Access Statistics for Lajos Horvath

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals 0 0 0 9 0 0 1 77
Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 0 12 36 0 1 10 17
Empirical Process of the Squared Residuals of an ARCH Sequence 0 0 0 0 0 1 5 342
Empirical process of the squared residuals of an ARCH sequence 0 0 1 32 1 1 4 87
Functional generalized autoregressive conditional heteroskedasticity 0 0 1 42 0 0 4 67
Limit Laws in Transaction-Level Asset Price Models 0 0 1 25 0 0 3 44
Merits and Drawbacks of Variance Targeting in GARCH Models 0 0 1 11 1 4 21 115
Merits and drawbacks of variance targeting in GARCH models 0 1 3 395 1 6 22 1,213
Structural breaks in panel data: Large number of panels and short length time series 2 5 25 139 2 12 54 147
Sup-Tests for Linearity in a General Nonlinear AR(1) Model 0 0 0 7 0 0 0 65
Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space 0 1 3 135 1 2 6 283
Testing for randomness in a random coefficient autoregression model 0 1 25 25 3 9 15 15
Variance targeting estimation of multivariate GARCH models 0 0 1 79 1 2 5 96
Total Working Papers 2 8 73 935 10 38 150 2,568


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A FUNCTIONAL VERSION OF THE ARCH MODEL 0 0 2 7 0 0 3 41
A bootstrap approximation to a unit root test statistic for heavy-tailed observations 0 0 0 12 0 0 0 46
A goodness-of-fit test for exponential families 0 0 0 7 0 0 0 43
A note on dichotomy theorems for integrals of stable processes 0 0 0 2 0 0 0 21
A note on strong approximations of multivariate empirical processes 0 0 0 11 0 0 0 32
A note on the change-point problem for angular data 0 0 1 4 0 0 2 38
ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS 0 0 0 28 0 0 1 64
ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS 0 1 6 6 0 2 11 24
Adaptive bandwidth selection in the long run covariance estimator of functional time series 0 0 0 4 0 0 1 16
Almost sure central limit theorems under minimal conditions 0 0 1 15 0 0 1 47
An application of the maximum likelihood test to the change-point problem 0 0 0 12 0 0 2 42
An energy saving atmospheric evaporator utilizing low grade thermal or waste energy 0 0 0 0 1 1 2 18
Approximation for Abel sums of independent, identically distributed random variables 0 0 0 8 0 0 1 39
Approximation of intermediate quantile processes 0 0 1 6 1 2 4 29
Approximations for weighted bootstrap processes with an application 0 0 0 14 1 1 1 55
Approximations of weighted empirical and quantile processes 0 0 0 13 0 0 1 29
Asymptotics for Lp-norms of kernel estimators of densities 0 0 0 8 0 0 0 24
Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models 0 0 0 0 0 1 4 4
Asymptotics of conditional empirical processes 0 0 0 13 0 0 0 29
Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models 0 0 0 3 0 0 0 32
Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models 0 0 0 5 0 0 0 26
Between local and global logarithmic averages 0 0 0 2 0 0 2 15
CONVERGENCE OF THE EMPIRICAL AND QUANTILE DISTRIBUTIONS TO POISSON MEASURES 0 0 0 1 0 0 0 9
Change in autoregressive processes 0 0 0 3 1 1 1 31
Change point detection in heteroscedastic time series 0 3 3 3 0 5 6 6
Change point tests in functional factor models with application to yield curves 0 0 1 1 0 0 4 7
Change-Point Detection in Angular Data 0 0 0 12 0 0 0 62
Change-Point Detection in Long-Memory Processes 0 0 0 17 0 0 1 42
Change-point detection in multinomial data using phi-divergence test statistics 0 0 1 11 0 0 2 40
Change-point detection in panel data 0 1 2 37 2 7 9 119
Change-point monitoring in linear models 0 0 0 41 4 4 8 231
Confidence bands for quantile function under random censorship 0 0 0 7 0 0 0 24
Convergence of integrals of uniform empirical and quantile processes 0 0 0 11 0 0 0 36
Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence 0 0 0 7 0 0 0 27
Delay time in sequential detection of change 0 2 9 23 0 2 10 60
Delay times of sequential procedures for multiple time series regression models 0 0 0 28 0 0 0 149
Detecting at-Most-m Changes in Linear Regression Models 0 0 0 1 0 1 5 11
Detecting changes in functional linear models 0 0 0 0 1 1 1 4
Detecting changes in the mean of functional observations 0 0 0 28 0 0 3 121
Detection of Changes in Linear Sequences 0 0 0 15 0 1 1 51
ESTIMATION FROM A LENGTH-BIASED DISTRIBUTION 0 0 0 1 0 0 0 2
ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES 0 0 2 32 1 1 6 60
Effect of aggregation on estimators in AR(1) sequence 0 1 1 13 0 2 2 45
Estimates for the probability of ruin starting with a large initial reserve 0 0 0 7 0 0 0 29
Estimation in Random Coefficient Autoregressive Models 2 2 2 168 2 2 3 359
Estimation in nonstationary random coefficient autoregressive models 0 0 0 36 1 1 4 96
Estimation of a change-point in the mean function of functional data 0 0 0 23 0 1 3 64
Estimation of influence functions 0 0 0 5 1 1 2 27
Estimation of the mean of functional time series and a two-sample problem 0 0 2 13 1 2 6 45
Extensions of some classical methods in change point analysis 0 0 1 22 2 4 7 65
Functional Generalized Autoregressive Conditional Heteroskedasticity 0 0 2 2 4 4 14 20
