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Lajos Horvath - Publications

Affiliations: 
University of Utah, Salt Lake City, UT 
Area:
Mathematics
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203 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Górecki T, Horváth L, Kokoszka P. Tests of Normality of Functional Data International Statistical Review. DOI: 10.1111/Insr.12362  0.33
2020 Horváth L, Miller C, Rice G. A new class of change point test statistics of Rényi type Journal of Business & Economic Statistics. 38: 570-579. DOI: 10.1080/07350015.2018.1537923  0.376
2020 Barassi M, Horváth L, Zhao Y. Change point detection in the conditional correlation structure of multivariate volatility models Journal of Business & Economic Statistics. 38: 340-349. DOI: 10.1080/07350015.2018.1505630  0.368
2020 Horváth L, Kokoszka P, Wang S. Testing normality of data on a multivariate grid Journal of Multivariate Analysis. 179: 104640. DOI: 10.1016/J.Jmva.2020.104640  0.411
2020 Horváth L, Liu Z, Rice G, Wang S. Sequential monitoring for changes from stationarity to mild non-stationarity Journal of Econometrics. 215: 209-238. DOI: 10.1016/J.Jeconom.2019.08.010  0.395
2020 Horváth L, Liu Z, Rice G, Wang S. A Functional Time Series Analysis of Forward Curves Derived from Commodity Futures International Journal of Forecasting. 36: 646-665. DOI: 10.1016/J.Ijforecast.2019.08.003  0.353
2019 Antoch J, Hanousek J, Horváth L, Hušková M, Wang S. Structural Breaks in Panel Data: Large Number of Panels and Short Length Time Series Econometric Reviews. 38: 828-855. DOI: 10.1080/07474938.2018.1454378  0.405
2019 Horváth L, Rice G. Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models Journal of Multivariate Analysis. 169: 138-165. DOI: 10.1016/J.Jmva.2018.07.001  0.409
2019 Horváth L, Trapani L. Testing for randomness in a random coefficient autoregression model Journal of Econometrics. 209: 338-352. DOI: 10.1016/J.Jeconom.2019.01.005  0.384
2018 Górecki T, Hörmann S, Horváth L, Kokoszka P. Testing Normality of Functional Time Series Journal of Time Series Analysis. 39: 471-487. DOI: 10.1111/Jtsa.12281  0.388
2017 Horváth L, Pouliot W, Wang S. Detecting at‐Most‐m Changes in Linear Regression Models Journal of Time Series Analysis. 38: 552-590. DOI: 10.1111/Jtsa.12228  0.343
2017 Aue A, Horváth L, Pellatt DF. Functional generalized autoregressive conditional heteroskedasticity Journal of Time Series Analysis. 38: 3-21. DOI: 10.1111/Jtsa.12192  0.421
2017 Bardsley P, Horváth L, Kokoszka P, Young G. Change point tests in functional factor models with application to yield curves Econometrics Journal. 20: 86-117. DOI: 10.1111/Ectj.12075  0.41
2017 Horváth L, Hušková M, Rice G, Wang J. Asymptotic Properties Of The Cusum Estimator For The Time Of Change In Linear Panel Data Models Econometric Theory. 33: 366-412. DOI: 10.1017/S0266466615000468  0.45
2017 Górecki T, Horváth L, Kokoszka P. Change point detection in heteroscedastic time series Econometrics and Statistics. 7: 63-88. DOI: 10.1016/J.Ecosta.2017.07.005  0.422
2016 Francq C, Horváth L, Zakoïan J. Variance targeting estimation of multivariate GARCH models Journal of Financial Econometrics. 14: 353-382. DOI: 10.1093/Jjfinec/Nbu030  0.437
2016 Berkes I, Horváth L, Rice G. On the asymptotic normality of kernel estimators of the long run covariance of functional time series Journal of Multivariate Analysis. 144: 150-175. DOI: 10.1016/J.Jmva.2015.11.005  0.424
2016 Horváth L, Trapani L. Statistical inference in a random coefficient panel model Journal of Econometrics. 193: 54-75. DOI: 10.1016/J.Jeconom.2016.01.006  0.414
2016 Horváth L, Rice G, Whipple S. Adaptive bandwidth selection in the long run covariance estimator of functional time series Computational Statistics & Data Analysis. 100: 676-693. DOI: 10.1016/J.Csda.2014.06.008  0.405
2015 Horváth L, Rice G. Testing Equality Of Means When The Observations Are From Functional Time Series Journal of Time Series Analysis. 36: 84-108. DOI: 10.1111/Jtsa.12095  0.393
2015 Horváth L, Rice G. Testing for independence between functional time series Journal of Econometrics. 189: 371-382. DOI: 10.1016/J.Jeconom.2015.03.030  0.414
2015 Horváth L, Rice G. An introduction to functional data analysis and a principal component approach for testing the equality of mean curves Revista Matematica Complutense. 28: 505-548. DOI: 10.1007/S13163-015-0169-7  0.38
2014 Aue A, Hormann S, Horvath L, Huskova M. Dependent Functional Linear Models With Applications To Monitoring Structural Change Statistica Sinica. 24: 1043-1073. DOI: 10.5705/Ss.2012.233  0.387
