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 3 3 4 80
Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models 0 1 3 39 1 5 15 27
Empirical Process of the Squared Residuals of an ARCH Sequence 0 0 0 0 1 3 11 348
Empirical process of the squared residuals of an ARCH sequence 0 0 0 32 0 1 5 90
Functional generalized autoregressive conditional heteroskedasticity 0 0 1 42 3 4 10 74
Merits and Drawbacks of Variance Targeting in GARCH Models 0 0 0 11 1 3 20 122
Merits and drawbacks of variance targeting in GARCH models 1 1 3 396 5 12 31 1,231
Structural breaks in panel data: Large number of panels and short length time series 1 2 18 143 8 15 60 170
Sup-Tests for Linearity in a General Nonlinear AR(1) Model 0 0 0 7 2 2 4 69
Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space 0 2 4 137 3 6 13 292
Testing for randomness in a random coefficient autoregression model 0 0 2 25 5 8 20 24
Variance targeting estimation of multivariate GARCH models 0 0 0 79 0 0 5 97
Total Working Papers 2 6 31 920 32 62 198 2,624
1 registered items for which data could not be found


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 0 7 3 3 4 44
A bootstrap approximation to a unit root test statistic for heavy-tailed observations 0 0 0 12 1 1 2 48
A goodness-of-fit test for exponential families 0 0 0 7 0 1 2 45
A note on dichotomy theorems for integrals of stable processes 0 0 1 3 1 1 2 23
A note on strong approximations of multivariate empirical processes 0 0 0 11 2 2 5 37
A note on the change-point problem for angular data 0 0 0 4 2 2 2 40
ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS 0 0 0 28 0 0 0 64
ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS 0 1 4 7 1 2 8 27
Adaptive bandwidth selection in the long run covariance estimator of functional time series 0 0 0 4 0 0 2 17
Almost sure central limit theorems under minimal conditions 0 0 0 15 0 1 1 48
An application of the maximum likelihood test to the change-point problem 0 0 0 12 1 1 3 43
An energy saving atmospheric evaporator utilizing low grade thermal or waste energy 0 0 0 0 1 1 2 19
Approximation for Abel sums of independent, identically distributed random variables 0 0 0 8 0 0 0 39
Approximation of intermediate quantile processes 0 0 1 6 0 0 4 29
Approximations for weighted bootstrap processes with an application 0 0 0 14 1 1 2 56
Approximations of weighted empirical and quantile processes 0 0 0 13 0 0 0 29
Asymptotics for Lp-norms of kernel estimators of densities 0 1 1 9 1 3 3 27
Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models 0 0 0 0 2 4 9 9
Asymptotics of conditional empirical processes 0 0 1 14 0 0 2 31
Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models 0 0 0 5 0 1 1 27
Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models 0 0 0 3 1 1 1 33
Between local and global logarithmic averages 0 0 0 2 1 2 2 17
CONVERGENCE OF THE EMPIRICAL AND QUANTILE DISTRIBUTIONS TO POISSON MEASURES 0 0 0 1 0 0 1 10
Change in autoregressive processes 0 0 0 3 0 0 2 32
Change point detection in heteroscedastic time series 1 3 9 9 3 11 23 24
Change point tests in functional factor models with application to yield curves 0 1 2 2 3 4 6 11
Change-Point Detection in Angular Data 0 0 0 12 0 1 1 63
Change-Point Detection in Long-Memory Processes 0 0 0 17 3 4 5 47
Change-point detection in multinomial data using phi-divergence test statistics 0 0 0 11 1 2 3 42
Change-point detection in panel data 0 1 3 38 0 1 10 120
Change-point monitoring in linear models 0 0 0 41 0 0 4 231
Confidence bands for quantile function under random censorship 0 0 0 7 1 2 2 26
Convergence of integrals of uniform empirical and quantile processes 0 0 0 11 0 0 1 37
Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence 0 0 0 7 0 0 1 28
Delay time in sequential detection of change 1 1 5 25 3 5 10 66
Delay times of sequential procedures for multiple time series regression models 0 0 0 28 0 1 5 154
Detecting at-Most-m Changes in Linear Regression Models 0 0 1 2 1 2 6 14
Detecting changes in functional linear models 0 0 0 0 2 3 5 8
Detecting changes in the mean of functional observations 0 0 0 28 3 3 5 124
Detection of Changes in Linear Sequences 0 0 0 15 3 3 5 55
ESTIMATION FROM A LENGTH-BIASED DISTRIBUTION 0 1 1 2 2 3 4 6
ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES 0 2 4 35 0 3 11 67
Effect of aggregation on estimators in AR(1) sequence 0 0 1 13 1 1 3 46
Estimates for the probability of ruin starting with a large initial reserve 0 1 1 8 1 2 2 31
Estimation in Random Coefficient Autoregressive Models 0 0 3 169 0 0 4 361
Estimation in nonstationary random coefficient autoregressive models 0 0 0 36 0 0 4 97
Estimation of a change-point in the mean function of functional data 0 0 0 23 1 2 4 66
