Edit Profile (opens in new tab) Horváth, Lajos Co-Author Distance Author ID: horvath.lajos Published as: Horváth, Lajos; Horváth, L.; Horvath, Lajos; Horvárth, Lajos; Horváth, lajos; Horvath, L.; Horvàth, L. more...less Homepage: https://www.math.utah.edu/~horvath/ External Links: MGP · dblp · GND Documents Indexed: 302 Publications since 1980, including 5 Books and 4 Additional arXiv Preprints 2 Contributions as Editor Co-Authors: 78 Co-Authors with 259 Joint Publications 1,718 Co-Co-Authors all top 5 Co-Authors 44 single-authored 54 Csörgő, Miklós 48 Berkes, István 46 Kokoszka, Piotr S. 24 Aue, Alexander 23 Hušková, Marie 22 Rice, Gregory 21 Csörgő, Sándor 19 Steinebach, Josef G. 17 Shao, Qi-Man 14 Gombay, Edit 7 Hörmann, Siegfried 7 Wang, Shixuan 6 Burke, Murray D. 5 Bazarova, Alina 5 Zitikis, Ričardas 4 Aly, Emad-Eldin A. A. 4 Liu, Zhenya 4 Mason, David M. 4 Reeder, Ron 4 Révész, Pál 4 Schauer, Johannes 4 Trapani, Lorenzo 4 Yandell, Brian S. 3 Beirlant, Jan 3 Gabrys, Robertas 3 Gorecki, Tomasz T. 3 Horváth, Zsuzsanna 3 Khoshnevisan, Davar 3 Ling, Shiqing 3 Reimherr, Matthew L. 3 Szyszkowicz, Barbara 3 Zhao, Yuqian 2 Deheuvels, Paul 2 Fremdt, Stefan 2 Grabovsky, Irina 2 Kühn, Mario 2 Miller, Curtis P. 2 Serbinowska, Monika 2 Teyssière, Gilles 2 Wang, Jia 2 Zhou, Wang 1 Antoch, Jaromír 1 Barabás, Béla 1 Bardsley, Patrick 1 Batsidis, Apostolos 1 Chan, Julian 1 Chen, Xia 1 Chung, Chang-Jo F. 1 Clark, James S. 1 Csáki, Endre 1 Delgado, Miguel Ángel 1 Eastwood, Vera R. 1 Francq, Christian 1 Hanousek, Jan 1 Hurvich, Clifford M. 1 Jach, Agnieszka E. 1 Leipus, Remigijus 1 Lewis, Mark Alun 1 Liese, Friedrich 1 Lu, Shanglin 1 Martín, Nirian 1 Meintanis, Simos G. 1 Neumeyer, Natalie 1 Pardo, Leandro 1 Parzen, Emanuel 1 Pellatt, Daniel F. 1 Pouliot, William 1 Soulier, Philippe 1 Taufer, Emanuele 1 VanderDoes, Jeremy 1 Whipple, Stephen 1 Willekens, Eric 1 Young, Gabriel J. 1 Zakoïan, Jean-Michel 1 Zhan, Yaosong 1 Zhang, Aonan 1 Zhu, Lixing 1 Zografos, Konstantinos G. all top 5 Serials 26 Journal of Multivariate Analysis 26 Statistics & Probability Letters 19 Journal of Statistical Planning and Inference 19 Stochastic Processes and their Applications 16 Econometric Theory 11 The Annals of Statistics 10 Journal of Time Series Analysis 8 The Annals of Probability 8 Journal of Econometrics 8 Studia Scientiarum Mathematicarum Hungarica 7 Scandinavian Journal of Statistics 7 Bernoulli 6 Probability Theory and Related Fields 5 Mathematical Proceedings of the Cambridge Philosophical Society 5 Acta Scientiarum Mathematicarum 5 Statistics & Decisions 4 Annals of the Institute of Statistical Mathematics 4 Statistics 4 The Annals of Applied Probability 4 Test 3 The Canadian Journal of Statistics 3 Periodica Mathematica Hungarica 3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 3 Journal of Theoretical Probability 3 The Econometrics Journal 2 Advances in Applied Probability 2 The Australian Journal of Statistics 2 Biometrika 2 Bulletin of the London Mathematical Society 2 Comptes Rendus Mathématiques de l’Académie des Sciences 2 Probability and Mathematical Statistics 2 Acta Mathematica Hungarica 2 Computational Statistics and Data Analysis 2 Statistica Sinica 2 Revista Matemática Complutense 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Journal of Business and Economic Statistics 1 Lithuanian Mathematical Journal 1 Advances in Mathematics 1 International Statistical Review 1 Journal of the American Statistical Association 1 Journal of Applied Probability 1 Journal of Approximation Theory 1 Journal of the London Mathematical Society. Second Series 1 Kybernetika 1 Mathematische Nachrichten 1 Mathematics of Operations Research 1 Mathematische Operationsforschung und Statistik. Series Statistics 1 Mathematische Zeitschrift 1 Proceedings of the American Mathematical Society 1 Sankhyā. Series A. Methods and Techniques 1 Insurance Mathematics & Economics 1 Sequential Analysis 1 Constructive Approximation 1 