2014 Aue A, Horváth L, Hurvich CM, Soulier P. Limit Laws in Transaction-Level Asset Price Models Econometric Theory. 30: 536-579. DOI: 10.1017/S0266466613000406  0.444
2014 Bazarova A, Berkes I, Horváth L. On the central limit theorem for modulus trimmed sums Statistics & Probability Letters. 86: 61-67. DOI: 10.1016/J.Spl.2013.12.006  0.374
2014 Bazarova A, Berkes I, Horváth L. Trimmed stable AR(1) processes Stochastic Processes and Their Applications. 124: 3441-3462. DOI: 10.1016/J.Spa.2014.05.001  0.339
2014 Fremdt S, Horváth L, Kokoszka P, Steinebach JG. Functional data analysis with increasing number of projections Journal of Multivariate Analysis. 124: 313-332. DOI: 10.1016/J.Jmva.2013.11.009  0.398
2014 Horváth L, Kokoszka P, Rice G. Testing stationarity of functional time series Journal of Econometrics. 179. DOI: 10.1016/J.Jeconom.2013.11.002  0.406
2014 Horváth L, Rice G. Rejoinder on: Extensions of some classical methods in change point analysis Test. 23: 287-290. DOI: 10.1007/S11749-014-0375-5  0.388
2014 Horváth L, Rice G. Extensions of some classical methods in change point analysis Test. 23: 219-255. DOI: 10.1007/S11749-014-0368-4  0.368
2013 Aue A, Horváth L. Structural breaks in time series Journal of Time Series Analysis. 34: 1-16. DOI: 10.1111/J.1467-9892.2012.00819.X  0.321
2013 Horváth L, Kokoszka P, Reeder R. Estimation of the mean of functional time series and a two-sample problem Journal of the Royal Statistical Society. Series B: Statistical Methodology. 75: 103-122. DOI: 10.1111/J.1467-9868.2012.01032.X  0.59
2013 Fremdt S, Steinebach JG, Horváth L, Kokoszka P. Testing the Equality of Covariance Operators in Functional Samples Scandinavian Journal of Statistics. 40: 138-152. DOI: 10.1111/J.1467-9469.2012.00796.X  0.423
2013 Hörmann S, Horváth L, Reeder R. A Functional Version Of The Arch Model Econometric Theory. 29: 267-288. DOI: 10.1017/S0266466612000345  0.56
2013 Berkes I, Horváth L, Rice G. Weak invariance principles for sums of dependent random functions Stochastic Processes and Their Applications. 123: 385-403. DOI: 10.1016/J.Spa.2012.10.003  0.352
2013 Chan J, Horváth L, Hušková M. Darling–Erdős limit results for change-point detection in panel data Journal of Statistical Planning and Inference. 143: 955-970. DOI: 10.1016/J.Jspi.2012.11.004  0.441
2013 Batsidis A, Horváth L, Martín N, Pardo L, Zografos K. Change-point detection in multinomial data using phi-divergence test statistics Journal of Multivariate Analysis. 118: 53-66. DOI: 10.1016/J.Jmva.2013.03.008  0.448
2013 HorváTh L, HušKová M, Rice G. Test of independence for functional data Journal of Multivariate Analysis. 117: 100-119. DOI: 10.1016/J.Jmva.2013.02.005  0.41
2012 Berkes I, Horváth L, Schauer J. Asymptotic Behavior Of Trimmed Sums Stochastics and Dynamics. 12: 1150002. DOI: 10.1142/S0219493712003602  0.407
2012 Horváth L, Hušková M. Change-point detection in panel data Journal of Time Series Analysis. 33: 631-648. DOI: 10.1111/J.1467-9892.2012.00796.X  0.448
2012 Aue A, Hörmann S, Horváth L, Hušková M, Steinebach JG. Sequential Testing For The Stability Of High-Frequency Portfolio Betas Econometric Theory. 28: 804-837. DOI: 10.1017/S0266466611000673  0.314
2012 Berkes I, Horváth L. The central limit theorem for sums of trimmed variables with heavy tails Stochastic Processes and Their Applications. 122: 449-465. DOI: 10.1016/J.Spa.2011.10.005  0.376
2012 Aue A, Horváth L, Kühn M, Steinebach J. On the reaction time of moving sum detectors Journal of Statistical Planning and Inference. 142: 2271-2288. DOI: 10.1016/J.Jspi.2012.02.053  0.346
2012 Horváth L, Reeder R. Detecting changes in functional linear models Journal of Multivariate Analysis. 111: 310-334. DOI: 10.1016/J.Jmva.2012.04.007  0.582
2012 Aue A, Horváth L, Hušková M. Segmenting mean-nonstationary time series via trending regressions Journal of Econometrics. 168: 367-381. DOI: 10.1016/J.Jeconom.2012.02.003  0.422
2011 Berkes I, Horváth L, Schauer J. Asymptotics of trimmed CUSUM statistics Bernoulli. 17: 1344-1367. DOI: 10.3150/10-Bej318  0.444
2011 Berkes I, Horváth L, Ling S, Schauer J. Testing for Structural Change of AR Model to Threshold AR Model Journal of Time Series Analysis. 32: 547-565. DOI: 10.1111/J.1467-9892.2010.00714.X  0.41
2011 Francq C, Horvath L, Zakoian J. Merits and Drawbacks of Variance Targeting in GARCH Models Journal of Financial Econometrics. 9: 619-656. DOI: 10.1093/Jjfinec/Nbr004  0.376