Estimation of influence functions 0 0 0 5 2 2 3 29
Estimation of the mean of functional time series and a two-sample problem 0 0 1 14 0 0 5 46
Extensions of some classical methods in change point analysis 1 1 1 23 4 7 15 75
Functional Generalized Autoregressive Conditional Heteroskedasticity 0 0 0 2 1 2 12 25
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 0 0 2 6 0 0 2 16
Inference for Functional Data with Applications by Lajos Horváth and Piotr Kokoszka 0 1 1 6 1 2 4 28
Invariance principles for changepoint problems 0 0 0 25 3 3 4 59
LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS 0 0 0 3 3 4 8 47
Limit results for the empirical process of squared residuals in GARCH models 0 0 2 11 0 0 2 30
Limit theorems for change in linear regression 0 0 0 14 1 2 3 54
Limit theorems for permutations of empirical processes with applications to change point analysis 0 0 0 13 2 3 9 48
Limit theorems for short distances in 0 0 0 1 2 2 2 26
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 1 1 1 22 1 4 11 87
Monitoring shifts in mean: Asymptotic normality of stopping times 0 0 0 16 2 2 7 73
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES 0 0 0 20 1 1 3 76
On best possible approximations of local time 0 0 0 9 2 3 6 34
On sequential detection of parameter changes in linear regression 1 1 2 19 3 4 7 76
On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models 0 0 0 23 1 1 3 61
On the asymptotic distributions of weighted uniform multivariate empirical processes 0 0 0 5 4 4 4 28
On the asymptotic normality of kernel estimators of the long run covariance of functional time series 0 0 1 4 0 1 3 16
On the best approximation for bootstrapped empirical processes 0 0 0 11 1 1 1 31
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 0 1 4 25
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 1 1 1 12
Rejoinder on: Extensions of some classical methods in change point analysis 0 0 0 1 0 1 1 16
Rescaled range analysis in the presence of stochastic trend 0 0 1 21 1 1 3 97
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 0 0 2 75
SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL 0 0 0 18 0 0 3 68
Sample and Implied Volatility in GARCH Models 0 0 0 57 0 1 4 192
Segmenting mean-nonstationary time series via trending regressions 0 0 0 22 0 1 9 117
Short distances on the line 0 0 0 0 1 1 2 13
Stability and instability of local time of random walk in random environment 0 0 0 0 0 1 1 14
Statistical inference in a random coefficient panel model 1 4 5 18 5 9 20 70
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 1 38
Strong approximations of the quantile process of the product-limit estimator 0 0 0 18 0 0 2 69
Structural breaks in panel data: Large number of panels and short length time series 0 0 0 0 3 8 14 14
Structural breaks in time series 1 2 9 61 3 5 26 132
TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES 0 0 0 13 0 0 1 31
TESTS OF FIT FOR COMPOSITE HYPOTHESES WITH CENSORED DATA 0 0 0 0 0 2 2 6
Test of independence for functional data 1 1 1 11 1 2 4 64
Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes 0 0 0 14 1 1 6 58
Testing for independence between functional time series 0 0 1 15 2 3 6 67
Testing for parameter constancy in GARCH(p,q) models 0 0 0 30 3 3 5 86
Testing for randomness in a random coefficient autoregression model 1 1 2 2 1 2 10 10
Testing for stochastic dominance using the weighted McFadden-type statistic 0 0 2 36 1 3 5 147
Testing for structural change of AR model to threshold AR model 0 0 0 0 0 0 1 33
Testing stationarity of functional time series 2 4 15 72 7 11 32 237
Testing the Equality of Covariance Operators in Functional Samples 0 2 2 5 0 3 6 35
Testing the stability of the functional autoregressive process 0 0 1 48 2 2 6 148
The central limit theorem for sums of trimmed variables with heavy tails 0 0 0 16 0 1 2 45
The functional central limit theorem for a family of GARCH observations with applications 0 0 0 18 2 3 5 58
The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability 0 0 0 15 1 1 2 71
The logarithmic average of sample extremes is asymptotically normal 0 0 0 1 2 2 4 43
The rate of consistency of the quasi-maximum likelihood estimator 0 3 3 41 2 5 7 122
The rate of strong uniform consistency for the multivariate product-limit estimator 0 0 0 4 2 2 2 26
The use of a thermal energy recycle unit in conjunction with a basin-type solar still for enhanced productivity 0 0 0 0 0 1 4 20
Variance Targeting Estimation of Multivariate GARCH Models 0 0 1 7 1 2 7 35
Weak invariance principles for sums of dependent random functions 1 1 2 11 2 2 3 29
Weight functions and pathwise local central limit theorems 0 0 0 3 0 1 1 21
Total Journal Articles 12 34 96 1,622 124 210 516 5,995


Statistics updated 2020-02-04