Econometric Reviews 1 Alkalmazott Matematikai Lapok. A Magyar Tudomanyos Akademia. Matematikai es Fizikai Tudomanyok Osztalyanak Közlemenyei 1 Communications in Statistics. Theory and Methods 1 Journal of Statistical Computation and Simulation 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Journal of Nonparametric Statistics 1 Stochastics and Dynamics 1 Fields Institute Communications 1 Lecture Notes in Statistics 1 Springer Series in Statistics 1 Wiley Series in Probability and Mathematical Statistics 1 Mathematica Pannonica. New Series all top 5 Fields 231 Statistics (62-XX) 183 Probability theory and stochastic processes (60-XX) 15 Numerical analysis (65-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 General and overarching topics; collections (00-XX) 2 Functional analysis (46-XX) 1 Number theory (11-XX) 1 Group theory and generalizations (20-XX) 1 Sequences, series, summability (40-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Astronomy and astrophysics (85-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 251 Publications have been cited 4,850 times in 2,627 Documents Cited by ▼ Year ▼ Inference for functional data with applications. Zbl 1279.62017 Horváth, Lajos; Kokoszka, Piotr 464 2012 Limit theorems in change-point analysis. Zbl 0884.62023 Csörgő, Miklós; Horváth, Lajos 414 1997 GARCH processes: structure and estimation. Zbl 1064.62094 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 179 2003 Structural breaks in time series. Zbl 1274.62553 Aue, Alexander; Horváth, Lajos 133 2013 Weighted approximations in probability and statistics. Zbl 0770.60038 Csörgö, Miklós; Horváth, Lajos 125 1993 Break detection in the covariance structure of multivariate time series models. Zbl 1191.62143 Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Reimherr, Matthew 121 2009 Weighted empirical and quantile processes. Zbl 0589.60029 Csörgö, Miklós; Csörgö, Sándor; Horváth, Lajos; Mason, David M. 108 1986 Monitoring changes in linear models. Zbl 1075.62054 Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr; Steinebach, Josef 85 2004 The efficiency of the estimators of the parameters in GARCH processes. Zbl 1048.62082 Berkes, István; Horváth, Lajos 76 2004 Change-point detection in panel data. Zbl 1282.62181 Horváth, Lajos; Hušková, Marie 68 2012 Testing stationarity of functional time series. Zbl 1293.62186 Horváth, Lajos; Kokoszka, Piotr; Rice, Gregory 59 2014 The maximum likelihood method for testing changes in the parameters of normal observations. Zbl 0778.62016 Horváth, Lajos 58 1993 Estimation of the mean of functional time series and a two-sample problem. Zbl 07555440 Horváth, Lajos; Kokoszka, Piotr; Reeder, Ron 57 2013 Strong approximations of some biometric estimates under random censorship. Zbl 0439.60012 Burke, Murray D.; Csörgő, Sándor; Horváth, Lajos 54 1981 Extensions of some classical methods in change point analysis. Zbl 1305.62310 Horváth, Lajos; Rice, Gregory 54 2014 Invariance principles for changepoint problems. Zbl 0656.62031 Csörgö, Miklós; Horváth, Lajos 51 1988 The rate of strong uniform consistency for the product-limit estimator. Zbl 0488.60043 Csörgő, Sándor; Horváth, Lajos 50 1983 Change-point monitoring in linear models. Zbl 1106.62067 Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 48 2006 On discriminating between long-range dependence and changes in mean. Zbl 1112.62085 Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 48 2006 The effect of long-range dependence on change-point estimators. Zbl 0946.62078 Horváth, Lajos; Kokoszka, Piotr 43 1997 Testing the equality of covariance operators in functional samples. Zbl 1259.62031 Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr 42 2013 Sequential change-point detection in \(\text{GARCH}(p,q)\) models. Zbl 1069.62058 Berkes, István; Gombay, Edit; Horváth, Lajos; Kokoszka, Piotr 41 2004 What portion of the sample makes a partial sum asymptotically stable or normal? Zbl 0572.60028 