2010 Berkes I, Horváth L, kova MH, Steinebach J. Applications Of Permutations To The Simulations Of Critical Values Journal of Nonparametric Statistics. 16: 197-216. DOI: 10.1080/10485250310001624747  0.392
2010 Francq C, Horvath L, Zakoïan J. Sup-Tests For Linearity In A General Nonlinear Ar(1) Model Econometric Theory. 26: 965-993. DOI: 10.1017/S0266466609990430  0.406
2010 Horváth L, Hušková M, Kokoszka P. Testing the stability of the functional autoregressive process Journal of Multivariate Analysis. 101: 352-367. DOI: 10.1016/J.Jmva.2008.12.008  0.467
2010 Berkes II, Hörmann S, Horvath L. On Functional Versions of the Arc-Sine Law Journal of Theoretical Probability. 23: 109-126. DOI: 10.1007/S10959-008-0181-7  0.32
2010 Berkes I, Horváth L, Schauer J. Non-central limit theorems for random selections Probability Theory and Related Fields. 147: 449-479. DOI: 10.1007/S00440-009-0212-Z  0.371
2010 Horváth L, Kokoszka P. Tests for error correlation in the functional linear model Journal of the American Statistical Association. 105: 1113-1125. DOI: 10.1007/978-1-4614-3655-3_11  0.375
2009 Aue A, Hörmann S, Horváth L, Reimherr M. Break detection in the covariance structure of multivariate time series models Annals of Statistics. 37: 4046-4087. DOI: 10.1214/09-Aos707  0.405
2009 Berkes I, Horváth L, Ling S. Estimation in nonstationary random coefficient autoregressive models Journal of Time Series Analysis. 30: 395-416. DOI: 10.1111/J.1467-9892.2009.00615.X  0.346
2009 Berkes I, Gabrys R, Horváth L, Kokoszka P. Detecting changes in the mean of functional observations Journal of the Royal Statistical Society. Series B: Statistical Methodology. 71: 927-946. DOI: 10.1111/J.1467-9868.2009.00713.X  0.423
2009 Gombay E, Horváth L. Sequential tests and change detection in the covariance structure of weakly stationary time series Communications in Statistics - Theory and Methods. 38: 2872-2883. DOI: 10.1080/03610920902947204  0.416
2009 Aue A, Horváth L, Hušková M, Ling S. On Distinguishing between Random Walk and Change in the Mean Alternatives Econometric Theory. 25: 411-441. DOI: 10.1017/S0266466608090130  0.369
2009 Berkes I, Gombay E, Horváth L. Testing for changes in the covariance structure of linear processes Journal of Statistical Planning and Inference. 139: 2044-2063. DOI: 10.1016/J.Jspi.2008.09.004  0.435
2009 Aue A, Gabrys R, Horváth L, Kokoszka P. Estimation of a change-point in the mean function of functional data Journal of Multivariate Analysis. 100: 2254-2269. DOI: 10.1016/J.Jmva.2009.04.001  0.427
2009 Aue A, Horváth L, Hušková M. Extreme value theory for stochastic integrals of Legendre polynomials Journal of Multivariate Analysis. 100: 1029-1043. DOI: 10.1016/J.Jmva.2008.10.004  0.402
2009 Aue A, Horváth L, Reimherr ML. Delay times of sequential procedures for multiple time series regression models Journal of Econometrics. 149: 174-190. DOI: 10.1016/J.Jeconom.2008.12.018  0.381
2009 Horváth L, Leipus R. Effect of aggregation on estimators in AR(1) sequence Test. 18: 546-567. DOI: 10.1007/S11749-008-0123-9  0.388
2009 Horváth L, Kokoszka P, Reimherr M. Two sample inference in functional linear models Canadian Journal of Statistics. 37: 571-591. DOI: 10.1002/Cjs.10035  0.412
2008 Aue A, Horváth L, Hušková M, Kokoszka P. Testing for changes in polynomial regression Bernoulli. 14: 637-660. DOI: 10.3150/08-Bej122  0.425
2008 Aue A, Berkes I, Horváth L. Selection from a stable box Bernoulli. 14: 125-139. DOI: 10.3150/07-Bej6014  0.353
2008 Horváth L, Kokoszka P. Sample autocovariances of long-memory time series Bernoulli. 14: 405-418. DOI: 10.3150/07-Bej113  0.352
2008 Horváth L, Kühn M, Steinebach J. On the Performance of the Fluctuation Test for Structural Change Sequential Analysis. 27: 126-140. DOI: 10.1080/07474940801989087  0.368
2008 Horváth L, Horváth Z, Zhou W. Asymptotic Properties Of Nonparametric Frontier Estimators Econometric Theory. 24: 1607-1627. DOI: 10.1017/S0266466608080638  0.392
2008 Berkes I, Hörmann S, Horváth L. The functional central limit theorem for a family of GARCH observations with applications Statistics & Probability Letters. 78: 2725-2730. DOI: 10.1016/J.Spl.2008.03.021  0.394
2008 Horváth L, Horváth Z, Zhou W. Confidence bands for ROC curves Journal of Statistical Planning and Inference. 138: 1894-1904. DOI: 10.1016/J.Jspi.2007.07.009  0.306
2008 Horváth L, Kokoszka P, Zitikis R. Distributional analysis of empirical volatility in GARCH processes Journal of Statistical Planning and Inference. 138: 3578-3589. DOI: 10.1016/J.Jspi.2007.02.014  0.398
