← All authors Lajos Horváth University of Utah (from arXiv:2505.01296, 2025) · ORCID · OpenAlex
225 papers in scope · 222 published · 6 on the econ.EM arXiv · 8,897 citations · h-index 50 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Eduardo Rossi Fabrizio Ghezzi Lorenzo Trapani Glenn D. Rudebusch Alessandro Casini Pierre Perrón Shixuan Wang Anton Skrobotov Francis X. Diebold Taosong Deng Maximilian Göbel B. Cooper Boniece Boyuan Zhang Maximilian Goebel Eiji Kurozumi Rustam Ibragimov Philippe Goulet Coulombe Ji-Hyun Kim Leopoldo Catania Federico Belotti Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (6 of 225)
DETECTING CHANGES IN GARCH(1,1) PROCESSES WITHOUT ASSUMING STATIONARITY
published 2025 · Econometric Theory · 1 citations · first circulated 2024
Sequential Monitoring for Changes in Dynamic Semiparametric Risk Models
published 2025 · Journal of Business and Economic Statistics · first circulated 2024
published 2025 · Journal of Econometrics · 3 citations · first circulated 2023
working paper 2025 · arXiv
Change Point Analysis for Functional Data Using Empirical Characteristic Functionals
published 2025 · Journal of Time Series Analysis · 4 citations
published 2025 · Econometric Theory · 1 citations · first circulated 2023
Sequential Monitoring for Changes in GARCH(1,1) Models Without Assuming Stationarity
published 2025 · Journal of Time Series Analysis · 2 citations
The maximally selected likelihood ratio test in random coefficient models
published 2024 · Econometrics Journal · 5 citations
working paper 2024 · arXiv
Comments on: Shape-based functional data analysis by Wu, Huang and Srivastava
published 2024 · Test
Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence
published 2024 · Journal of Business and Economic Statistics · 5 citations
Change point detection in high dimensional data with U-statistics
published 2023 · Test · 3 citations · first circulated 2022
Testing for changes in linear models using weighted residuals
published 2023 · Journal of Multivariate Analysis · 4 citations
L p -functionals for change point detection in random coefficient autoregressive models
published 2023 · Statistics & Probability Letters · 3 citations
Breaks in term structures: Evidence from the oil futures markets
published 2023 · International Journal of Finance & Economics · 3 citations
published 2022 · Journal of Business and Economic Statistics · 13 citations · first circulated 2021
Testing Stability in Functional Event Observations with an Application to IPO Performance
published 2022 · Journal of Business and Economic Statistics · 3 citations
Trimmed Least Square Estimators for Stable Ar(1) Processes
published 2022 · Mathematica Pannonica
with Alina Bazarova, I. Berkés
Inference in functional factor models with applications to yield curves
published 2022 · Journal of Time Series Analysis · 6 citations
Change point analysis of covariance functions: A weighted cumulative sum approach
published 2021 · Journal of Multivariate Analysis · 19 citations
How to identify the different phases of stock market bubbles statistically?
