Lajos Horvath

Names

Identifer

Contact

Affiliations

• University of Utah
  • http://www.math.utah.edu
  • location: USA, Salt Lake City UT

Research profile

author of:

• Changepoint detection in random coefficient autoregressive models (RePEc:arx:papers:2104.13440)
  by Lajos Horvath & Lorenzo Trapani
• Sequential monitoring for explosive volatility regimes (RePEc:arx:papers:2404.17885)
  by Lajos Horvath & Lorenzo Trapani & Shixuan Wang
• Inference for Functional Data with Applications by Lajos Horváth and Piotr Kokoszka (RePEc:bla:istatr:v:82:y:2014:i:1:p:155-156)
  by G. Alastair Young
• Tests of Normality of Functional Data (RePEc:bla:istatr:v:88:y:2020:i:3:p:677-697)
  by Tomasz Górecki & Lajos Horváth & Piotr Kokoszka
• Detecting changes in the mean of functional observations (RePEc:bla:jorssb:v:71:y:2009:i:5:p:927-946)
  by István Berkes & Robertas Gabrys & Lajos Horváth & Piotr Kokoszka
• Estimation of the mean of functional time series and a two-sample problem (RePEc:bla:jorssb:v:75:y:2013:i:1:p:103-122)
  by Lajos Horváth & Piotr Kokoszka & Ron Reeder
• Estimation in Random Coefficient Autoregressive Models (RePEc:bla:jtsera:v:27:y:2006:i:1:p:61-76)
  by Alexander Aue & Lajos Horváth & Josef Steinebach
• Estimation in nonstationary random coefficient autoregressive models (RePEc:bla:jtsera:v:30:y:2009:i:4:p:395-416)
  by István Berkes & Lajos Horváth & Shiqing Ling
• Testing for structural change of AR model to threshold AR model (RePEc:bla:jtsera:v:32:y:2011:i:5:p:547-565)
  by István Berkes & Lajos Horváth & Shiqing Ling & Johannes Schauer
• Change-point detection in panel data (RePEc:bla:jtsera:v:33:y:2012:i:4:p:631-648)
  by Lajos Horváth & Marie Hušková
• Structural breaks in time series (RePEc:bla:jtsera:v:34:y:2013:i:1:p:1-16)
  by Alexander Aue & Lajos Horváth
• Testing Equality Of Means When The Observations Are From Functional Time Series (RePEc:bla:jtsera:v:36:y:2015:i:1:p:84-108)
  by Lajos Horváth & Gregory Rice
• Functional Generalized Autoregressive Conditional Heteroskedasticity (RePEc:bla:jtsera:v:38:y:2017:i:1:p:3-21)
  by Alexander Aue & Lajos Horváth & Daniel F. Pellatt
• Detecting at-Most-m Changes in Linear Regression Models (RePEc:bla:jtsera:v:38:y:2017:i:4:p:552-590)
  by Lajos Horváth & William Pouliot & Shixuan Wang
• Inference in functional factor models with applications to yield curves (RePEc:bla:jtsera:v:43:y:2022:i:6:p:872-894)
  by Lajos Horváth & Piotr Kokoszka & Jeremy VanderDoes & Shixuan Wang
• Testing the Equality of Covariance Operators in Functional Samples (RePEc:bla:scjsta:v:40:y:2013:i:1:p:138-152)
  by Stefan Fremdt & Josef G. Steinebach & Lajos Horváth & Piotr Kokoszka
• 4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019 (RePEc:bla:scjsta:v:48:y:2021:i:2:p:371-374)
  by Natalie Neumeyer & Miguel A. Delgado & Lajos Horváth & Simos Meintanis & Emanuele Taufer & Lixing Zhu
• Detecting early or late changes in linear models with heteroscedastic errors (RePEc:bla:scjsta:v:48:y:2021:i:2:p:577-609)
  by Lajos Horváth & Curtis Miller & Gregory Rice
• Estimators And Tests For Change In Variances (RePEc:bpj:strimo:v:14:y:1996:i:2:p:145-160:n:4)
  by Gombay Edit & Horváth Lajos & Husková Marie
• Integral Tests For Suprema Of Kiefer Processes With Application (RePEc:bpj:strimo:v:15:y:1997:i:4:p:365-378:n:4)
  by Csörgő Miklós & Horváth Lajos & Szyszkowicz Barbara
• Estimation From A Length-Biased Distribution (RePEc:bpj:strimo:v:3:y:1985:i:1-2:p:91-114:n:10)
  by Horváth Lajos
• Convergence Of The Empirical And Quantile Distributions To Poisson Measures (RePEc:bpj:strimo:v:6:y:1988:i:1-2:p:129-136:n:3)
  by Csőrgo M. & Horváth L.
