Lajos Horváth

18 papers Journal 18
YearRankTypeTitle / Venue / Authors
2023 J jnl
Testing for changes in linear models using weighted residuals.
J. Multivar. Anal.
Lajos Horváth, Gregory Rice, Yuqian Zhao
2022 J jnl
Change point analysis of covariance functions: A weighted cumulative sum approach.
J. Multivar. Anal.
Lajos Horváth, Gregory Rice, Yuqian Zhao
2020 J jnl
Testing normality of data on a multivariate grid.
J. Multivar. Anal.
Lajos Horváth, Piotr Kokoszka, Shixuan Wang
2019 J jnl
Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models.
J. Multivar. Anal.
Lajos Horváth, Gregory Rice
2016 J jnl
Adaptive bandwidth selection in the long run covariance estimator of functional time series.
Comput. Stat. Data Anal.
Lajos Horváth, Gregory Rice, Stephen Whipple
2016 J jnl
On the asymptotic normality of kernel estimators of the long run covariance of functional time series.
J. Multivar. Anal.
István Berkes, Lajos Horváth, Gregory Rice
2014 J jnl
Functional data analysis with increasing number of projections.
J. Multivar. Anal.
Stefan Fremdt, Lajos Horváth, Piotr Kokoszka, Josef G. Steinebach
2013 J jnl
Change-point detection in multinomial data using phi-divergence test statistics.
J. Multivar. Anal.
Apostolos Batsidis, Lajos Horváth, Nirian Martín, Leandro Pardo, Kostas Zografos
2013 J jnl
Test of independence for functional data.
J. Multivar. Anal.
Lajos Horváth, Marie Husková, Gregory Rice
2012 J jnl
Detecting changes in functional linear models.
J. Multivar. Anal.
Lajos Horváth, Ron Reeder
2010 J jnl
Testing the stability of the functional autoregressive process.
J. Multivar. Anal.
Lajos Horváth, Marie Husková, Piotr Kokoszka
2009 J jnl
Estimation of a change-point in the mean function of functional data.
J. Multivar. Anal.
Alexander Aue, Robertas Gabrys, Lajos Horváth, Piotr Kokoszka
2009 J jnl
Extreme value theory for stochastic integrals of Legendre polynomials.
J. Multivar. Anal.
Alexander Aue, Lajos Horváth, Marie Husková
2005 J jnl
Almost sure convergence of the Bartlett estimator.
Period. Math. Hung.
István Berkes, Lajos Horváth, Piotr Kokoszka, Qi-Man Shao
2003 J jnl
Approximations for the maximum of a vector-valued stochastic process with drift.
Period. Math. Hung.
Alexander Aue, Lajos Horváth
2003 J jnl
Approximations for the maximum of stochastic processes with drift.
Kybernetika
István Berkes, Lajos Horváth
2000 J jnl
Strong Laws for
Period. Math. Hung.
István Berkes, Lajos Horváth, Qui-Man Shao, Josef G. Steinebach
1992 J jnl
Strong Approximations of Open Queueing Networks.
Math. Oper. Res.
Lajos Horváth