published 2021 · Finance research letters · 13 citations
Monitoring for a change point in a sequence of distributions
published 2021 · The Annals of Statistics · 28 citations
4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019
published 2021 · Scandinavian Journal of Statistics
SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET
published 2021 · Econometric Theory · 16 citations
Detecting early or late changes in linear models with heteroscedastic errors
published 2020 · Scandinavian Journal of Statistics · 8 citations
Time-varying beta in functional factor models: Evidence from China
published 2020 · The North American Journal of Economics and Finance · 11 citations
Testing normality of data on a multivariate grid
published 2020 · Journal of Multivariate Analysis · 9 citations
Tests of Normality of Functional Data
published 2020 · International Statistical Review · 23 citations
with Tomasz Górecki, Piotr Kokoszka
working paper 2020 · arXiv
A functional time series analysis of forward curves derived from commodity futures
published 2019 · International Journal of Forecasting · 16 citations · first circulated 2018
Sequential monitoring for changes from stationarity to mild non-stationarity
published 2019 · Journal of Econometrics · 15 citations
A New Class of Change Point Test Statistics of Rényi Type
published 2019 · Journal of Business and Economic Statistics
A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
published 2019 · Review of Quantitative Finance and Accounting · 21 citations
Testing for randomness in a random coefficient autoregression model
published 2019 · Journal of Econometrics · 39 citations · first circulated 2018
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
published 2018 · Journal of Business and Economic Statistics · 15 citations · first circulated 2017
Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models
published 2018 · Journal of Multivariate Analysis · 8 citations
Structural breaks in panel data: Large number of panels and short length time series
published 2018 · Econometric Reviews · 73 citations · first circulated 2017
Testing Normality of Functional Time Series
published 2017 · Journal of Time Series Analysis · 37 citations
with Tomasz Górecki, Siegfried Hörmann, Piotr Kokoszka
Change point detection in heteroscedastic time series
published 2017 · Econometrics and Statistics · 37 citations · first circulated 2016
with Tomasz Górecki, Piotr Kokoszka
Detecting at‐Most‐m Changes in Linear Regression Models
published 2016 · Journal of Time Series Analysis · 14 citations
Change point tests in functional factor models with application to yield curves
published 2016 · Econometrics Journal · 25 citations
with Patrick Bardsley, Piotr Kokoszka, Gabriel Young
Functional Generalized Autoregressive Conditional Heteroskedasticity
published 2016 · Journal of Time Series Analysis · 91 citations · first circulated 2015
Statistical inference in a random coefficient panel model
published 2016 · Journal of Econometrics · 27 citations
ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS
published 2016 · Econometric Theory · 25 citations
On the asymptotic normality of kernel estimators of the long run covariance of functional time series
published 2015 · Journal of Multivariate Analysis · 5 citations
Addendum to: An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
published 2015 · Revista Matemática Complutense · 32 citations
Testing for independence between functional time series
published 2015 · Journal of Econometrics · 24 citations · first circulated 2014
TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES
published 2014 · Journal of Time Series Analysis · 25 citations
Variance Targeting Estimation of Multivariate GARCH Models
published 2014 · Journal of Financial Econometrics · 30 citations
On the Extremal Theory of Continued Fractions
published 2014 · Journal of Theoretical Probability · 9 citations
with Alina Bazarova, I. Berkés
Adaptive bandwidth selection in the long run covariance estimator of functional time series
published 2014 · Computational Statistics & Data Analysis · 26 citations
Trimmed stable AR(1) processes
published 2014 · Stochastic Processes and their Applications · 11 citations
with Alina Bazarova, I. Berkés
Rejoinder on: Extensions of some classical methods in change point analysis
published 2014 · Test · 136 citations
On the central limit theorem for modulus trimmed sums
published 2013 · Statistics & Probability Letters · 1 citations
with Alina Bazarova, I. Berkés
Functional data analysis with increasing number of projections
published 2013 · Journal of Multivariate Analysis · 40 citations
with Stefan Fremdt, Piotr Kokoszka, Josef Steinebach
LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS
published 2013 · Econometric Theory
Testing stationarity of functional time series