Csörgö, Sándor; Horváth, Lajos; Mason, David M. 40 1986 Delay time in sequential detection of change. Zbl 1059.62085 Aue, Alexander; Horváth, Lajos 40 2004 An application of the maximum likelihood test to the change-point problem. Zbl 0789.62017 Gombay, Edit; Horváth, Lajos 40 1994 Detecting changes in the mean of functional observations. Zbl 1411.62153 Berkes, István; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 40 2009 Estimation in random coefficient autoregressive models. Zbl 1112.62084 Aue, Alexander; Horváth, Lajos; Steinebach, Josef 38 2006 Testing for changes in multivariate dependent observations with an application to temperature changes. Zbl 0962.62042 Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 38 1999 A correction to and improvement of: “Strong approximations of some biometric estimates under random censorship”. Zbl 0633.60054 Burke, Murray D.; Csörgö, Sándor; Horváth, Lajos 37 1988 A functional version of the ARCH model. Zbl 1271.62204 Hörmann, Siegfried; Horváth, Lajos; Reeder, Ron 37 2013 Invariance principles for renewal processes. Zbl 0635.60032 Csörgö, Miklós; Horváth, Lajos; Steinebach, Josef 34 1987 Central limit theorems for \(L_ p\)-norms of density estimators. Zbl 0657.60026 Csörgö, Miklós; Horváth, Lajos 34 1988 Estimation in nonstationary random coefficient autoregressive models. Zbl 1224.62046 Berkes, István; Horváth, Lajos; Ling, Shiqing 33 2009 Strong approximations of the quantile process of the product-limit estimator. Zbl 0577.62042 Aly, Emad-Eldin A. A.; Csörgö, Miklós; Horváth, Lajos 32 1985 Empirical process of the squared residuals of an ARCH sequence. Zbl 1012.62053 Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles 32 2001 On \(L_ p\)-norms of multivariate density estimators. Zbl 0765.62045 Horváth, Lajos 31 1991 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 Tests for error correlation in the functional linear model. Zbl 1390.62118 Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 30 2010 Testing the stability of the functional autoregressive process. Zbl 1178.62099 Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 29 2010 Estimation of a change-point in the mean function of functional data. Zbl 1176.62025 Aue, Alexander; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 29 2009 Strong approximation of renewal processes. Zbl 0545.60081 Horváth, Lajos 28 1984 Weak invariance principles for sums of dependent random functions. Zbl 1269.60040 Berkes, István; Horváth, Lajos; Rice, Gregory 28 2013 Quasi-likelihood estimation in stationary and nonstationary autoregressive models with random coefficients. Zbl 1232.62116 Aue, Alexander; Horváth, Lajos 27 2011 An approximation of stopped sums with applications in queueing theory. Zbl 0627.60042 Csörgö, Miklós; Deheuvels, Paul; Horváth, Lajos 26 1987 An asymptotic theory for empirical reliability and concentration processes. Zbl 0605.62105 Csörgö, Miklós; Csörgö, Sándor; Horváth, Lajos 26 1986 Normal and stable convergence of integral functions of the empirical distribution function. Zbl 0589.60030 Csörgö, Miklós; Csörgö, Sándor; Horváth, Lajos; Mason, David M. 25 1986 Test of independence for functional data. Zbl 1277.62124 Horváth, Lajos; Hušková, Marie; Rice, Gregory 25 2013 Strong approximation for the sums of squares of augmented GARCH sequences. Zbl 1125.62092 Aue, Alexander; Berkes, Istvan; Horváth, Lajos 24 2006 Limit theorems for quadratic forms with applications to Whittle’s estimate. Zbl 0940.60037 Horváth, Lajos; Shao, Qi-Man 23 1999 Delay times of sequential procedures for multiple time series regression models. Zbl 1429.62380 Aue, Alexander; Horváth, Lajos; Reimherr, Matthew L. 23 2009 Nonparametric tests for the changepoint problem. Zbl 0631.62056 Csörgö, Miklós; Horváth, Lajos 22 1987 Detecting changes in linear regressions. Zbl 0812.62074 Horváth, Lajos 22 1995 A bootstrap approximation to a unit root test statistic for heavy-tailed observations. Zbl 1116.62393 