• Tests Of Fit For Composite Hypotheses With Censored Data (RePEc:bpj:strimo:v:9:y:1991:i:1-2:p:21-44:n:11)
  by Horváth Lajos & Johnson Richard A.
• Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals (RePEc:cor:louvco:2003009)
  by HORVATH, Lajos & KOKOSZKA, Piotr & TEYSSIÈRE , Gilles
• Structural breaks in panel data: Large number of panels and short length time series (RePEc:cpr:ceprdp:11891)
  by Hanousek, Jan & Antoch, Jaromir & Huskova, Marie & Horvath, Lajos & Wang, Shixuan
• Sup-Tests for Linearity in a General Nonlinear AR(1) Model (RePEc:crs:wpaper:2009-16)
  by Christian FRANCQ & Lajos HORVATH & Jean-Michel ZAKOIAN
• Merits and Drawbacks of Variance Targeting in GARCH Models (RePEc:crs:wpaper:2009-17)
  by Christian FRANCQ & Lajos HORVATH & Jean-Michel ZAKOIAN
• LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(p) SQUARED RESIDUAL CORRELATIONS (RePEc:cup:etheor:v:17:y:2001:i:02:p:283-295_17)
  by Horváth, Lajos & Kokoszka, Piotr
• Asymptotics For Garch Squared Residual Correlations (RePEc:cup:etheor:v:19:y:2003:i:04:p:515-540_19)
  by Berkes, István & Horváth, Lajos & Kokoszka, Piotr
• Estimation Of The Maximal Moment Exponent Of A Garch(1,1) Sequence (RePEc:cup:etheor:v:19:y:2003:i:04:p:565-586_19)
  by Berkes, István & Horváth, Lajos & Kokoszka, Piotr
• SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (RePEc:cup:etheor:v:20:y:2004:i:06:p:1140-1167_20)
  by Berkes, István & Gombay, Edit & Horváth, Lajos & Kokoszka, Piotr
• Convergence Of Integral Functionals Of Stochastic Processes (RePEc:cup:etheor:v:22:y:2006:i:02:p:304-322_06)
  by Berkes, István & Horváth, Lajos
• Monitoring Constancy Of Variance In Conditionally Heteroskedastic Time Series (RePEc:cup:etheor:v:22:y:2006:i:03:p:373-402_06)
  by Horváth, Lajos & Kokoszka, Piotr & Zhang, Aonan
• Testing Goodness Of Fit Based On Densities Of Garch Innovations (RePEc:cup:etheor:v:22:y:2006:i:03:p:457-482_06)
  by Horváth, Lajos & Zitikis, Ričardas
• A Limit Theorem For Mildly Explosive Autoregression With Stable Errors (RePEc:cup:etheor:v:23:y:2007:i:02:p:201-220_07)
  by Aue, Alexander & Horváth, Lajos
• Asymptotic Properties Of Nonparametric Frontier Estimators (RePEc:cup:etheor:v:24:y:2008:i:06:p:1607-1627_08)
  by Horváth, Lajos & Horváth, Zsuzsanna & Zhou, Wang
• On Distinguishing Between Random Walk And Change In The Mean Alternatives (RePEc:cup:etheor:v:25:y:2009:i:02:p:411-441_09)
  by Aue, Alexander & Horváth, Lajos & Hušková, Marie & Ling, Shiqing
• Sup-Tests For Linearity In A General Nonlinear Ar(1) Model (RePEc:cup:etheor:v:26:y:2010:i:04:p:965-993_99)
  by Francq, Christian & Horvath, Lajos & Zakoïan, Jean-Michel
• Sequential Testing For The Stability Of High-Frequency Portfolio Betas (RePEc:cup:etheor:v:28:y:2012:i:04:p:804-837_00)
  by Aue, Alexander & Hörmann, Siegfried & Horváth, Lajos & Hušková, Marie & Steinebach, Josef G.