published 2013 · Journal of Econometrics · 219 citations
A test of significance in functional quadratic regression
published 2013 · Bernoulli · 27 citations · first circulated 2012
with Ron Reeder, Piotr Kokoszka
Dependent functional linear models with applications to monitoring structural change
published 2013 · Statistica Sinica · 46 citations
Change-point detection in multinomial data using phi-divergence test statistics
published 2013 · Journal of Multivariate Analysis · 16 citations
with Apostolos Batsidis, Nirian Martín, Leandro Pardo, K. Zografos
Test of independence for functional data
published 2013 · Journal of Multivariate Analysis · 45 citations
Darling–Erdős limit results for change-point detection in panel data
published 2012 · Journal of Statistical Planning and Inference · 39 citations
with Julian Chan, Marie Hušková
Weak invariance principles for sums of dependent random functions
published 2012 · Stochastic Processes and their Applications · 64 citations
Structural breaks in time series
published 2012 · Journal of Time Series Analysis · 450 citations
A FUNCTIONAL VERSION OF THE ARCH MODEL
published 2012 · Econometric Theory · 122 citations · first circulated 2011
with Siegfried Hörmann, Ron Reeder
Estimation of the Mean of Functional Time Series and a Two-Sample Problem
published 2012 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 183 citations · first circulated 2011
with Piotr Kokoszka, Ron Reeder
Testing the Equality of Covariance Operators in Functional Samples
published 2012 · Scandinavian Journal of Statistics · 95 citations
with Stefan Fremdt, Josef Steinebach, Piotr Kokoszka
Detecting changes in functional linear models
published 2012 · Journal of Multivariate Analysis · 12 citations · first circulated 2011
with Ron Reeder
Change‐point detection in panel data
published 2012 · Journal of Time Series Analysis · 167 citations
with Marie Hušková
On the reaction time of moving sum detectors
published 2012 · Journal of Statistical Planning and Inference · 18 citations
Segmenting mean-nonstationary time series via trending regressions
published 2012 · Journal of Econometrics · 13 citations
SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS
published 2011 · Econometric Theory · 61 citations
The central limit theorem for sums of trimmed variables with heavy tails
published 2011 · Stochastic Processes and their Applications · 8 citations
with I. Berkés
Merits and Drawbacks of Variance Targeting in GARCH Models
published 2011 · Journal of Financial Econometrics · 91 citations · first circulated 2009
Testing for structural change of AR model to threshold AR model
published 2011 · Journal of Time Series Analysis · 16 citations
with I. Berkés, Shiqing Ling, Johannes Schauer
Tests for Error Correlation in the Functional Linear Model
published 2010 · Journal of the American Statistical Association · 54 citations
with Robertas Gabrys, Piotr Kokoszka
SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
published 2009 · Econometric Theory · 17 citations · first circulated 2008
Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
published 2009 · Communication in Statistics-Theory and Methods · 10 citations
with Edit Gombay
Two sample inference in functional linear models
published 2009 · Canadian Journal of Statistics · 43 citations
with Piotr Kokoszka, Matthew Reimherr
Detecting Changes in the Mean of Functional Observations
published 2009 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 177 citations
with I. Berkés, Robertas Gabrys, Piotr Kokoszka
Estimation in nonstationary random coefficient autoregressive models
published 2009 · Journal of Time Series Analysis · 55 citations
with I. Berkés, Shiqing Ling
Estimation of a change-point in the mean function of functional data
published 2009 · Journal of Multivariate Analysis · 85 citations
Delay times of sequential procedures for multiple time series regression models
published 2009 · Journal of Econometrics · 55 citations
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
published 2009 · Econometric Theory · 16 citations
Testing the stability of the functional autoregressive process
published 2008 · Journal of Multivariate Analysis · 71 citations
with Marie Hušková, Piotr Kokoszka
Extreme value theory for stochastic integrals of Legendre polynomials
published 2008 · Journal of Multivariate Analysis · 20 citations
Testing for changes in the covariance structure of linear processes
published 2008 · Journal of Statistical Planning and Inference · 76 citations
with I. Berkés, Edit Gombay
Effect of aggregation on estimators in AR(1) sequence
published 2008 · Test · 6 citations
On Functional Versions of the Arc-Sine Law
published 2008 · Journal of Theoretical Probability
with I. Berkés, Siegfried Hörmann
Testing for changes in polynomial regression
published 2008 · Bernoulli · 38 citations
ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS
published 2008 · Econometric Theory · 1 citations
On the Performance of the Fluctuation Test for Structural Change
published 2008 · Sequential Analysis · 22 citations
with Mario Kühn, Josef Steinebach
The functional central limit theorem for a family of GARCH observations with applications
published 2008 · Statistics & Probability Letters · 33 citations
with I. Berkés, Siegfried Hörmann
Distributional analysis of empirical volatility in GARCH processes
published 2008 · Journal of Statistical Planning and Inference · 5 citations
Ratio tests for change point detection
published 2008 · Collections · 40 citations
with Zsuzsanna Horváth, Marie Hušková
Confidence bands for ROC curves
published 2007 · Journal of Statistical Planning and Inference · 30 citations
Rescaled range analysis in the presence of stochastic trend
published 2007 · Statistics & Probability Letters · 1 citations
Limit theorems for permutations of empirical processes with applications to change point analysis
published 2007 · Stochastic Processes and their Applications · 11 citations
with Qi-Man Shao
Monitoring shifts in mean: Asymptotic normality of stopping times
published 2007 · Test · 27 citations
A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS
published 2007 · Econometric Theory · 30 citations
On sequential detection of parameter changes in linear regression
published 2007 · Statistics & Probability Letters · 41 citations
with Piotr Kokoszka, Josef Steinebach
Change‐point monitoring in linear models
published 2006 · Econometrics Journal · 107 citations
Sample and Implied Volatility in GARCH Models
published 2006 · Journal of Financial Econometrics · 11 citations
Strong approximation for the sums of squares of augmented GARCH sequences
published 2006 · Bernoulli · 84 citations
On discriminating between long-range dependence and changes in mean
published 2006 · The Annals of Statistics · 162 citations
with I. Berkés, Piotr Kokoszka, Qi-Man Shao
MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES
published 2006 · Econometric Theory · 58 citations
with Piotr Kokoszka, Aonan Zhang
TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS
published 2006 · Econometric Theory · 14 citations
CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES
published 2006 · Econometric Theory · 35 citations
with I. Berkés
Estimation in Random Coefficient Autoregressive Models
published 2006 · Journal of Time Series Analysis · 76 citations
Testing for stochastic dominance using the weighted McFadden-type statistic
published 2005 · Journal of Econometrics · 56 citations
SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
published 2004 · Econometric Theory · 144 citations
with I. Berkés, Edit Gombay, Piotr Kokoszka
Testing for parameter constancy in GARCH() models
published 2004 · Statistics & Probability Letters · 71 citations
with I. Berkés, Piotr Kokoszka
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals
published 2004 · Journal of Statistical Computation and Simulation · 32 citations · first circulated 2003
with Piotr Kokoszka, Gilles Teyssière
The efficiency of the estimators of the parameters in GARCH processes
published 2004 · The Annals of Statistics · 184 citations
with I. Berkés
Delay time in sequential detection of change
published 2004 · Statistics & Probability Letters · 77 citations
Testing for changes using permutations of U-statistics
published 2004 · Journal of Statistical Planning and Inference · 22 citations
with Marie Hušková
Applications of permutations to the simulations of critical values
published 2004 · Journal of nonparametric statistics · 6 citations
with I. Berkés, Marie Husbrevekova, Josef Steinebach
A Weighted Goodness-of-Fit Test for GARCH(1,1) Specification
published 2004 · Lithuanian Mathematical Journal · 6 citations
with I. Berkés, Piotr Kokoszka
Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models
published 2003 · Statistics & Probability Letters · 12 citations
Monitoring changes in linear models
published 2003 · Journal of Statistical Planning and Inference · 194 citations
with Marie Hušková, Piotr Kokoszka, Josef Steinebach
Approximations for the maximum of a vector-valued stochastic process with drift
published 2003 · Periodica Mathematica Hungarica · 1 citations
ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS
published 2003 · Econometric Theory · 49 citations
with I. Berkés, Piotr Kokoszka
ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE
published 2003 · Econometric Theory · 34 citations
with I. Berkés, Piotr Kokoszka
Limit results for the empirical process of squared residuals in GARCH models
published 2003 · Stochastic Processes and their Applications · 38 citations
with I. Berkés
Asymptotic results for long memory LARCH sequences
published 2003 · The Annals of Applied Probability · 28 citations