Horváth, Lajos; Kokoszka, Piotr 22 2003 Sequentiel testing for the stability of high-frequency portfolio betas. Zbl 1245.91089 Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Hušková, Marie; Steinebach, Josef G. 21 2012 On the rate of approximations for maximum likelihood tests in change-point models. Zbl 0863.62013 Gombay, Edit; Horváth, lajos 21 1996 \(L_{p}\)-estimators in ARCH models. Zbl 1032.62084 Horváth, Lajos; Liese, Friedrich 21 2004 Change in autoregressive processes. Zbl 0769.62067 Horváth, Lajos 21 1993 On the Koziol-Green model for random censorship. Zbl 0493.62045 Csörgő, Sándor; Horváth, Lajos 20 1981 Functional data analysis with increasing number of projections. Zbl 1359.62197 Fremdt, Stefan; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef G. 20 2014 Two sample inference in functional linear models. Zbl 1191.62088 Horváth, Lajos; Kokoszka, Piotr; Reimherr, Matthew 19 2009 Asymptotic distributions of maximum likelihood tests for change in the mean. Zbl 0711.62020 Gombay, Edit; Horvath, Lajos 19 1990 Functional generalized autoregressive conditional heteroskedasticity. Zbl 1356.62133 Aue, Alexander; Horváth, Lajos; Pellatt, Daniel F. 19 2017 Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation. Zbl 0869.60025 Horváth, Lajos; Shao, Qi-Man 18 1996 Invariance principles for logarithmic averages. Zbl 0766.60038 Csörgő, Miklós; Horváth, Lajos 18 1992 Estimators and tests for change in variances. Zbl 0864.62030 Gombay, Edit; Horváth, Lajos; Hušková, Marie 18 1996 On the distributions of \(L_ p\) norms of weighted uniform empirical and quantile processes. Zbl 0646.62015 Csörgö, Miklós; Horváth, Lajos 17 1988 Limit results for the empirical process of squared residuals in GARCH models. Zbl 1075.60512 Berkes, István; Horváth, Lajos 17 2003 Monitoring constancy of variance in conditionally heteroskedastic time series. Zbl 1125.62102 Horváth, Lajos; Kokoszka, Piotr; Zhang, Aonan 17 2006 Testing for changes in polynomial regression. Zbl 1155.62027 Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 17 2008 Testing for changes using permutations of U-statistics. Zbl 1087.62057 Horváth, Lajos; Hušková, Marie 17 2005 Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals. Zbl 1060.62097 Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles 17 2004 Change-point detection with nonparametric regression. Zbl 1010.62036 Horváth, Lajos; Kokoszka, Piotr 17 2002 Darling-Erdős limit results for change-point detection in panel data. Zbl 1259.62074 Chan, Julian; Horváth, Lajos; Hušková, Marie 17 2013 Asymptotics of conditional empirical processes. Zbl 0655.62040 Horváth, Lajos; Yandell, Brian S. 16 1988 On sequential detection of parameter changes in linear regression. Zbl 1117.62079 Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 16 2007 Strong approximation of extended renewal processes. Zbl 0552.60032 Horváth, Lajos 16 1984 Approximations for weighted bootstrap processes with an application. Zbl 0982.60019 Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 16 2000 Approximations for hybrids of empirical and partial sums processes. Zbl 0976.60044 Horváth, Lajos 16 2000 Convergence rates for the bootstrapped product-limit process. Zbl 0637.62014 Horváth, Lajos; Yandell, Brian S. 15 1987 Approximations of weighted empirical and quantile processes. Zbl 0676.60042 Csörgö, Miklós; Horváth, Lajos 15 1986 Testing for changes in the mean or variance of a stochastic process under weak invariance. Zbl 0979.62064 Horváth, Lajos; Steinebach, Josef 15 2000 The rate of consistency of the quasi-maximum likelihood estimator. Zbl 1041.62017 Berkes, István; Horváth, Lajos 15 2003 Sample autocovariances of long-memory time series. Zbl 1155.62323 Horváth, Lajos; Kokoszka, Piotr 15 2008 Rates of convergence for U-statistic processes and their bootstrapped versions. Zbl 1005.62046 Gombay, Edit; Horváth, Lajos 14 2002 Convergence of integrals of uniform empirical and quantile processes. Zbl 0784.60038 