• A Functional Version Of The Arch Model (RePEc:cup:etheor:v:29:y:2013:i:02:p:267-288_00)
  by Hörmann, Siegfried & Horváth, Lajos & Reeder, Ron
• Limit Laws In Transaction-Level Asset Price Models (RePEc:cup:etheor:v:30:y:2014:i:03:p:536-579_00)
  by Aue, Alexander & Horváth, Lajos & Hurvich, Clifford & Soulier, Philippe
• Asymptotic Properties Of The Cusum Estimator For The Time Of Change In Linear Panel Data Models (RePEc:cup:etheor:v:33:y:2017:i:02:p:366-412_00)
  by Horváth, Lajos & Hušková, Marie & Rice, Gregory & Wang, Jia
• Sequential Monitoring Of Changes In Dynamic Linear Models, Applied To The U.S. Housing Market (RePEc:cup:etheor:v:38:y:2022:i:2:p:209-272_1)
  by Horváth, Lajos & Liu, Zhenya & Lu, Shanglin
• Change-point monitoring in linear models (RePEc:ect:emjrnl:v:9:y:2006:i:3:p:373-403)
  by Alexander Aue & Lajos Horváth & Marie Hušková & Piotr Kokoszka
• Adaptive bandwidth selection in the long run covariance estimator of functional time series (RePEc:eee:csdana:v:100:y:2016:i:c:p:676-693)
  by Horváth, Lajos & Rice, Gregory & Whipple, Stephen
• Asymptotics for Lp-norms of kernel estimators of densities (RePEc:eee:csdana:v:6:y:1988:i:3:p:241-250)
  by Csorgo, Miklos & Horvath, Lajos
• Time-varying beta in functional factor models: Evidence from China (RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301753)
  by Horváth, Lajos & Li, Bo & Li, Hemei & Liu, Zhenya
• Testing for stochastic dominance using the weighted McFadden-type statistic (RePEc:eee:econom:v:133:y:2006:i:1:p:191-205)
  by Horvath, Lajos & Kokoszka, Piotr & Zitikis, Ricardas
• Delay times of sequential procedures for multiple time series regression models (RePEc:eee:econom:v:149:y:2009:i:2:p:174-190)
  by Aue, Alexander & Horváth, Lajos & Reimherr, Matthew L.
• Segmenting mean-nonstationary time series via trending regressions (RePEc:eee:econom:v:168:y:2012:i:2:p:367-381)
  by Aue, Alexander & Horváth, Lajos & Hušková, Marie
• Testing stationarity of functional time series (RePEc:eee:econom:v:179:y:2014:i:1:p:66-82)
  by Horváth, Lajos & Kokoszka, Piotr & Rice, Gregory
• Testing for independence between functional time series (RePEc:eee:econom:v:189:y:2015:i:2:p:371-382)
  by Horváth, Lajos & Rice, Gregory
• Statistical inference in a random coefficient panel model (RePEc:eee:econom:v:193:y:2016:i:1:p:54-75)
  by Horváth, Lajos & Trapani, Lorenzo
• Testing for randomness in a random coefficient autoregression model (RePEc:eee:econom:v:209:y:2019:i:2:p:338-352)
  by Horváth, Lajos & Trapani, Lorenzo
• Sequential monitoring for changes from stationarity to mild non-stationarity (RePEc:eee:econom:v:215:y:2020:i:1:p:209-238)
  by Horváth, Lajos & Liu, Zhenya & Rice, Gregory & Wang, Shixuan
• Change point detection in heteroscedastic time series (RePEc:eee:ecosta:v:7:y:2018:i:c:p:63-88)
  by Górecki, Tomasz & Horváth, Lajos & Kokoszka, Piotr
• An energy saving atmospheric evaporator utilizing low grade thermal or waste energy (RePEc:eee:energy:v:21:y:1996:i:12:p:1107-1117)
  by Aboabboud, M.M. & Horvath, L. & Mink, G. & Yasin, M. & Kudish, A.I.