2008 Aue A, Horváth L, Kokoszka P, Steinebach J. Monitoring shifts in mean: Asymptotic normality of stopping times Test. 17: 515-530. DOI: 10.1007/S11749-006-0041-7  0.427
2007 Aue A, Horváth L. A Limit Theorem For Mildly Explosive Autoregression With Stable Errors Econometric Theory. 23: 201-220. DOI: 10.1017/S0266466607070090  0.314
2007 Aue A, Horváth L, Steinebach J. Rescaled range analysis in the presence of stochastic trend Statistics & Probability Letters. 77: 1165-1175. DOI: 10.1016/J.Spl.2007.03.003  0.323
2007 Horváth L, Kokoszka P, Steinebach J. On sequential detection of parameter changes in linear regression Statistics and Probability Letters. 77: 885-895. DOI: 10.1016/J.Spl.2006.12.014  0.331
2007 Horváth L, Shao QM. Limit theorems for permutations of empirical processes with applications to change point analysis Stochastic Processes and Their Applications. 117: 1870-1888. DOI: 10.1016/J.Spa.2007.02.006  0.423
2006 Aue A, Berkes I, Horváth L. Strong approximation for the sums of squares of augmented GARCH sequences Bernoulli. 12: 583-608. DOI: 10.3150/Bj/1155735928  0.342
2006 Berkes I, Horváth L, Kokoszka P, Shao QIM. On discriminating between long-range dependence and changes in mean Annals of Statistics. 34: 1140-1165. DOI: 10.1214/009053606000000254  0.376
2006 Aue A, Horváth L, Hušková M, Kokoszka P. Change-point monitoring in linear models Econometrics Journal. 9: 373-403. DOI: 10.1111/J.1368-423X.2006.00190.X  0.376
2006 Horváth L, Kokoszka P, Zitikis R. Sample and implied volatility in GARCH models Journal of Financial Econometrics. 4: 617-635. DOI: 10.1093/Jjfinec/Nbl002  0.376
2006 Horváth L, Zitikis R. Testing goodness of fit based on densities of garch innovations Econometric Theory. 22: 457-482. DOI: 10.1017/S0266466606060221  0.404
2006 Horváth L, Kokoszka P, Zhang A. Monitoring constancy of variance in conditionally heteroskedastic time series Econometric Theory. 22: 373-402. DOI: 10.1017/S0266466606060191  0.391
2006 Berkes I, Horváth L. Convergence Of Integral Functionals Of Stochastic Processes Econometric Theory. 22: 304-322. DOI: 10.1017/S0266466606060130  0.363
2006 Horváth L, Kokoszka P, Zitikis R. Testing for stochastic dominance using the weighted McFadden-type statistic Journal of Econometrics. 133: 191-205. DOI: 10.1016/J.Jeconom.2005.03.013  0.372
2005 Horváth L, Hušková M. Testing for changes using permutations of U-statistics Journal of Statistical Planning and Inference. 128: 351-371. DOI: 10.1016/J.Jspi.2004.01.001  0.402
2005 Berkes I, Horváth L, Kokoszka P, Shao QM. Almost sure convergence of the Bartlett estimator Periodica Mathematica Hungarica. 51: 11-25. DOI: 10.1007/S10998-005-0017-5  0.375
2004 Berkes I, Horváth L. The efficiency of the estimators of the parameters in GARCH processes Annals of Statistics. 32: 633-655. DOI: 10.1214/009053604000000120  0.391
2004 Horváth L, Kokoszka P, Teyssière G. Bootstrap misspecification tests for arch based on the empirical process of squared residuals Journal of Statistical Computation and Simulation. 74: 469-485. DOI: 10.1080/0094965031000104314  0.392
2004 Berkes I, Horváth L, Kokoszka P. A weighted goodness-of-fit test for GARCH(1, 1) specification Lithuanian Mathematical Journal. 44: 1-17. DOI: 10.1023/B:Lima.0000019853.48790.02  0.385
2004 Berkes I, Gombay E, Horváth L, Kokoszka P. Sequential change-point detection in GARCH(p,q) models Econometric Theory. 20: 1140-1167. DOI: 10.1017/S0266466604206041  0.414
2004 Horváth L, Liese F. Lp-estimators in ARCH models Journal of Statistical Planning and Inference. 119: 277-309. DOI: 10.1016/S0378-3758(02)00488-3  0.374
2004 Berkes I, Horváth L, Kokoszka P. Testing for parameter constancy in GARCH(p, q) models Statistics and Probability Letters. 70: 263-273. DOI: 10.1016/J.Spl.2004.10.010  0.353
2004 Aue A, Horváth L. Delay time in sequential detection of change Statistics & Probability Letters. 67: 221-231. DOI: 10.1016/J.Spl.2004.01.002  0.389
2004 Horváth L, Hušková M, Kokoszka P, Steinebach J. Monitoring changes in linear models Journal of Statistical Planning and Inference. 126: 225-251. DOI: 10.1016/J.Jspi.2003.07.014  0.37
2003 Berkes I, Horváth L. Correction: Strong approximation of the empirical process of GARCH sequences Annals of Applied Probability. 13: 389-389. DOI: 10.1214/Aoap/1042765672  0.309
2003 Aue A, Horváth L. Approximations For The Maximum Of A Vector-Valued Stochastic Process With Drift Periodica Mathematica Hungarica. 47: 1-15. DOI: 10.1023/B:Mahu.0000010807.67937.19  0.352