Csörgő, Miklós; Horváth, Lajos; Shao, Qi-Man 14 1993 Limit theorems for change in linear regression. Zbl 0806.62035 Gombay, Edit; Horváth, Lajos 14 1994 An introduction to functional data analysis and a principal component approach for testing the equality of mean curves. Zbl 1347.60028 Horváth, Lajos; Rice, Gregory 14 2015 Testing equality of means when the observations are from functional time series. Zbl 1308.62172 Horváth, Lajos; Rice, Gregory 14 2015 Asymptotics for GARCH squared residual correlations. Zbl 1441.62608 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 14 2003 A note on strong approximations of multivariate empirical processes. Zbl 0651.60040 Csörgö, Miklós; Horváth, Lajos 13 1988 Convergence of integral functionals of stochastic processes. Zbl 1130.60023 Berkes, István; Horváth, Lajos 13 2006 Change-point detection in long-memory processes. Zbl 1081.62551 Horváth, Lajos 13 2001 A limit theorem for mildly explosive autoregression with stable errors. Zbl 1237.62108 Aue, Alexander; Horváth, Lajos 13 2007 Asymptotic results for long memory LARCH sequences. Zbl 1032.62078 Berkes, István; Horváth, Lajos 13 2003 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 Detection of changes in linear sequences. Zbl 0937.62086 Horváth, Lajos 13 1997 Testing for stochastic dominance using the weighted McFadden-type statistic. Zbl 1345.62076 Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas 13 2006 Statistical inference in a random coefficient panel model. Zbl 1420.62386 Horváth, Lajos; Trapani, Lorenzo 13 2016 \(L_p\)-functionals for change point detection in random coefficient autoregressive models. Zbl 1518.62012 Horváth, Lajos; Trapani, Lorenzo 1 2023 Limit results for \(L^p\) functionals of weighted CUSUM processes. Zbl 1497.62234 Horváth, Lajos; Rice, Gregory 1 2023 Sequential monitoring of changes in dynamic linear models, applied to the U.S. housing market. Zbl 1493.62605 Horváth, Lajos; Liu, Zhenya; Lu, Shanglin 2 2022 Inference in functional factor models with applications to yield curves. Zbl 07730971 Horváth, Lajos; Kokoszka, Piotr; VanderDoes, Jeremy; Wang, Shixuan 2 2022 Change point analysis of covariance functions: a weighted cumulative sum approach. Zbl 1493.62309 Horváth, Lajos; Rice, Gregory; Zhao, Yuqian 2 2022 Monitoring for a change point in a sequence of distributions. Zbl 1480.62082 Horváth, Lajos; Kokoszka, Piotr; Wang, Shixuan 1 2021 Detecting early or late changes in linear models with heteroscedastic errors. Zbl 1469.62339 Horváth, Lajos; Miller, Curtis; Rice, Gregory 1 2021 Sequential monitoring for changes from stationarity to mild non-stationarity. Zbl 1456.62192 Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan 4 2020 Testing normality of data on a multivariate grid. Zbl 1448.62069 Horváth, Lajos; Kokoszka, Piotr; Wang, Shixuan 1 2020 Testing for randomness in a random coefficient autoregression model. Zbl 1452.62648 Horváth, Lajos; Trapani, Lorenzo 8 2019 Structural breaks in panel data: large number of panels and short length time series. Zbl 1490.62224 Antoch, Jaromír; Hanousek, Jan; Horváth, Lajos; Hušková, Marie; Wang, Shixuan 4 2019 Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. Zbl 1409.62125 Horváth, Lajos; Rice, Gregory 3 2019 Testing normality of functional time series. Zbl 1416.62489 Górecki, Tomasz; Hörmann, Siegfried; Horváth, Lajos; Kokoszka, Piotr 13 2018 Functional generalized autoregressive conditional heteroskedasticity. Zbl 1356.62133 Aue, Alexander; Horváth, Lajos; Pellatt, Daniel F. 19 2017 Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models. Zbl 1441.62741 Horváth, Lajos; Hušková, Marie; Rice, Gregory; Wang, Jia 9 2017 Change point tests in functional factor models with application to yield curves. Zbl 1521.62141 Bardsley, Patrick; Horváth, Lajos; Kokoszka, Piotr; Young, Gabriel 8 2017 Detecting at-most-\(\mathfrak{m}\) changes in linear regression models. Zbl 1368.62239 Horváth, Lajos; Pouliot, William; Wang, Shixuan 