• The use of a thermal energy recycle unit in conjunction with a basin-type solar still for enhanced productivity (RePEc:eee:energy:v:22:y:1997:i:1:p:83-91)
  by Aboabboud, M.M. & Horvath, L. & Szépvölgy, J. & Mink, G. & Radhika, E. & Kudish, A.I.
• How to identify the different phases of stock market bubbles statistically? (RePEc:eee:finlet:v:46:y:2022:i:pa:s154461232100369x)
  by Horváth, Lajos & Li, Hemei & Liu, Zhenya
• Estimates for the probability of ruin starting with a large initial reserve (RePEc:eee:insuma:v:5:y:1986:i:4:p:285-293)
  by Horvath, Lajos & Willekens, Eric
• A functional time series analysis of forward curves derived from commodity futures (RePEc:eee:intfor:v:36:y:2020:i:2:p:646-665)
  by Horváth, Lajos & Liu, Zhenya & Rice, Gregory & Wang, Shixuan
• Estimation of a change-point in the mean function of functional data (RePEc:eee:jmvana:v:100:y:2009:i:10:p:2254-2269)
  by Aue, Alexander & Gabrys, Robertas & Horváth, Lajos & Kokoszka, Piotr
• Testing the stability of the functional autoregressive process (RePEc:eee:jmvana:v:101:y:2010:i:2:p:352-367)
  by Horváth, Lajos & Husková, Marie & Kokoszka, Piotr
• Detecting changes in functional linear models (RePEc:eee:jmvana:v:111:y:2012:i:c:p:310-334)
  by Horváth, Lajos & Reeder, Ron
• Test of independence for functional data (RePEc:eee:jmvana:v:117:y:2013:i:c:p:100-119)
  by Horváth, Lajos & Hušková, Marie & Rice, Gregory
• Change-point detection in multinomial data using phi-divergence test statistics (RePEc:eee:jmvana:v:118:y:2013:i:c:p:53-66)
  by Batsidis, A. & Horváth, L. & Martín, N. & Pardo, L. & Zografos, K.
• Functional data analysis with increasing number of projections (RePEc:eee:jmvana:v:124:y:2014:i:c:p:313-332)
  by Fremdt, Stefan & Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef G.
• The rate of strong uniform consistency for the multivariate product-limit estimator (RePEc:eee:jmvana:v:13:y:1983:i:1:p:202-209)
  by Horváth, Lajos
• On the asymptotic normality of kernel estimators of the long run covariance of functional time series (RePEc:eee:jmvana:v:144:y:2016:i:c:p:150-175)
  by Berkes, István & Horváth, Lajos & Rice, Gregory
• Strong approximations of the quantile process of the product-limit estimator (RePEc:eee:jmvana:v:16:y:1985:i:2:p:185-210)
  by Aly, Emad-Eldin A. A. & Csörgo, Miklós & Horváth, Lajos
• Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (RePEc:eee:jmvana:v:169:y:2019:i:c:p:138-165)
  by Horváth, Lajos & Rice, Gregory
• Testing normality of data on a multivariate grid (RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x20302219)
  by Horváth, Lajos & Kokoszka, Piotr & Wang, Shixuan
• Change point analysis of covariance functions: A weighted cumulative sum approach (RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x2100155x)
  by Horváth, Lajos & Rice, Gregory & Zhao, Yuqian
• Testing for changes in linear models using weighted residuals (RePEc:eee:jmvana:v:198:y:2023:i:c:s0047259x23000568)
  by Horváth, Lajos & Rice, Gregory & Zhao, Yuqian
• Approximation of intermediate quantile processes (RePEc:eee:jmvana:v:21:y:1987:i:2:p:250-262)
  by Csörgo, Miklós & Horváth, Lajos
• Asymptotics of conditional empirical processes (RePEc:eee:jmvana:v:26:y:1988:i:2:p:184-206)
  by Horváth, Lajos & Yandell, Brian S.