2003 Berkes I, Horváth L, Kokoszka P. Estimation of the maximal moment exponent of a GARCH(1,1) sequence Econometric Theory. 19: 565-586. DOI: 10.1017/S0266466603194030  0.383
2003 Berkes I, Horváth L, Kokoszka P. Asymptotics for GARCH squared residual correlations Econometric Theory. 19: 515-540. DOI: 10.1017/S0266466603194017  0.36
2003 Berkes I, Horváth L. Limit results for the empirical process of squared residuals in GARCH models Stochastic Processes and Their Applications. 105: 271-298. DOI: 10.1016/S0304-4149(03)00004-8  0.43
2003 Horváth L, Kokoszka P. A bootstrap approximation to a unit root test statistic for heavy-tailed observations Statistics & Probability Letters. 62: 163-173. DOI: 10.1016/S0167-7152(03)00007-5  0.396
2003 Berkes I, Horváth L. The rate of consistency of the quasi-maximum likelihood estimator Statistics & Probability Letters. 61: 133-143. DOI: 10.1016/S0167-7152(02)00342-5  0.35
2003 Horváth L, Zitikis R. Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models Statistics and Probability Letters. 65: 331-342. DOI: 10.1016/J.Spl.2003.06.006  0.326
2002 Horváth L, Kokoszka P. Change-point detection with non-parametric regression Statistics. 36: 9-31. DOI: 10.1080/02331880210930  0.358
2002 Gombay E, Horváth L. Rates of convergence for U-statistic processes and their bootstrapped versions Journal of Statistical Planning and Inference. 102: 247-272. DOI: 10.1016/S0378-3758(01)00085-4  0.43
2001 Clark JS, Lewis M, Horvath L. Invasion by extremes: population spread with variation in dispersal and reproduction. The American Naturalist. 157: 537-54. PMID 18707261 DOI: 10.1086/319934  0.384
2001 Berkes I, Horváth L, Chen X. Central limit theorems for logarithmic averages Studia Scientiarum Mathematicarum Hungarica. 38: 79-96. DOI: 10.1556/Sscmath.38.2001.1-4.6  0.36
2001 Horváth L, Kokoszka P, Teyssière G. Empirical process of the squared residuals of an ARCH sequence Annals of Statistics. 29: 445-469. DOI: 10.1214/Aos/1009210548  0.442
2001 Berkes I, Horváth L. Strong approximation of the empirical process of Garch sequences Annals of Applied Probability. 11: 789-809. DOI: 10.1214/Aoap/1015345349  0.307
2001 Grabovsky I, Horváth L. Change-point detection in angular data Annals of the Institute of Statistical Mathematics. 53: 552-566. DOI: 10.1023/A:1014677314687  0.758
2001 Horváth L, Kokoszka P. LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH( p ) SQUARED RESIDUAL CORRELATIONS Econometric Theory. 17: 283-295. DOI: 10.1017/S0266466601172014  0.41
2001 Berkes I, Horváth L. The logarithmic average of sample extremes is asymptotically normal Stochastic Processes and Their Applications. 91: 77-98. DOI: 10.1016/S0304-4149(00)00056-9  0.354
2001 Clark J, Horváth L, Lewis M. On the estimation of spread rate for a biological population Statistics & Probability Letters. 51: 225-234. DOI: 10.1016/S0167-7152(00)00123-1  0.383
2001 Horváth L. Change-Point Detection in Long-Memory Processes Journal of Multivariate Analysis. 78: 218-234. DOI: 10.1006/Jmva.2000.1947  0.368
2000 Berkes I, Horváth L, Shao Q, Steinebach JG. Strong Laws for L p -Norms of Empirical and Related Processes Periodica Mathematica Hungarica. 41: 35-69. DOI: 10.1023/A:1010352018367  0.306
2000 Horváth L. Approximations for hybrids of empirical and partial sums processes Journal of Statistical Planning and Inference. 88: 1-18. DOI: 10.1016/S0378-3758(99)00207-4  0.383
2000 Horváth L, Steinebach J. Testing for changes in the mean or variance of a stochastic process under weak invariance Journal of Statistical Planning and Inference. 91: 365-376. DOI: 10.1016/S0378-3758(00)00188-9  0.427
2000 Grabovsky I, Horváth L, Hušková M. Limit theorems for kernel-type estimators for the time of change Journal of Statistical Planning and Inference. 89: 25-56. DOI: 10.1016/S0378-3758(00)00100-2  0.772
2000 Horváth L, Kokoszka P, Steinebach J. Approximations for weighted bootstrap processes with an application Statistics & Probability Letters. 48: 59-70. DOI: 10.1016/S0167-7152(99)00190-X  0.326
1999 Horváth L, Shao Q. Limit Theorems For Quadratic Forms With Applications To Whittle'S Estimate Annals of Applied Probability. 9: 146-187. DOI: 10.1214/Aoap/1029962600  0.469
1999 Eastwood VR, Horváth L. Limit theorems for short distances in Statistics & Probability Letters. 45: 261-268. DOI: 10.1016/S0167-7152(99)00066-8  0.348
1999 Horváth L, Steinebach J. On the best approximation for bootstrapped empirical processes Statistics & Probability Letters. 41: 117-122. DOI: 10.1016/S0167-7152(98)00125-4  0.327