2 2017 Statistical inference in a random coefficient panel model. Zbl 1420.62386 Horváth, Lajos; Trapani, Lorenzo 13 2016 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 Adaptive bandwidth selection in the long run covariance estimator of functional time series. Zbl 1466.62101 Horváth, Lajos; Rice, Gregory; Whipple, Stephen 10 2016 On the extremal theory of continued fractions. Zbl 1336.11058 Bazarova, Alina; Berkes, István; Horváth, Lajos 4 2016 An introduction to functional data analysis and a principal component approach for testing the equality of mean curves. Zbl 1347.60028 Horváth, Lajos; Rice, Gregory 14 2015 Testing equality of means when the observations are from functional time series. Zbl 1308.62172 Horváth, Lajos; Rice, Gregory 14 2015 Testing for independence between functional time series. Zbl 1337.62268 Horváth, Lajos; Rice, Gregory 11 2015 Change point detection with stable AR(1) errors. Zbl 1365.62332 Bazarova, Alina; Berkes, István; Horváth, Lajos 1 2015 Testing stationarity of functional time series. Zbl 1293.62186 Horváth, Lajos; Kokoszka, Piotr; Rice, Gregory 59 2014 Extensions of some classical methods in change point analysis. Zbl 1305.62310 Horváth, Lajos; Rice, Gregory 54 2014 Functional data analysis with increasing number of projections. Zbl 1359.62197 Fremdt, Stefan; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef G. 20 2014 Dependent functional linear models with applications to monitoring structural change. Zbl 06431820 Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Hušková, Marie 12 2014 Trimmed stable AR(1) processes. Zbl 1398.60069 Bazarova, Alina; Berkes, István; Horváth, Lajos 2 2014 Limit laws in transaction-level asset price models. Zbl 1296.91119 Aue, Alexander; Horváth, Lajos; Hurvich, Clifford; Soulier, Philippe 1 2014 Structural breaks in time series. Zbl 1274.62553 Aue, Alexander; Horváth, Lajos 133 2013 Estimation of the mean of functional time series and a two-sample problem. Zbl 07555440 Horváth, Lajos; Kokoszka, Piotr; Reeder, Ron 57 2013 Testing the equality of covariance operators in functional samples. Zbl 1259.62031 Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr 42 2013 A functional version of the ARCH model. Zbl 1271.62204 Hörmann, Siegfried; Horváth, Lajos; Reeder, Ron 37 2013 Weak invariance principles for sums of dependent random functions. Zbl 1269.60040 Berkes, István; Horváth, Lajos; Rice, Gregory 28 2013 Test of independence for functional data. Zbl 1277.62124 Horváth, Lajos; Hušková, Marie; Rice, Gregory 25 2013 Darling-Erdős limit results for change-point detection in panel data. Zbl 1259.62074 Chan, Julian; Horváth, Lajos; Hušková, Marie 17 2013 A test of significance in functional quadratic regression. Zbl 1457.62134 Horváth, Lajos; Reeder, Ron 12 2013 Change-point detection in multinomial data using phi-divergence test statistics. Zbl 1277.62122 Batsidis, A.; Horváth, L.; Martín, N.; Pardo, L.; Zografos, K. 5 2013 Inference for functional data with applications. Zbl 1279.62017 Horváth, Lajos; Kokoszka, Piotr 464 2012 Change-point detection in panel data. Zbl 1282.62181 Horváth, Lajos; Hušková, Marie 68 2012 Sequentiel testing for the stability of high-frequency portfolio betas. Zbl 1245.91089 Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Hušková, Marie; Steinebach, Josef G. 21 2012 Detecting changes in functional linear models. Zbl 1259.62046 Horváth, Lajos; Reeder, Ron 7 2012 On the reaction time of moving sum detectors. Zbl 1244.62115 Aue, Alexander; Horváth, Lajos; Kühn, Mario; Steinebach, Josef 7 2012 The central limit theorem for sums of trimmed variables with heavy tails. Zbl 1234.60023 Berkes, István; Horváth, Lajos 6 2012 Segmenting mean-nonstationary time series via trending regressions. Zbl 1443.62425 Aue, Alexander; Horváth, Lajos; Hušková, Marie 6 2012 Asymptotic behavior of trimmed sums. Zbl 1262.60022 Berkes, István; Horváth, Lajos; Schauer, Johannes 2 2012 Quasi-likelihood