with I. Berkés
Lp-estimators in ARCH models
published 2003 · Journal of Statistical Planning and Inference · 34 citations
with Friedrich Liese
GARCH processes: structure and estimation
published 2003 · Bernoulli · 495 citations
with I. Berkés, Piotr Kokoszka
A bootstrap approximation to a unit root test statistic for heavy-tailed observations
published 2003 · Statistics & Probability Letters · 40 citations
with Piotr Kokoszka
The rate of consistency of the quasi-maximum likelihood estimator
published 2002 · Statistics & Probability Letters · 48 citations
with I. Berkés
Rates of convergence for U-statistic processes and their bootstrapped versions
published 2002 · Journal of Statistical Planning and Inference · 26 citations
with Edit Gombay
Change-Point Detection in Angular Data
published 2001 · Annals of the Institute of Statistical Mathematics · 5 citations
with Irina Grabovsky
Change-Point Detection in Long-Memory Processes
published 2001 · Journal of Multivariate Analysis · 30 citations
Strong approximation of the empirical process of Garch sequences
published 2001 · The Annals of Applied Probability · 22 citations
with I. Berkés
Empirical process of the squared residuals of an arch sequence
published 2001 · The Annals of Statistics · 74 citations
with Gilles Teyssière
LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH( p ) SQUARED RESIDUAL CORRELATIONS
published 2001 · Econometric Theory · 19 citations
with Piotr Kokoszka
On the estimation of spread rate for a biological population
published 2001 · Statistics & Probability Letters · 30 citations
with Jim Clark, Mark A. Lewis
The logarithmic average of sample extremes is asymptotically normal
published 2001 · Stochastic Processes and their Applications · 9 citations
with I. Berkés
Testing for changes in the mean or variance of a stochastic process under weak invariance
published 2000 · Journal of Statistical Planning and Inference · 37 citations
with Josef Steinebach
Limit theorems for kernel-type estimators for the time of change
published 2000 · Journal of Statistical Planning and Inference · 4 citations
with Irina Grabovsky, Marie Hušková
Approximations for hybrids of empirical and partial sums processes
published 2000 · Journal of Statistical Planning and Inference · 22 citations
Approximations for weighted bootstrap processes with an application
published 2000 · Statistics & Probability Letters · 24 citations
with Piotr Kokoszka, Josef Steinebach
Approximation for bootstrapped empirical processes
published 1999 · Proceedings of the American Mathematical Society · 11 citations
with Miklós Csörgő, Piotr Kokoszka
Change-points and bootstrap
published 1999 · Environmetrics · 40 citations
with Edit Gombay
Limit theorems for short distances in
published 1999 · Statistics & Probability Letters · 5 citations
with Vera R. Eastwood
Limit Theorems for Logarithmic Averages of Fractional Brownian Motions
published 1999 · Journal of Theoretical Probability · 5 citations
with I. Berkés
Limit theorems for quadratic forms with applications to Whittle's estimate
published 1999 · The Annals of Applied Probability · 45 citations
with Qi-Man Shao
Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes
published 1999 · Journal of Multivariate Analysis · 82 citations
with Piotr Kokoszka, Josef Steinebach
On the best approximation for bootstrapped empirical processes
published 1999 · Statistics & Probability Letters · 8 citations
with Josef Steinebach
Logarithmic averages of stable random variables are asymptotically normal
published 1998 · Stochastic Processes and their Applications · 7 citations
with I. Berkés, Davar Khoshnevisan
Tests for changes under random censorship
published 1998 · Journal of Statistical Planning and Inference · 5 citations
Diffusion Approximation for Random Walks on Anisotropic Lattices
published 1998 · Journal of Applied Probability · 3 citations
Almost sure central limit theorems under minimal conditions
published 1998 · Statistics & Probability Letters · 23 citations
with I. Berkés, Endre Csáki
The effect of long-range dependence on change-point estimators
published 1997 · Journal of Statistical Planning and Inference · 84 citations
with Piotr Kokoszka
An Application of the Likelihood Method to Change-Point Detection
published 1997 · Environmetrics · 11 citations
with Edit Gombay
Detection of Changes in Linear Sequences
published 1997 · Annals of the Institute of Statistical Mathematics · 22 citations
INTEGRAL TESTS FOR SUPREMA OF KIEFER PROCESSES WITH APPLICATION
published 1997 · Statistics & Risk Modeling · 22 citations
with Miklós Csörgő, Barbara Szyszkowicz
Estimators for the Time of Change in Linear Models
published 1997 · Statistics · 21 citations
with Marie Hušková, Monika Serbinowska
Between local and global logarithmic averages
