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ORCIDLajos Horváth
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2020 – today
- 2023
[j18]Lajos Horváth, Gregory Rice, Yuqian Zhao
:
Testing for changes in linear models using weighted residuals. J. Multivar. Anal. 198: 105210 (2023)- 2022
- [j17]Lajos Horváth, Gregory Rice, Yuqian Zhao:
Change point analysis of covariance functions: A weighted cumulative sum approach. J. Multivar. Anal. 189: 104877 (2022) - 2020
- [j16]Lajos Horváth, Piotr Kokoszka, Shixuan Wang:
Testing normality of data on a multivariate grid. J. Multivar. Anal. 179: 104640 (2020)
2010 – 2019
- 2019
- [j15]Lajos Horváth, Gregory Rice:
Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. J. Multivar. Anal. 169: 138-165 (2019) - 2016
- [j14]Lajos Horváth, Gregory Rice, Stephen Whipple:
Adaptive bandwidth selection in the long run covariance estimator of functional time series. Comput. Stat. Data Anal. 100: 676-693 (2016) - [j13]István Berkes, Lajos Horváth, Gregory Rice:
On the asymptotic normality of kernel estimators of the long run covariance of functional time series. J. Multivar. Anal. 144: 150-175 (2016) - 2014
- [j12]Stefan Fremdt, Lajos Horváth, Piotr Kokoszka, Josef G. Steinebach:
Functional data analysis with increasing number of projections. J. Multivar. Anal. 124: 313-332 (2014) - 2013
- [j11]Lajos Horváth, Marie Husková, Gregory Rice:
Test of independence for functional data. J. Multivar. Anal. 117: 100-119 (2013) - [j10]Apostolos Batsidis, Lajos Horváth, Nirian Martín, Leandro Pardo, Kostas Zografos:
Change-point detection in multinomial data using phi-divergence test statistics. J. Multivar. Anal. 118: 53-66 (2013) - 2012
- [j9]Lajos Horváth, Ron Reeder:
Detecting changes in functional linear models. J. Multivar. Anal. 111: 310-334 (2012) - 2010
- [j8]Lajos Horváth, Marie Husková, Piotr Kokoszka:
Testing the stability of the functional autoregressive process. J. Multivar. Anal. 101(2): 352-367 (2010)
2000 – 2009
- 2009
- [j7]Alexander Aue, Lajos Horváth, Marie Husková:
Extreme value theory for stochastic integrals of Legendre polynomials. J. Multivar. Anal. 100(5): 1029-1043 (2009) - [j6]Alexander Aue, Robertas Gabrys, Lajos Horváth, Piotr Kokoszka:
Estimation of a change-point in the mean function of functional data. J. Multivar. Anal. 100(10): 2254-2269 (2009) - 2005
- [j5]István Berkes, Lajos Horváth, Piotr Kokoszka, Qi-Man Shao:
Almost sure convergence of the Bartlett estimator. Period. Math. Hung. 51(1): 11-25 (2005) - 2003
- [j4]István Berkes, Lajos Horváth:
Approximations for the maximum of stochastic processes with drift. Kybernetika 39(3): 299-306 (2003) - [j3]Alexander Aue, Lajos Horváth:
Approximations for the maximum of a vector-valued stochastic process with drift. Period. Math. Hung. 47(1-2): 1-15 (2003) - 2000
- [j2]István Berkes, Lajos Horváth, Qui-Man Shao, Josef G. Steinebach:
Strong Laws for L p -Norms of Empirical and Related Processes. Period. Math. Hung. 41(1-2): 35-69 (2000)
1990 – 1999
- 1992
- [j1]Lajos Horváth:
Strong Approximations of Open Queueing Networks. Math. Oper. Res. 17(2): 487-508 (1992)
Coauthor Index
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