estimation in stationary and nonstationary autoregressive models with random coefficients. Zbl 1232.62116 Aue, Alexander; Horváth, Lajos 27 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 Asymptotics of trimmed CUSUM statistics. Zbl 1229.62017 Berkes, István; Horváth, Lajos; Schauer, Johannes 5 2011 Tests for error correlation in the functional linear model. Zbl 1390.62118 Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 30 2010 Testing the stability of the functional autoregressive process. Zbl 1178.62099 Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 29 2010 Sup-tests for linearity in a general nonlinear AR(1) model. Zbl 1294.62200 Francq, Christian; Horvath, Lajos; Zakoïan, Jean-Michel 8 2010 Non-central limit theorems for random selections. Zbl 1200.60027 Berkes, István; Horváth, Lajos; Schauer, Johannes 7 2010 Break detection in the covariance structure of multivariate time series models. Zbl 1191.62143 Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Reimherr, Matthew 121 2009 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 Estimation of a change-point in the mean function of functional data. Zbl 1176.62025 Aue, Alexander; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 29 2009 Delay times of sequential procedures for multiple time series regression models. Zbl 1429.62380 Aue, Alexander; Horváth, Lajos; Reimherr, Matthew L. 23 2009 Two sample inference in functional linear models. Zbl 1191.62088 Horváth, Lajos; Kokoszka, Piotr; Reimherr, Matthew 19 2009 Extreme value theory for stochastic integrals of Legendre polynomials. Zbl 1170.60023 Aue, Alexander; Horváth, Lajos; Hušková, Marie 12 2009 On distinguishing between random walk and change in the mean alternatives. Zbl 1279.62180 Aue, Alexander; Horváth, Lajos; Hušková, Marie; Ling, Shiqing 7 2009 Sequential tests and change detection in the covariance structure of weakly stationary time series. Zbl 1175.62082 Gombay, Edit; Horváth, Lajos 4 2009 Effect of aggregation on estimators in AR(1) sequence. Zbl 1203.62156 Horváth, Lajos; Leipus, Remigijus 2 2009 Testing for changes in polynomial regression. Zbl 1155.62027 Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 17 2008 Sample autocovariances of long-memory time series. Zbl 1155.62323 Horváth, Lajos; Kokoszka, Piotr 15 2008 The functional central limit theorem for a family of GARCH observations with applications. Zbl 1151.60323 Berkes, István; Hörmann, Siegfried; Horváth, Lajos 13 2008 On the performance of the fluctuation test for structural change. Zbl 1274.62513 Horváth, Lajos; Kühn, Mario; Steinebach, Josef 11 2008 Confidence bands for ROC curves. Zbl 1131.62037 Horváth, Lajos; Horváth, Zsuzsanna; Zhou, Wang 10 2008 Monitoring shifts in mean: asymptotic normality of stopping times. Zbl 1367.62242 Aue, Alexander; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 10 2008 Selection from a stable box. Zbl 1157.60310 Aue, Alexander; Berkes, István; Horváth, Lajos 8 2008 Asymptotic properties of nonparametric frontier estimators. Zbl 1277.62129 Horváth, Lajos; Horváth, Zsuzsanna; Zhou, Wang 1 2008 Distributional analysis of empirical volatility in GARCH processes. Zbl 1158.62055 Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas 1 2008 On sequential detection of parameter changes in linear regression. Zbl 1117.62079 Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 16 2007 A limit theorem for mildly explosive autoregression with stable errors. Zbl 1237.62108 Aue, Alexander; Horváth, Lajos 13 2007 Limit theorems for permutations of empirical processes with applications to change point analysis. Zbl 1129.60033 Horváth, Lajos; Shao, Qi-Man 6 2007 Change-point monitoring in linear models. Zbl 1106.62067 Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 48 2006 On discriminating between long-range dependence and changes in mean. Zbl 1112.62085 Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 48 2006 Estimation in random coefficient