1999 Horváth L, Kokoszka P, Steinebach J. Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes Journal of Multivariate Analysis. 68: 96-119. DOI: 10.1006/Jmva.1998.1780  0.427
1999 Gombay E, Horváth L. Change‐points and bootstrap Environmetrics. 10: 725-736. DOI: 10.1002/(Sici)1099-095X(199911/12)10:6<725::Aid-Env387>3.0.Co;2-K  0.353
1998 Horváth L. Tests for changes under random censorship Journal of Statistical Planning and Inference. 69: 229-243. DOI: 10.1016/S0378-3758(97)00166-3  0.451
1998 Berkes I, Horváth L, Khoshnevisan D. Logarithmic averages of stable random variables are asymptotically normal Stochastic Processes and Their Applications. 77: 35-51. DOI: 10.1016/S0304-4149(98)00034-9  0.361
1998 Berkes I, Csáki E, Horváth L. Almost sure central limit theorems under minimal conditions Statistics & Probability Letters. 37: 67-76. DOI: 10.1016/S0167-7152(97)00101-6  0.325
1998 Horváth L, Shao QM. Limit Distributions of Directionally Reinforced Random Walks Advances in Mathematics. 134: 367-383. DOI: 10.1006/Aima.1997.1707  0.394
1998 Berkes I, Horváth L. Limit Theorems For Logarithmic Averages Of Random Vectors Mathematische Nachrichten. 195: 5-16. DOI: 10.1002/Mana.19981950102  0.35
1997 Miklós C, Horvath L, Barbara S. Integral Tests For Suprema Of Kiefer Processes With Application Statistics and Risk Modeling. 15: 365-378. DOI: 10.1524/Strm.1997.15.4.365  0.308
1997 Horváth L, Hušková M, Serbinowska M. Estimators for the Time of Change in Linear Models Statistics. 29: 109-130. DOI: 10.1080/02331889708802578  0.41
1997 Horváth L. Detection of Changes in Linear Sequences Annals of the Institute of Statistical Mathematics. 49: 271-283. DOI: 10.1023/A:1003110912735  0.387
1997 Horváth L, Kokoszka P. The effect of long-range dependence on change-point estimators Journal of Statistical Planning and Inference. 64: 57-81. DOI: 10.1016/S0378-3758(96)00208-X  0.427
1997 Gombay E, Horváth L. An Application of the Likelihood Method to Change-Point Detection Environmetrics. 8: 459-467. DOI: 10.1002/(Sici)1099-095X(199709/10)8:5<459::Aid-Env264>3.0.Co;2-N  0.353
1996 Gombay E, Horváth L, Husková M. ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES Statistics & Risk Modeling. 14. DOI: 10.1524/Strm.1996.14.2.145  0.381
1996 Horváth L, Shao QM. Limit theorem for maximum of standardized U-statistics with an application Annals of Statistics. 24: 2266-2279. DOI: 10.1214/Aos/1069362321  0.412
1996 Horváth L, Shao QM. Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation Annals of Probability. 24: 1368-1387. DOI: 10.1214/Aop/1065725185  0.328
1996 Horváth L, Shao Q. A Darling-Erdös-Type Theorem for Standardized Random Walk Summation Bulletin of the London Mathematical Society. 28: 425-432. DOI: 10.1112/Blms/28.4.425  0.302
1996 Gombay E, Horváth L. Approximations for the time of change and the power function in change-point models Journal of Statistical Planning and Inference. 52: 43-66. DOI: 10.1016/0378-3758(95)00025-9  0.436
1996 Horvàth L, Shao QM. Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence Stochastic Processes and Their Applications. 63: 117-137. DOI: 10.1016/0304-4149(96)00053-1  0.359
1996 Csörgo M, Horvath L. A note on the change-point problem for angular data Statistics & Probability Letters. 27: 61-65. DOI: 10.1016/0167-7152(95)00044-5  0.399
1996 Gombay E, Horváth L. On the rate of approximations for maximum likelihood tests in change-point models Journal of Multivariate Analysis. 56: 120-152. DOI: 10.1006/Jmva.1996.0007  0.464
1995 Csorgo M, Horvath L. On the Distance Between Smoothed Empirical and Quantile Processes Annals of Statistics. 23: 113-131. DOI: 10.1214/Aos/1176324458  0.389
1995 Horváth L. Detecting Changes in Linear Regressions Statistics. 26: 189-208. DOI: 10.1080/02331889508802489  0.458
1995 Horváth L. Kac's representation from an asymptotic viewpoint Journal of Statistical Planning and Inference. 46: 27-45. DOI: 10.1016/0378-3758(94)00098-G  0.362
1995 Horváth L, Shao QM. Limit theorems for the union-intersection test Journal of Statistical Planning and Inference. 44: 133-148. DOI: 10.1016/0378-3758(94)00049-2  0.432
1995 Horvath L, Khoshnevisan D. Weight functions and pathwise local central limit theorems Stochastic Processes and Their Applications. 59: 105-123. DOI: 10.1016/0304-4149(95)00021-X  0.327
1995 Horváth L, Shao QM. Asymptotics for directed random walks in random environments Acta Mathematica Hungarica. 68: 21-36. DOI: 10.1007/Bf01874433  0.338