• Invariance principles for changepoint problems (RePEc:eee:jmvana:v:27:y:1988:i:1:p:151-168)
  by Csörgo, Miklós & Horváth, Lajos
• The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability (RePEc:eee:jmvana:v:31:y:1989:i:1:p:148-159)
  by Horváth, Lajos
• On the asymptotic distributions of weighted uniform multivariate empirical processes (RePEc:eee:jmvana:v:36:y:1991:i:1:p:127-143)
  by Horváth, Lajos
• Rényi-type empirical processes (RePEc:eee:jmvana:v:41:y:1992:i:2:p:338-358)
  by Csörgo, Miklós & Horváth, Lajos
• Limit theorems for change in linear regression (RePEc:eee:jmvana:v:48:y:1994:i:1:p:43-69)
  by Gombay, Edit & Horváth, Lajos
• On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models (RePEc:eee:jmvana:v:56:y:1996:i:1:p:120-152)
  by Gombay, Edit & Horváth, Lajos
• Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes (RePEc:eee:jmvana:v:68:y:1999:i:1:p:96-119)
  by Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef
• Change-Point Detection in Long-Memory Processes (RePEc:eee:jmvana:v:78:y:2001:i:2:p:218-234)
  by Horváth, Lajos
• Limit results for the empirical process of squared residuals in GARCH models (RePEc:eee:spapps:v:105:y:2003:i:2:p:271-298)
  by Berkes, István & Horváth, Lajos
• Limit theorems for permutations of empirical processes with applications to change point analysis (RePEc:eee:spapps:v:117:y:2007:i:12:p:1870-1888)
  by Horváth, Lajos & Shao, Qi-Man
• The central limit theorem for sums of trimmed variables with heavy tails (RePEc:eee:spapps:v:122:y:2012:i:2:p:449-465)
  by Berkes, István & Horváth, Lajos
• Weak invariance principles for sums of dependent random functions (RePEc:eee:spapps:v:123:y:2013:i:2:p:385-403)
  by Berkes, István & Horváth, Lajos & Rice, Gregory
• Strong approximation of renewal processes (RePEc:eee:spapps:v:18:y:1984:i:1:p:127-138)
  by Horváth, Lajos
• Stability and instability of local time of random walk in random environment (RePEc:eee:spapps:v:25:y:1987:i::p:185-202)
  by Csörgo, Miklós & Horváth, Lajos & Révész, Pál
• On the tail behaviour of quantile processes (RePEc:eee:spapps:v:25:y:1987:i::p:57-72)
  by Horváth, Lajos
• A note on strong approximations of multivariate empirical processes (RePEc:eee:spapps:v:28:y:1988:i:1:p:101-109)
  by Csörgo, Miklós & Horváth, Lajos
• Rate of convergence in limit theorems for Brownian excursions (RePEc:eee:spapps:v:39:y:1991:i:1:p:55-64)
  by Horváth, Lajos
• Short distances on the line (RePEc:eee:spapps:v:39:y:1991:i:1:p:65-80)
  by Horváth, Lajos
• Change in autoregressive processes (RePEc:eee:spapps:v:44:y:1993:i:2:p:221-242)
  by Horváth, Lajos
• Convergence of integrals of uniform empirical and quantile processes (RePEc:eee:spapps:v:45:y:1993:i:2:p:283-294)
  by Csörgo, Miklós & Horváth, Lajos & Shao, Qi-Man
• An application of the maximum likelihood test to the change-point problem (RePEc:eee:spapps:v:50:y:1994:i:1:p:161-171)
  by Gombay, Edit & Horváth, Lajos
• Weight functions and pathwise local central limit theorems (RePEc:eee:spapps:v:59:y:1995:i:1:p:105-123)
  by Horvath, Lajos & Khoshnevisan, Davar
• Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence (RePEc:eee:spapps:v:63:y:1996:i:1:p:117-137)
  by Horvàth, Lajos & Shao, Qi-Man
• Logarithmic averages of stable random variables are asymptotically normal (RePEc:eee:spapps:v:77:y:1998:i:1:p:35-51)
  by Berkes, István & Horváth, Lajos & Khoshnevisan, Davar
• The logarithmic average of sample extremes is asymptotically normal (RePEc:eee:spapps:v:91:y:2001:i:1:p:77-98)
  by Berkes, István & Horváth, Lajos
• A goodness-of-fit test for exponential families (RePEc:eee:stapro:v:15:y:1992:i:3:p:235-239)
  by Gombay, Edit & Horváth, Lajos
• A note on dichotomy theorems for integrals of stable processes (RePEc:eee:stapro:v:19:y:1994:i:1:p:45-49)
