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Information about:
Lajos Horvath

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This is information that was supplied by Lajos Horvath in registering through RePEc. If you are Lajos Horvath , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Lajos
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Last Name: Horvath
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RePEc Short-ID: pho286

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This author is among the top 5% authors according to these criteria:
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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2009. "Merits and drawbacks of variance targeting in GARCH models," MPRA Paper 15143, University Library of Munich, Germany. [Downloadable!]

  2. Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2008. "Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space," MPRA Paper 16669, University Library of Munich, Germany. [Downloadable!]

  3. HORVATH, Lajos & KOKOSZKA, Piotr & TEYSSIéRE , Gilles, 2003. "Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals," CORE Discussion Papers 2003009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

  4. L. Horvath & P. Kokoszka & G. Teyssiere, . "Empirical process of the squared residuals of an ARCH sequence," Sonderforschungsbereich 373 1999-87, Humboldt Universitaet Berlin.
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Articles

  1. István Berkes & Robertas Gabrys & Lajos Horváth & Piotr Kokoszka, 2009. "Detecting changes in the mean of functional observations," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 71(5), pages 927-946. [Downloadable!] (restricted)

  2. Aue, Alexander & Horváth, Lajos & Reimherr, Matthew L., 2009. "Delay times of sequential procedures for multiple time series regression models," Journal of Econometrics, Elsevier, vol. 149(2), pages 174-190, April. [Downloadable!] (restricted)

  3. István Berkes & Lajos Horváth & Shiqing Ling, 2009. "Estimation in nonstationary random coefficient autoregressive models," Journal of Time Series Analysis, Blackwell Publishing, vol. 30(4), pages 395-416, 07. [Downloadable!] (restricted)

  4. Berkes, István & Hörmann, Siegfried & Horváth, Lajos, 2008. "The functional central limit theorem for a family of GARCH observations with applications," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2725-2730, November. [Downloadable!] (restricted)

  5. Horv?th, Lajos & Horv?th, Zsuzsanna & Zhou, Wang, 2008. "Asymptotic Properties Of Nonparametric Frontier Estimators," Econometric Theory, Cambridge University Press, vol. 24(06), pages 1607-1627, December. [Downloadable!]

  6. Aue, Alexander & Horváth, Lajos & Steinebach, Josef, 2007. "Rescaled range analysis in the presence of stochastic trend," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1165-1175, July. [Downloadable!] (restricted)

  7. Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef, 2007. "On sequential detection of parameter changes in linear regression," Statistics & Probability Letters, Elsevier, vol. 77(9), pages 885-895, May. [Downloadable!] (restricted)

  8. Alexander Aue & Lajos Horváth & Josef Steinebach, 2006. "Estimation in Random Coefficient Autoregressive Models," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(1), pages 61-76, 01. [Downloadable!] (restricted)

  9. Horvath, Lajos & Kokoszka, Piotr & Zitikis, Ricardas, 2006. "Testing for stochastic dominance using the weighted McFadden-type statistic," Journal of Econometrics, Elsevier, vol. 133(1), pages 191-205, July. [Downloadable!] (restricted)

  10. Lajos Horváth & Piotr Kokoszka & Ricardas Zitikis, 2006. "Sample and Implied Volatility in GARCH Models," Journal of Financial Econometrics, Oxford University Press, vol. 4(4), pages 617-635. [Downloadable!] (restricted)

  11. Berkes, Istvan & Horváth, Lajos & Kokoszka, Piotr, 2004. "Testing for parameter constancy in GARCH(p,q) models," Statistics & Probability Letters, Elsevier, vol. 70(4), pages 263-273, December. [Downloadable!] (restricted)

  12. Aue, Alexander & Horváth, Lajos, 2004. "Delay time in sequential detection of change," Statistics & Probability Letters, Elsevier, vol. 67(3), pages 221-231, April. [Downloadable!] (restricted)

  13. Horváth, Lajos & Zitikis, Ricardas, 2003. "Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models," Statistics & Probability Letters, Elsevier, vol. 65(4), pages 331-342, December. [Downloadable!] (restricted)
    Published as:

  14. Berkes, István & Horváth, Lajos, 2003. "The rate of consistency of the quasi-maximum likelihood estimator," Statistics & Probability Letters, Elsevier, vol. 61(2), pages 133-143, January. [Downloadable!] (restricted)

  15. Horváth, Lajos & Kokoszka, Piotr, 2003. "A bootstrap approximation to a unit root test statistic for heavy-tailed observations," Statistics & Probability Letters, Elsevier, vol. 62(2), pages 163-173, April. [Downloadable!] (restricted)

  16. Clark, Jim & Horváth, Lajos & Lewis, Mark, 2001. "On the estimation of spread rate for a biological population," Statistics & Probability Letters, Elsevier, vol. 51(3), pages 225-234, February. [Downloadable!] (restricted)

  17. Horváth, Lajos, 2001. "Change-Point Detection in Long-Memory Processes," Journal of Multivariate Analysis, Elsevier, vol. 78(2), pages 218-234, August. [Downloadable!] (restricted)

  18. Irina Grabovsky & Lajos Horváth, 2001. "Change-Point Detection in Angular Data," Annals of the Institute of Statistical Mathematics, Springer, vol. 53(3), pages 552-566, September. [Downloadable!] (restricted)

