmao
4 Bercu, Bernard
4 Chan, Ngai Hang
4 Chen, Min
4 Chuprunov, Alekseĭ Nikolaevich
4 Csörgő, Miklós
4 Davis, Richard A.
4 Einmahl, Uwe
4 Fremdt, Stefan
4 Götze, Friedrich
4 Jiang, Yuanying
4 Kang, Jiwon
4 Kim, Chang Kyeom
4 Kreiß, Jens-Peter
4 Leipus, Remigijus
4 Limnios, Nikolaos
4 Perera, Indeewara
...and 997 more Authors
all top 5

Cited in 188 Serials

73 Statistics & Probability Letters
57 Journal of Econometrics
53 Journal of Time Series Analysis
46 Stochastic Processes and their Applications
42 Communications in Statistics. Theory and Methods
42 Econometric Theory
36 Journal of Statistical Planning and Inference
33 Journal of Multivariate Analysis
28 Probability Theory and Related Fields
28 Electronic Journal of Statistics
26 Bernoulli
22 The Annals of Statistics
22 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
21 Acta Mathematica Hungarica
21 Journal of Theoretical Probability
18 Statistics
17 Monatshefte für Mathematik
16 Journal of Statistical Computation and Simulation
15 The Annals of Probability
15 Transactions of the American Mathematical Society
14 Computational Statistics and Data Analysis
13 Israel Journal of Mathematics
13 Journal of Inequalities and Applications
12 Econometric Reviews
12 Test
11 Economics Letters
11 Communications in Statistics. Simulation and Computation
11 Journal of the Korean Statistical Society
10 Journal of Mathematical Analysis and Applications
10 Annals of the Institute of Statistical Mathematics
9 Proceedings of the American Mathematical Society
9 Extremes
8 Periodica Mathematica Hungarica
8 Scandinavian Journal of Statistics
8 Stochastics and Dynamics
7 Statistical Papers
7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
7 Acta Mathematica Sinica. English Series
7 Comptes Rendus. Mathématique. Académie des Sciences, Paris
6 The Canadian Journal of Statistics
6 Lithuanian Mathematical Journal
6 Metrika
6 Journal of the American Statistical Association
6 Mathematical Methods of Statistics
6 Statistica Sinica
6 Journal of Nonparametric Statistics
6 Studies in Nonlinear Dynamics and Econometrics
6 Statistical Inference for Stochastic Processes
6 Statistical Methods and Applications
6 Journal of Time Series Econometrics
5 Siberian Mathematical Journal
5 Indagationes Mathematicae. New Series
4 Acta Mathematica Academiae Scientiarum Hungaricae
4 Advances in Applied Probability
4 Computers & Mathematics with Applications
4 Acta Arithmetica
4 Journal of Number Theory
4 Sequential Analysis
4 The Annals of Applied Probability
4 Computational Statistics
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Journal of Mathematical Sciences (New York)
4 Electronic Journal of Probability
4 Stochastics
4 Journal of Statistical Theory and Practice
4 Science China. Mathematics
4 Journal of Business and Economic Statistics
3 Analysis Mathematica
3 Journal of Statistical Physics
3 Stochastics
3 Mathematika
3 Ergodic Theory and Dynamical Systems
3 Acta Mathematicae Applicatae Sinica. English Series
3 Journal of Complexity
3 Queueing Systems
3 Proceedings of the Indian Academy of Sciences. Mathematical Sciences
3 Filomat
3 Methodology and Computing in Applied Probability
3 The Annals of Applied Statistics
2 Communications in Mathematical Physics
2 Mathematische Semesterberichte
2 Physica A
2 Ukrainian Mathematical Journal
2 Bulletin of the London Mathematical Society
2 Illinois Journal of Mathematics
2 Journal of Applied Probability
2 Journal of Computational and Applied Mathematics
2 Journal of the London Mathematical Society. Second Series
2 Mathematische Annalen
2 Mathematische Nachrichten
2 Stochastic Analysis and Applications
2 Journal of Economic Dynamics & Control
2 Applied Mathematics Letters
2 Science in China. Series A
2 Linear Algebra and its Applications
2 Russian Mathematics
2 Applied Mathematics. Series B (English Edition)
2 Journal de Théorie des Nombres de Bordeaux
2 Electronic Communications in Probability
2 The Econometrics Journal
...and 88 more Serials
all top 5

Cited in 36 Fields

653 Statistics (62-XX)
611 Probability theory and stochastic processes (60-XX)
91 Number theory (11-XX)
76 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
65 Numerical analysis (65-XX)
63 Harmonic analysis on Euclidean spaces (42-XX)
34 Dynamical systems and ergodic theory (37-XX)
15 Functional analysis (46-XX)
13 Sequences, series, summability (40-XX)
12 Measure and integration (28-XX)
9 Operations research, mathematical programming (90-XX)
8 Real functions (26-XX)
6 Combinatorics (05-XX)
6 Functions of a complex variable (30-XX)
6 Operator theory (47-XX)
6 Systems theory; control (93-XX)
4 Linear and multilinear algebra; matrix theory (15-XX)
4 Statistical mechanics, structure of matter (82-XX)
4 Biology and other natural sciences (92-XX)
3 Topological groups, Lie groups (22-XX)
3 Quantum theory (81-XX)
2 Mathematical logic and foundations (03-XX)
2 Group theory and generalizations (20-XX)
2 Ordinary differential equations (34-XX)
2 Partial differential equations (35-XX)
2 Difference and functional equations (39-XX)
2 Convex and discrete geometry (52-XX)
2 Computer science (68-XX)
2 Geophysics (86-XX)
1 General and overarching topics; collections (00-XX)
1 History and biography (01-XX)
1 Special functions (33-XX)
1 Integral transforms, operational calculus (44-XX)
1 General topology (54-XX)
1 Mechanics of particles and systems (70-XX)
1 Information and communication theory, circuits (94-XX)

Citations by Year