Functional data analysis with increasing number of projections 0 0 0 2 0 0 1 31
How large must be the difference between local time and mesure du voisinage of Brownian motion? 0 0 1 4 0 0 1 27
INTEGRAL TESTS FOR SUPREMA OF KIEFER PROCESSES WITH APPLICATION 1 1 2 6 1 1 2 16
Inference for Functional Data with Applications by Lajos Horváth and Piotr Kokoszka 0 0 2 5 0 0 4 25
Invariance principles for changepoint problems 0 0 0 25 0 1 1 56
LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS 0 0 0 3 0 0 0 39
Limit results for the empirical process of squared residuals in GARCH models 0 0 2 11 0 0 3 30
Limit theorems for change in linear regression 0 0 0 14 0 0 1 51
Limit theorems for permutations of empirical processes with applications to change point analysis 0 0 0 13 2 2 3 42
Limit theorems for short distances in 0 0 0 1 0 0 0 24
Logarithmic averages of stable random variables are asymptotically normal 0 0 0 1 0 0 0 14
Merits and Drawbacks of Variance Targeting in GARCH Models 0 0 1 21 1 2 8 81
Monitoring shifts in mean: Asymptotic normality of stopping times 0 0 0 16 1 2 5 70
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES 0 0 0 20 0 0 0 73
On best possible approximations of local time 0 0 0 9 0 1 5 31
On sequential detection of parameter changes in linear regression 0 0 1 18 0 0 2 71
On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models 0 0 0 23 1 1 2 59
On the asymptotic distributions of weighted uniform multivariate empirical processes 0 0 0 5 0 0 0 24
On the asymptotic normality of kernel estimators of the long run covariance of functional time series 0 0 1 4 0 0 1 14
On the best approximation for bootstrapped empirical processes 0 0 0 11 0 0 0 30
On the central limit theorem for modulus trimmed sums 0 0 0 1 0 0 1 18
On the estimation of spread rate for a biological population 0 0 0 3 1 1 1 22
On the tail behaviour of quantile processes 0 0 0 3 0 0 0 16
Rate of convergence in limit theorems for Brownian excursions 0 0 0 1 0 0 1 11
Rejoinder on: Extensions of some classical methods in change point analysis 0 0 0 1 0 0 0 15
Rescaled range analysis in the presence of stochastic trend 0 0 1 21 0 0 1 95
Rényi-type empirical processes 0 0 0 17 0 0 0 39
SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS 0 0 0 11 1 1 1 74
SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL 0 0 0 18 0 0 0 65
Sample and Implied Volatility in GARCH Models 0 0 1 57 1 1 3 190
Segmenting mean-nonstationary time series via trending regressions 0 0 0 22 2 2 5 112
Short distances on the line 0 0 0 0 1 1 1 12
Stability and instability of local time of random walk in random environment 0 0 0 0 0 0 0 13
Statistical inference in a random coefficient panel model 0 0 1 13 1 4 11 58
Strong Approximations of Open Queueing Networks 0 0 0 0 0 0 0 1
Strong approximation of certain stopped sums 0 0 1 7 0 0 1 22
Strong approximation of renewal processes 0 0 0 15 0 0 0 37
Strong approximations of the quantile process of the product-limit estimator 0 0 0 18 0 0 1 68
Structural breaks in panel data: Large number of panels and short length time series 0 0 0 0 1 1 1 1
Structural breaks in time series 0 0 5 56 3 6 20 122
TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES 0 0 1 13 0 0 3 30
TESTS OF FIT FOR COMPOSITE HYPOTHESES WITH CENSORED DATA 0 0 0 0 0 0 0 4
Test of independence for functional data 0 0 1 10 1 1 5 62
Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes 0 0 0 14 1 1 1 53
Testing for independence between functional time series 0 0 1 14 0 1 7 63
Testing for parameter constancy in GARCH(p,q) models 0 0 0 30 1 1 7 83
Testing for randomness in a random coefficient autoregression model 1 1 1 1 2 2 6 6
Testing for stochastic dominance using the weighted McFadden-type statistic 1 2 4 36 1 2 5 144
Testing for structural change of AR model to threshold AR model 0 0 0 0 1 1 1 33
Testing stationarity of functional time series 0 1 9 64 0 1 19 216
Testing the Equality of Covariance Operators in Functional Samples 0 0 0 3 0 1 4 31
Testing the stability of the functional autoregressive process 0 0 0 47 0 0 1 143
The central limit theorem for sums of trimmed variables with heavy tails 0 0 0 16 0 0 0 43
The functional central limit theorem for a family of GARCH observations with applications 0 0 1 18 0 1 2 54
The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability 0 0 0 15 0 0 0 69
The logarithmic average of sample extremes is asymptotically normal 0 0 0 1 0 0 1 40
The rate of consistency of the quasi-maximum likelihood estimator 0 0 1 38 0 2 7 117
The rate of strong uniform consistency for the multivariate product-limit estimator 0 0 0 4 0 0 0 24
The use of a thermal energy recycle unit in conjunction with a basin-type solar still for enhanced productivity 0 0 0 0 1 1 2 18
Variance Targeting Estimation of Multivariate GARCH Models 0 0 0 6 1 1 4 31
Weak invariance principles for sums of dependent random functions 1 1 1 10 1 1 1 27
Weight functions and pathwise local central limit theorems 0 0 0 3 0 0 1 20
Total Journal Articles 6 16 76 1,567 50 91 298 5,666


Statistics updated 2019-09-09