1994 Gombay E, Horváth L. An application of the maximum likelihood test to the change-point problem Stochastic Processes and Their Applications. 50: 161-171. DOI: 10.1016/0304-4149(94)90154-6  0.441
1994 Gombay E, Horváth L. Limit theorems for change in linear regression Journal of Multivariate Analysis. 48: 43-69. DOI: 10.1016/0047-259X(94)80004-F  0.451
1993 Horvath L. The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations Annals of Statistics. 21: 671-680. DOI: 10.1214/Aos/1176349143  0.396
1993 Csörgo M, Horváth L, Shao QM. Convergence of integrals of uniform empirical and quantile processes Stochastic Processes and Their Applications. 45: 283-294. DOI: 10.1016/0304-4149(93)90075-F  0.373
1993 Horváth L. Change in autoregressive processes Stochastic Processes and Their Applications. 44: 221-242. DOI: 10.1016/0304-4149(93)90026-Z  0.401
1993 Horvath L. Asymptotics for Global Measures of Accuracy of Splines Journal of Approximation Theory. 73: 270-287. DOI: 10.1006/Jath.1993.1042  0.376
1992 Horváth L. Strong approximations of open queueing networks Mathematics of Operations Research. 17: 487-508. DOI: 10.1287/Moor.17.2.487  0.311
1992 Csörgő M, Horváth L. Re´nyi-type empirical processes Journal of Multivariate Analysis. 41: 338-358. DOI: 10.1016/0047-259X(92)90073-O  0.384
1991 Horvath L. On $L_p$-Norms of Multivariate Density Estimators Annals of Statistics. 19: 1933-1949. DOI: 10.1214/Aos/1176348379  0.363
1991 Csorgo M, Gombay E, Horvath L. Central Limit Theorems for $L_p$ Distances of Kernel Estimators of Densities Under Random Censorship The Annals of Statistics. 19: 1813-1831. DOI: 10.1214/Aos/1176348372  0.331
1991 Horváth L. Short distances on the line Stochastic Processes and Their Applications. 39: 65-80. DOI: 10.1016/0304-4149(91)90032-8  0.312
1991 Horváth L. Rate of convergence in limit theorems for Brownian excursions Stochastic Processes and Their Applications. 39: 55-64. DOI: 10.1016/0304-4149(91)90031-7  0.325
1990 Horvath L. A note on the rate of Poisson approximation of empirical processes Annals of Probability. 18: 724-726. DOI: 10.1214/Aop/1176990855  0.321
1990 Csorgo M, Horvath L. Asymptotic Tail Behavior of Uniform Multivariate Empirical Processes Annals of Probability. 18: 1723-1738. DOI: 10.1214/Aop/1176990643  0.338
1990 Gombay E, Horvath L. Asymptotic distributions of maximum likelihood tests for change in the mean Biometrika. 77: 411-414. DOI: 10.1093/Biomet/77.2.411  0.437
1990 Horvath L. Strong laws and limit theorems for local time of Markov processes Probability Theory and Related Fields. 85: 413-424. DOI: 10.1007/Bf01193946  0.357
1990 Chung CF, Csörgő M, Horváth L. Confidence bands for quantile function under random censorship Annals of the Institute of Statistical Mathematics. 42: 21-36. DOI: 10.1007/Bf00050776  0.301
1989 Csorgo M, Horvath L. [Asymptotics via Empirical Processes]: Comment Statistical Science. 4: 360-365. DOI: 10.1214/Ss/1177012398  0.376
1989 Burke MD, Horvath L. Large sample properties of Kernel-type score function estimators Journal of Statistical Planning and Inference. 22: 307-321. DOI: 10.1016/0378-3758(89)90097-9  0.43
1989 Horváth L. The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability Journal of Multivariate Analysis. 31: 148-159. DOI: 10.1016/0047-259X(89)90057-2  0.42
1989 Csörgő M, Csörgő S, Horváth L. Bootstrapping Empirical Functions Annals of Statistics. 17: 1447-1471. DOI: 10.1007/978-1-4615-6420-1_17  0.428
1988 Csorgo M, Horvath L. On the Distributions of $L_p$ Norms of Weighted Uniform Empirical and Quantile Processes Annals of Probability. 16: 142-161. DOI: 10.1214/Aop/1176991890  0.31
1988 Yandell BS, Horváth L. BOOTSTRAPPED MULTI-DIMENSIONAL PRODUCT LIMIT PROCESS Australian Journal of Statistics. 30: 342-358. DOI: 10.1111/J.1467-842X.1988.Tb00628.X  0.358
1988 Csörgő M, Horváth L. 20 Nonparametric methods for changepoint problems Handbook of Statistics. 7: 403-425. DOI: 10.1016/S0169-7161(88)07022-1  0.421
1988 Csörgo M, Horvath L. A note on strong approximations of multivariate empirical processes Stochastic Processes and Their Applications. 28: 101-109. DOI: 10.1016/0304-4149(88)90068-3  0.41
1988 Csörgo M, Horváth L. Asymptotics for L p -norms of kernel estimators of densities Computational Statistics & Data Analysis. 6: 241-250. DOI: 10.1016/0167-9473(88)90004-7  0.358
1988 Csörgo M, Horváth L. Invariance principles for changepoint problems Journal of Multivariate Analysis. 27: 151-168. DOI: 10.1016/0047-259X(88)90122-4  0.379
1988 Horváth L, Yandell BS. Asymptotics of conditional empirical processes Journal of Multivariate Analysis. 26: 184-206. DOI: 10.1016/0047-259X(88)90080-2  0.358