  by Horváth, Lajos & Shao, Qi-Man
• Strong approximation of certain stopped sums (RePEc:eee:stapro:v:2:y:1984:i:3:p:181-185)
  by Horváth, Lajos
• Lp-functionals for change point detection in random coefficient autoregressive models (RePEc:eee:stapro:v:201:y:2023:i:c:s0167715223000536)
  by Horváth, Lajos & Trapani, Lorenzo
• A note on the change-point problem for angular data (RePEc:eee:stapro:v:27:y:1996:i:1:p:61-65)
  by Csörgo, Miklós & Horváth, Lajos
• Approximation for Abel sums of independent, identically distributed random variables (RePEc:eee:stapro:v:3:y:1985:i:4:p:221-225)
  by Horváth, Lajos
• Between local and global logarithmic averages (RePEc:eee:stapro:v:30:y:1996:i:4:p:369-378)
  by Berkes, István & Horváth, Lajos
• Almost sure central limit theorems under minimal conditions (RePEc:eee:stapro:v:37:y:1998:i:1:p:67-76)
  by Berkes, István & Csáki, Endre & Horváth, Lajos
• Estimation of influence functions (RePEc:eee:stapro:v:4:y:1986:i:2:p:81-85)
  by Burke, Murray D. & Horváth, Lajos
• How large must be the difference between local time and mesure du voisinage of Brownian motion? (RePEc:eee:stapro:v:4:y:1986:i:4:p:161-166)
  by Csörgo, Miklós & Horváth, Lajos & Révész, Pál
• Approximations of weighted empirical and quantile processes (RePEc:eee:stapro:v:4:y:1986:i:6:p:275-280)
  by Csörgóo, Miklós & Horváth, Lajos
• On the best approximation for bootstrapped empirical processes (RePEc:eee:stapro:v:41:y:1999:i:2:p:117-122)
  by Horváth, Lajos & Steinebach, Josef
• Limit theorems for short distances in (RePEc:eee:stapro:v:45:y:1999:i:3:p:261-268)
  by Eastwood, Vera R. & Horváth, Lajos
• Approximations for weighted bootstrap processes with an application (RePEc:eee:stapro:v:48:y:2000:i:1:p:59-70)
  by Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef
• On the estimation of spread rate for a biological population (RePEc:eee:stapro:v:51:y:2001:i:3:p:225-234)
  by Clark, Jim & Horváth, Lajos & Lewis, Mark
• The rate of consistency of the quasi-maximum likelihood estimator (RePEc:eee:stapro:v:61:y:2003:i:2:p:133-143)
  by Berkes, István & Horváth, Lajos
• A bootstrap approximation to a unit root test statistic for heavy-tailed observations (RePEc:eee:stapro:v:62:y:2003:i:2:p:163-173)
  by Horváth, Lajos & Kokoszka, Piotr
• Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models (RePEc:eee:stapro:v:65:y:2003:i:4:p:331-342)
  by Horváth, Lajos & Zitikis, Ricardas
• Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models (RePEc:eee:stapro:v:66:y:2004:i:2:p:91-103)
  by Horváth, Lajos & Zitikis, Ricardas
• Delay time in sequential detection of change (RePEc:eee:stapro:v:67:y:2004:i:3:p:221-231)
  by Aue, Alexander & Horváth, Lajos
• Testing for parameter constancy in GARCH(p,q) models (RePEc:eee:stapro:v:70:y:2004:i:4:p:263-273)
  by Berkes, Istvan & Horváth, Lajos & Kokoszka, Piotr
• Rescaled range analysis in the presence of stochastic trend (RePEc:eee:stapro:v:77:y:2007:i:12:p:1165-1175)
  by Aue, Alexander & Horváth, Lajos & Steinebach, Josef
• On sequential detection of parameter changes in linear regression (RePEc:eee:stapro:v:77:y:2007:i:9:p:885-895)
  by Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef
• The functional central limit theorem for a family of GARCH observations with applications (RePEc:eee:stapro:v:78:y:2008:i:16:p:2725-2730)
  by Berkes, István & Hörmann, Siegfried & Horváth, Lajos
• On best possible approximations of local time (RePEc:eee:stapro:v:8:y:1989:i:4:p:301-306)
  by Csörgo, Miklós & Horváth, Lajos
• On the central limit theorem for modulus trimmed sums (RePEc:eee:stapro:v:86:y:2014:i:c:p:61-67)
  by Bazarova, Alina & Berkes, István & Horváth, Lajos
• Empirical Process of the Squared Residuals of an ARCH Sequence (RePEc:fth:aixmeq:99a44)
  by Horvath, L. & Kokoszka, P. & Teyssiere, G.