published 1996 · Statistics & Probability Letters · 2 citations
with I. Berkés
Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence
published 1996 · Stochastic Processes and their Applications · 10 citations
with Qi-Man Shao
Limit theorem for maximum of standardized U-statistics with an application
published 1996 · The Annals of Statistics · 7 citations
with Qi-Man Shao
Mean residual life processes
published 1996 · The Annals of Statistics · 41 citations · first circulated 1986
Approximations for the time of change and the power function in change-point models
published 1996 · Journal of Statistical Planning and Inference · 25 citations
with Edit Gombay
On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models
published 1996 · Journal of Multivariate Analysis · 75 citations
with Edit Gombay
ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES
published 1996 · Statistics & Risk Modeling · 58 citations
with Edit Gombay, Marie Hušková
Weight functions and pathwise local central limit theorems
published 1995 · Stochastic Processes and their Applications · 16 citations
with Davar Khoshnevisan
Kac's representation from an asymptotic viewpoint
published 1995 · Journal of Statistical Planning and Inference · 2 citations
Limit theorems for the union-intersection test
published 1995 · Journal of Statistical Planning and Inference · 19 citations
with Qi-Man Shao
On the Distance Between Smoothed Empirical and Quantile Processes
published 1995 · The Annals of Statistics · 3 citations
with Miklós Csörgő
Detecting Changes in Linear Regressions
published 1995 · Statistics · 44 citations
Testing for Changes in Multinomial Observations: the Lindisfarne Scribes Problem
published 1995 · Scandinavian Journal of Statistics · 17 citations
with Monika Serbinowska
no link
An application of the maximum likelihood test to the change-point problem
published 1994 · Stochastic Processes and their Applications · 73 citations
with Edit Gombay
Limit theorems for change in linear regression
published 1994 · Journal of Multivariate Analysis · 28 citations
with Edit Gombay
A note on dichotomy theorems for integrals of stable processes
published 1994 · Statistics & Probability Letters
with Qi-Man Shao
The Maximum Likelihood Method for Testing Changes in the Parameters of Normal Observations
published 1993 · The Annals of Statistics · 160 citations
Weighted Approximations in Probability and Statistics
published 1993 · Medical Entomology and Zoology · 329 citations
with Miklós Csörgő
no link
Convergence of integrals of uniform empirical and quantile processes
published 1993 · Stochastic Processes and their Applications · 27 citations
with Miklós Csörgő, Qi-Man Shao
Change in autoregressive processes
published 1993 · Stochastic Processes and their Applications · 32 citations
A goodness-of-fit test for exponential families
published 1992 · Statistics & Probability Letters · 1 citations
with Edit Gombay
Invariance principles for logarithmic averages
published 1992 · Mathematical Proceedings of the Cambridge Philosophical Society · 36 citations
with Miklós Csörgő
Rényi-type empirical processes
published 1992 · Journal of Multivariate Analysis · 6 citations
with Miklós Csörgő
On $L_p$-Norms of Multivariate Density Estimators
published 1991 · The Annals of Statistics · 42 citations
Central Limit Theorems for $L_p$ Distances of Kernel Estimators of Densities Under Random Censorship
published 1991 · The Annals of Statistics · 19 citations
with Miklós Csörgő, Edit Gombay
Short distances on the line
published 1991 · Stochastic Processes and their Applications · 5 citations
Rate of convergence in limit theorems for Brownian excursions
published 1991 · Stochastic Processes and their Applications
On the asymptotic distributions of weighted uniform multivariate empirical processes
published 1991 · Journal of Multivariate Analysis · 2 citations
TESTS OF FIT FOR COMPOSITE HYPOTHESES WITH CENSORED DATA
published 1991 · Statistics & Risk Modeling
with Richard A. Johnson
Asymptotics for Lp-norms of Fourier series density estimators
published 1990 · Constructive Approximation
A Note on the Rate of Poisson Approximation of Empirical Processes
published 1990 · The Annals of Probability · 12 citations
Confidence bands for quantile function under random censorship
published 1990 · Annals of the Institute of Statistical Mathematics · 9 citations
with Chang-Jo F. Chung, Miklós Csörgő
Asymptotic distributions of maximum likelihood tests for change in the mean
published 1990 · Biometrika · 55 citations
with Edit Gombay
[Asymptotics via Empirical Processes]: Comment
published 1989 · Statistical Science · 1 citations
with Miklós Csörgő
The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
published 1989 · Journal of Multivariate Analysis · 22 citations
Large sample properties of Kernel-type score function estimators