1988 Csörgő M, Horváth L. Central limit theorems for Lp-norms of density estimators Probability Theory and Related Fields. 80: 269-291. DOI: 10.1007/Bf00356106  0.315
1988 Burke MD, Csörgo S, Horváth L. A correction to and improvement of 'Strong approximations of some biometric estimates under random censorship' Probability Theory and Related Fields. 79: 51-57. DOI: 10.1007/Bf00319103  0.383
1987 Csörgo M, Csörgo S, Horváth L. Estimation of total time on test transforms and lorenz curves under random censorship Statistics. 18: 77-97. DOI: 10.1080/02331888708801993  0.439
1987 Csörgő M, Horváth L. Nonparametric Tests For The Changepoint Problem Journal of Statistical Planning and Inference. 17: 1-9. DOI: 10.1016/0378-3758(87)90097-8  0.335
1987 Csörgo M, Horvath L, Révész P. Stability and instability of local time of random walk in random environment Stochastic Processes and Their Applications. 25: 185-202. DOI: 10.1016/0304-4149(87)90197-9  0.324
1987 Horváth L. On the tail behaviour of quantile processes Stochastic Processes and Their Applications. 25: 57-72. DOI: 10.1016/0304-4149(87)90189-X  0.405
1987 Csörgo M, Horváth L. Detecting change in a random sequence Journal of Multivariate Analysis. 23: 119-130. DOI: 10.1016/0047-259X(87)90181-3  0.34
1987 O MC, Horváth L. Approximation of intermediate quantile processes Journal of Multivariate Analysis. 21: 250-262. DOI: 10.1016/0047-259X(87)90004-2  0.346
1986 Csorgo M, Csorgo S, Horvath L, Mason DM. Normal and Stable Convergence of Integral Functions of the Empirical Distribution Function Annals of Probability. 14: 86-118. DOI: 10.1214/Aop/1176992618  0.407
1986 Csorgo M, Csorgo S, Horvath L, Mason DM. Weighted Empirical and Quantile Processes Annals of Probability. 14: 31-85. DOI: 10.1214/Aop/1176992617  0.312
1986 Csörgóo M, Horváth L. Approximations of weighted empirical and quantile processes Statistics & Probability Letters. 4: 275-280. DOI: 10.1016/0167-7152(86)90043-X  0.329
1986 Burke MD, Horváth L. Estimation of influence functions Statistics and Probability Letters. 4: 81-85. DOI: 10.1016/0167-7152(86)90022-2  0.399
1986 Horváth L. Strong approximations of renewal processes and their applications Acta Mathematica Hungarica. 47: 13-28. DOI: 10.1007/Bf01949120  0.312
1986 Csörgő S, Horváth L, Mason DM. What portion of the sample makes a partial sum asymptotically stable or normal Probability Theory and Related Fields. 72: 1-16. DOI: 10.1007/Bf00343893  0.396
1985 Horváth L. Estimation From A Length-Biased Distribution Statistics and Risk Modeling. 3: 91-114. DOI: 10.1524/Strm.1985.3.12.91  0.365
1985 Horváth L. Approximation for Abel sums of independent, identically distributed random variables Statistics & Probability Letters. 3: 221-225. DOI: 10.1016/0167-7152(85)90022-7  0.396
1985 Aly EAA, Csörgő M, Horváth L. Strong approximations of the quantile process of the product-limit estimator Journal of Multivariate Analysis. 16: 185-210. DOI: 10.1016/0047-259X(85)90033-8  0.385
1984 Horvath L. Strong Approximation of Extended Renewal Processes Annals of Probability. 12: 1149-1166. DOI: 10.1214/Aop/1176993145  0.332
1984 Horváth L. On random censorship from both sides Statistics. 15: 581-594. DOI: 10.1080/02331888408801814  0.391
1984 Horváth L. Strong approximation of renewal processes Stochastic Processes and Their Applications. 18: 127-138. DOI: 10.1016/0304-4149(84)90166-2  0.392
1984 Horváth L. Strong approximation of certain stopped sums Statistics & Probability Letters. 2: 181-185. DOI: 10.1016/0167-7152(84)90011-7  0.395
1984 Aly EEAA, Beirlant J, Horváth L. Strong and weak approximations of k-spacings processes Probability Theory and Related Fields. 66: 461-484. DOI: 10.1007/Bf00533709  0.322
1983 Horváth L. The rate of strong uniform consistency for the multivariate product-limit estimator Journal of Multivariate Analysis. 13: 202-209. DOI: 10.1016/0047-259X(83)90015-5  0.38
1983 CsörgŐ S, Horváth L. The rate of strong uniform consistency for the product-limit estimator Probability Theory and Related Fields. 62: 411-426. DOI: 10.1007/Bf00535263  0.406
1981 Csörgó S, Horváth L. On the Koziol-Green model for random censorship Biometrika. 68: 391-401. DOI: 10.1093/Biomet/68.2.391  0.425
1981 Burke MD, Csörgo S, Horváth L. Strong approximations of some biometric estimates under random censorship Zeitschrift FüR Wahrscheinlichkeitstheorie Und Verwandte Gebiete. 56: 87-112. DOI: 10.1007/Bf00531976  0.467
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