• Limit Laws in Transaction-Level Asset Price Models (RePEc:hal:journl:hal-00583372)
  by Alexander Aue & Lajos Horváth & Clifford M. Hurvich & Philippe Soulier
• Sequential monitoring of changes in dynamic linear models, applied to the US housing market (RePEc:hal:journl:hal-03323683)
  by Horváth, L. & Liu, Z. & Lu, S.
• A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis (RePEc:hal:journl:hal-03511284)
  by Ruanmin Cao & Lajos Horváth & Zhenya Liu & Yuqian Zhao
• Sequential Monitoring Of Changes In Dynamic Linear Models, Applied To The U.S. Housing Market (RePEc:hal:journl:hal-03511409)
  by Lajos Horváth & Zhenya Liu & Shanglin Lu
• Detecting common breaks in the means of high dimensional cross-dependent panels (RePEc:hal:journl:hal-03511434)
  by Lajos Horváth & Zhenya Liu & Gregory Rice & Yuqian Zhao
• How to identify the different phases of stock market bubbles statistically? (RePEc:hal:journl:hal-03511435)
  by Lajos Horváth & Hemei Li & Zhenya Liu
• A functional time series analysis of forward curves derived from commodity futures (RePEc:hal:journl:hal-03513421)
  by Lajos Horváth & Zhenya Liu & Gregory Rice & Shixuan Wang
• Unknown item RePEc:inm:ormoor:v:17:y:1992:i:2:p:487-508 (article)
• A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis (RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-019-00791-x)
  by Ruanmin Cao & Lajos Horváth & Zhenya Liu & Yuqian Zhao
• Testing for randomness in a random coefficient autoregression model (RePEc:not:notgts:18/03)
  by Lajos Horvath & Lorenzo Trapani
• The maximally selected likelihood ratio test in random coefficient models (RePEc:oup:emjrnl:v:27:y:2024:i:3:p:384-411.)
  by Lajos Horváth & Lorenzo Trapani & Jeremy Vander
• Variance Targeting Estimation of Multivariate GARCH Models (RePEc:oup:jfinec:v:14:y:2016:i:2:p:353-382.)
  by Christian Francq & Lajos Horváth & Jean-Michel Zakoïan
• Sample and Implied Volatility in GARCH Models (RePEc:oup:jfinec:v:4:y:2006:i:4:p:617-635)
  by Lajos Horváth & Piotr Kokoszka & Ricardas Zitikis
• Merits and Drawbacks of Variance Targeting in GARCH Models (RePEc:oup:jfinec:v:9:y:2011:i:4:p:619-656)
  by Christian Francq & Lajos Horváth
• Merits and drawbacks of variance targeting in GARCH models (RePEc:pra:mprapa:15143)
  by Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel
• Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space (RePEc:pra:mprapa:16669)
  by Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel
• Variance targeting estimation of multivariate GARCH models (RePEc:pra:mprapa:57794)
  by Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel
• Functional generalized autoregressive conditional heteroskedasticity (RePEc:pra:mprapa:67702)
  by Aue, Alexander & Horvath, Lajos & Pellatt, Daniel
• Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models (RePEc:pra:mprapa:87837)
  by Barassi, Marco & Horvath, Lajos & Zhao, Yuqian
• Confidence bands for quantile function under random censorship (RePEc:spr:aistmt:v:42:y:1990:i:1:p:21-36)
  by Chang-Jo Chung & Miklós Csörgő & Lajos Horváth
• Detection of Changes in Linear Sequences (RePEc:spr:aistmt:v:49:y:1997:i:2:p:271-283)
  by Lajos Horváth
• Change-Point Detection in Angular Data (RePEc:spr:aistmt:v:53:y:2001:i:3:p:552-566)