autoregressive models. Zbl 1112.62084 Aue, Alexander; Horváth, Lajos; Steinebach, Josef 38 2006 Strong approximation for the sums of squares of augmented GARCH sequences. Zbl 1125.62092 Aue, Alexander; Berkes, Istvan; Horváth, Lajos 24 2006 Monitoring constancy of variance in conditionally heteroskedastic time series. Zbl 1125.62102 Horváth, Lajos; Kokoszka, Piotr; Zhang, Aonan 17 2006 Convergence of integral functionals of stochastic processes. Zbl 1130.60023 Berkes, István; Horváth, Lajos 13 2006 Testing for stochastic dominance using the weighted McFadden-type statistic. Zbl 1345.62076 Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas 13 2006 Testing goodness of fit based on densities of GARCH innovations. Zbl 1125.62103 Horváth, Lajos; Zitikis, Ričardas 5 2006 Testing for parameter constancy in GARCH\((p,q)\) models. Zbl 1058.62070 Berkes, Istvan; Horváth, Lajos; Kokoszka, Piotr 30 2005 Testing for changes using permutations of U-statistics. Zbl 1087.62057 Horváth, Lajos; Hušková, Marie 17 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 Monitoring changes in linear models. Zbl 1075.62054 Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr; Steinebach, Josef 85 2004 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 Delay time in sequential detection of change. Zbl 1059.62085 Aue, Alexander; Horváth, Lajos 40 2004 \(L_{p}\)-estimators in ARCH models. Zbl 1032.62084 Horváth, Lajos; Liese, Friedrich 21 2004 Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals. Zbl 1060.62097 Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles 17 2004 Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. Zbl 1104.62034 Horváth, Lajos; Zitikis, Ričardas 7 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 ...and 151 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,820 Authors 151 Horváth, Lajos 59 Kokoszka, Piotr S. 56 Lee, Sangyeol 54 Hušková, Marie 42 Csörgő, Miklós 38 Steinebach, Josef G. 37 Berkes, István 34 Bouzebda, Salim 30 Aue, Alexander 28 Vieu, Philippe 26 Dette, Holger 26 Rice, Gregory 26 Shang, Han Lin 25 Kirch, Claudia 22 Hörmann, Siegfried 21 Gombay, Edit 20 Tian, Zheng 18 Francq, Christian 18 Ling, Shiqing 18 Zakoïan, Jean-Michel 17 Mason, David M. 17 Meintanis, Simos G. 16 Alvarez-Andrade, Sergio 15 Csáki, Endre 15 Ning, Wei 15 Peng, Liang 15 Shao, Qi-Man 15 Zitikis, Ričardas 14 Chen, Zhanshou 14 Jirak, Moritz 13 Dehling, Herold G. 13 Reimherr, Matthew L. 13 Steland, Ansgar 13 Surgailis, Donatas 13 Wied, Dominik 12 Aknouche, Abdelhakim 12 Aly, Emad-Eldin A. A. 12 Einmahl, John H. J. 12 Jarušková, Daniela 12 Martínez-Camblor, Pablo 12 Song, Junmo 12 Wang, Guochang 12 Zhou, Yong 11 Aneiros-Pérez, Germán 11 Bardet, Jean-Marc 11 Beran, Jan 11 Bücher, Axel 11 de Uña-Álvarez, Jacobo 11 Deheuvels, Paul 11 del Barrio, Eustasio 11 Kojadinovic, Ivan 11 Račkauskas, Alfredas Yurgevich 11 Wendler, Martin 10 Fakoor, Vahid 10 Ferger, Dietmar 10 Földes, Antónia 10 Lee, Taewook 10 Ling, Nengxiang 10 Prášková, Zuzana 10 Shao, Xiaofeng 10 Smaga, Łukasz 10 Szyszkowicz, Barbara 10 Vantini, Simone 10 Wang, Lihong 10 Wu, Yuehua 10 Zhang, Rongmao 10 Zhang, Zhongzhan 10 Zhu, Ke 9 Baek, Changryong 9 Chen, Min 9 Ciuperca, Gabriela 9 Giné-Masdéu, Evarist 9 Goia, Aldo 9 Guo, Yongjiang 9 Hlávka, Zdeněk 9 Kulik, Rafał 9 Li, Dong 9 Liang, Hanying 9 Matrán, Carlos 9 Na, Okyoung 9 Shin, Dongwan 9 Yau, Chun Yip 9 Zou, Changliang 8 Antoch, Jaromír 8 Beirlant, Jan 8 Burke, Murray D. 8 Chan, Ngai Hang 8 Cheng, Fuxia 8 Csörgő, Sándor 8 Eckley, Idris A. 8 Fotopoulos, Stergios B. 8 Gijbels, Irène 8 Jin, Hao 8 Laksaci, Ali 8 Leipus, Remigijus 8 Lund, Robert B. 8 Menafoglio, Alessandra 8 Mojirsheibani, Majid 8 Müller, Hans-Georg 8 Ould-Saïd, Elias ...and 2,720 more Authors all top 5 Cited in 215 Serials 183 Statistics & Probability Letters 166 Journal of Multivariate Analysis 160 Journal of Statistical Planning and Inference 142 Communications in Statistics. 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