published 1989 · Journal of Statistical Planning and Inference · 2 citations
with Murray D. Burke
Central limit theorems for Lp-Norms of density estimators
published 1988 · Probability Theory and Related Fields · 54 citations
with Miklós Csörgő
Invariance principles for changepoint problems
published 1988 · Journal of Multivariate Analysis · 94 citations
with Miklós Csörgő
A correction to and improvement of ‘Strong approximations of some biometric estimates under random censorship’
published 1988 · Probability Theory and Related Fields · 57 citations
with Murray D. Burke, Sándor Csörgő
Asymptotics of conditional empirical processes
published 1988 · Journal of Multivariate Analysis · 36 citations
with Brian S. Yandell
A note on strong approximations of multivariate empirical processes
published 1988 · Stochastic Processes and their Applications · 26 citations
with Miklós Csörgő
On the Distributions of $L_p$ Norms of Weighted Uniform Empirical and Quantile Processes
published 1988 · The Annals of Probability · 26 citations
with Miklós Csörgő
CONVERGENCE OF THE EMPIRICAL AND QUANTILE DISTRIBUTIONS TO POISSON MEASURES
published 1988 · Statistics & Risk Modeling · 3 citations
with Miklós Csörgő
Invariance Principles for Renewal Processes
published 1987 · The Annals of Probability · 71 citations
with Miklós Csörgő, Josef Steinebach
Convergence Rates for the Bootstrapped Product-Limit Process
published 1987 · The Annals of Statistics · 34 citations
with Brian S. Yandell
Approximation of intermediate quantile processes
published 1987 · Journal of Multivariate Analysis · 9 citations
with Miklós Csörgő
Estimation of total time on test transforms and lorenz curves under random censorship
published 1987 · Statistics · 10 citations
with Miklós Csörgő, Sándor Csörgő
Stability and instability of local time of random walk in random environment
published 1987 · Stochastic Processes and their Applications · 6 citations
with Miklós Csörgő, Pál Révész
On the tail behaviour of quantile processes
published 1987 · Stochastic Processes and their Applications · 9 citations
Bootstrapped confidence bands for percentile lifetime
published 1986 · Annals of the Institute of Statistical Mathematics · 14 citations
with Béla Barabás, Miklós Csörgő, Brian S. Yandell
Approximations of weighted empirical and quantile processes
published 1986 · Statistics & Probability Letters · 33 citations
with Miklós Csörgóo
Estimates for the probability of ruin starting with a large initial reserve
published 1986 · Insurance Mathematics and Economics · 6 citations
with Eric Willekens
Weighted empirical spacings processes
published 1986 · Canadian Journal of Statistics · 2 citations
with Mikloas CsÖRGOT
Confidence bands from censored samples
published 1986 · Canadian Journal of Statistics · 36 citations
with Sándor Csörgő
What portion of the sample makes a partial sum asymptotically stable or normal?
published 1986 · Probability Theory and Related Fields · 84 citations
with Sándor Csörgő, David M. Mason
Estimation of influence functions
published 1986 · Statistics & Probability Letters · 3 citations
with Murray D. Burke
Weighted Empirical and Quantile Processes
published 1986 · The Annals of Probability · 271 citations
with Miklós Csörgő, Sándor Csörgő, David M. Mason
Normal and Stable Convergence of Integral Functions of the Empirical Distribution Function
published 1986 · The Annals of Probability · 56 citations
with Miklós Csörgő, Sándor Csörgő, David M. Mason
Strong laws for randomly indexed U -statistics
published 1985 · Mathematical Proceedings of the Cambridge Philosophical Society · 2 citations
Approximation for Abel sums of independent, identically distributed random variables
published 1985 · Statistics & Probability Letters · 8 citations
Strong approximations of the quantile process of the product-limit estimator
published 1985 · Journal of Multivariate Analysis · 55 citations
with Emad-Eldin A. A. Aly, Miklós Csörgő
ESTIMATION FROM A LENGTH-BIASED DISTRIBUTION
published 1985 · Statistics & Risk Modeling · 23 citations
Strong approximation of renewal processes
published 1984 · Stochastic Processes and their Applications · 45 citations
Strong approximation of certain stopped sums
published 1984 · Statistics & Probability Letters · 13 citations
On random censorship from both sides
published 1984 · Series Statistics · 4 citations
Approximations of m-overlapping spacings processes
published 1984 · Scandinavian Journal of Statistics · 3 citations
with Jan Beirlant
no link
Strong approximations of some biometric estimates under random censorship
published 1981 · Probability Theory and Related Fields · 106 citations
with Murray D. Burke, Sándor Csörgő
On the Koziol—Green model for random censorship
published 1981 · Biometrika · 83 citations
with Sándor Csörgő
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