  by Irina Grabovsky & Lajos Horváth
• Limit Theorems for Logarithmic Averages of Fractional Brownian Motions (RePEc:spr:jotpro:v:12:y:1999:i:4:d:10.1023_a:1021641020103)
  by István Berkes & Lajos Horváth
• On Functional Versions of the Arc-Sine Law (RePEc:spr:jotpro:v:23:y:2010:i:1:d:10.1007_s10959-008-0181-7)
  by István Berkes & Siegfried Hörmann & Lajos Horváth
• On the Extremal Theory of Continued Fractions (RePEc:spr:jotpro:v:29:y:2016:i:1:d:10.1007_s10959-014-0577-5)
  by Alina Bazarova & István Berkes & Lajos Horváth
• Monitoring shifts in mean: Asymptotic normality of stopping times (RePEc:spr:testjl:v:17:y:2008:i:3:p:515-530)
  by Alexander Aue & Lajos Horváth & Piotr Kokoszka & Josef Steinebach
• Effect of aggregation on estimators in AR(1) sequence (RePEc:spr:testjl:v:18:y:2009:i:3:p:546-567)
  by Lajos Horváth & Remigijus Leipus
• Extensions of some classical methods in change point analysis (RePEc:spr:testjl:v:23:y:2014:i:2:p:219-255)
  by Lajos Horváth & Gregory Rice
• Rejoinder on: Extensions of some classical methods in change point analysis (RePEc:spr:testjl:v:23:y:2014:i:2:p:287-290)
  by Lajos Horváth & Gregory Rice
• Comments on: Shape-based functional data analysis by Wu, Huang and Srivastava (RePEc:spr:testjl:v:33:y:2024:i:1:d:10.1007_s11749-023-00918-2)
  by Lajos Horváth
• Change point detection in high dimensional data with U-statistics (RePEc:spr:testjl:v:33:y:2024:i:2:d:10.1007_s11749-023-00900-y)
  by B. Cooper Boniece & Lajos Horváth & Peter M. Jacobs
• Structural breaks in panel data: Large number of panels and short length time series (RePEc:taf:emetrv:v:38:y:2019:i:7:p:828-855)
  by Jaromír Antoch & Jan Hanousek & Lajos Horváth & Marie Hušková & Shixuan Wang
• Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models (RePEc:taf:jnlbes:v:38:y:2020:i:2:p:340-349)
  by Marco Barassi & Lajos Horváth & Yuqian Zhao
• A New Class of Change Point Test Statistics of Rényi Type (RePEc:taf:jnlbes:v:38:y:2020:i:3:p:570-579)
  by Lajos Horváth & Curtis Miller & Gregory Rice
• Testing Stability in Functional Event Observations with an Application to IPO Performance (RePEc:taf:jnlbes:v:41:y:2023:i:4:p:1262-1273)
  by Lajos Horváth & Zhenya Liu & Gregory Rice & Shixuan Wang & Yaosong Zhan
• Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (RePEc:taf:jnlbes:v:41:y:2023:i:4:p:1300-1314)
  by Lajos Horváth & Lorenzo Trapani
• Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence (RePEc:taf:jnlbes:v:42:y:2024:i:4:p:1331-1343)
  by Lajos Horváth & Piotr Kokoszka & Shanglin Lu
• Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series (RePEc:taf:lstaxx:v:38:y:2009:i:16-17:p:2872-2883)
  by Edit Gombay & Lajos Horváth
• Change point tests in functional factor models with application to yield curves (RePEc:wly:emjrnl:v:20:y:2017:i:1:p:86-117)
  by Patrick Bardsley & Lajos Horváth & Piotr Kokoszka & Gabriel Young
• Breaks in term structures: Evidence from the oil futures markets (RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2317-2341)
  by Lajos Horváth & Zhenya Liu & Curtis Miller & Weiqing Tang
• Empirical process of the squared residuals of an ARCH sequence (RePEc:zbw:sfb373:199987)
  by Horvath, Lajos & Kokoszka, Piotr & Teyssière, Gilles