  19. Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef, 2000. "Approximations for weighted bootstrap processes with an application," Statistics & Probability Letters, Elsevier, vol. 48(1), pages 59-70, May. [Downloadable!] (restricted)

  20. Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef, 1999. "Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes," Journal of Multivariate Analysis, Elsevier, vol. 68(1), pages 96-119, January. [Downloadable!] (restricted)

  21. Eastwood, Vera R. & Horváth, Lajos, 1999. "Limit theorems for short distances in," Statistics & Probability Letters, Elsevier, vol. 45(3), pages 261-268, November. [Downloadable!] (restricted)

  22. Horváth, Lajos & Steinebach, Josef, 1999. "On the best approximation for bootstrapped empirical processes," Statistics & Probability Letters, Elsevier, vol. 41(2), pages 117-122, January. [Downloadable!] (restricted)

  23. Berkes, István & Csáki, Endre & Horváth, Lajos, 1998. "Almost sure central limit theorems under minimal conditions," Statistics & Probability Letters, Elsevier, vol. 37(1), pages 67-76, January. [Downloadable!] (restricted)

  24. Lajos Horváth, 1997. "Detection of Changes in Linear Sequences," Annals of the Institute of Statistical Mathematics, Springer, vol. 49(2), pages 271-283, June. [Downloadable!] (restricted)

  25. Gombay, Edit & Horváth, Lajos, 1996. "On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models," Journal of Multivariate Analysis, Elsevier, vol. 56(1), pages 120-152, January. [Downloadable!] (restricted)

  26. Csörgo, Miklós & Horváth, Lajos, 1996. "A note on the change-point problem for angular data," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 61-65, March. [Downloadable!] (restricted)

  27. Berkes, István & Horváth, Lajos, 1996. "Between local and global logarithmic averages," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 369-378, November. [Downloadable!] (restricted)

  28. Horváth, Lajos & Shao, Qi-Man, 1994. "A note on dichotomy theorems for integrals of stable processes," Statistics & Probability Letters, Elsevier, vol. 19(1), pages 45-49, January. [Downloadable!] (restricted)

  29. Gombay, Edit & Horváth, Lajos, 1994. "Limit theorems for change in linear regression," Journal of Multivariate Analysis, Elsevier, vol. 48(1), pages 43-69, January. [Downloadable!] (restricted)

  30. Gombay, Edit & Horváth, Lajos, 1992. "A goodness-of-fit test for exponential families," Statistics & Probability Letters, Elsevier, vol. 15(3), pages 235-239, October. [Downloadable!] (restricted)

  31. Csörgo, Miklós & Horváth, Lajos, 1992. "Rényi-type empirical processes," Journal of Multivariate Analysis, Elsevier, vol. 41(2), pages 338-358, May. [Downloadable!] (restricted)

  32. Horváth, Lajos, 1991. "On the asymptotic distributions of weighted uniform multivariate empirical processes," Journal of Multivariate Analysis, Elsevier, vol. 36(1), pages 127-143, January. [Downloadable!] (restricted)

  33. Chang-Jo Chung & Miklós Csörgő & Lajos Horváth, 1990. "Confidence bands for quantile function under random censorship," Annals of the Institute of Statistical Mathematics, Springer, vol. 42(1), pages 21-36, March. [Downloadable!] (restricted)

  34. Csörgo, Miklós & Horváth, Lajos, 1989. "On best possible approximations of local time," Statistics & Probability Letters, Elsevier, vol. 8(4), pages 301-306, September. [Downloadable!] (restricted)

  35. Horváth, Lajos, 1989. "The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability," Journal of Multivariate Analysis, Elsevier, vol. 31(1), pages 148-159, October. [Downloadable!] (restricted)

  36. Csörgo, Miklós & Horváth, Lajos, 1988. "Invariance principles for changepoint problems," Journal of Multivariate Analysis, Elsevier, vol. 27(1), pages 151-168, October. [Downloadable!] (restricted)

  37. Csorgo, Miklos & Horvath, Lajos, 1988. "Asymptotics for Lp-norms of kernel estimators of densities," Computational Statistics & Data Analysis, Elsevier, vol. 6(3), pages 241-250, April. [Downloadable!] (restricted)

  38. Horváth, Lajos & Yandell, Brian S., 1988. "Asymptotics of conditional empirical processes," Journal of Multivariate Analysis, Elsevier, vol. 26(2), pages 184-206, August. [Downloadable!] (restricted)

  39. Csörgo, Miklós & Horváth, Lajos, 1987. "Approximation of intermediate quantile processes," Journal of Multivariate Analysis, Elsevier, vol. 21(2), pages 250-262, April. [Downloadable!] (restricted)

  40. Horvath, Lajos & Willekens, Eric, 1986. "Estimates for the probability of ruin starting with a large initial reserve," Insurance: Mathematics and Economics, Elsevier, vol. 5(4), pages 285-293, October. [Downloadable!] (restricted)

  41. Burke, Murray D. & Horváth, Lajos, 1986. "Estimation of influence functions," Statistics & Probability Letters, Elsevier, vol. 4(2), pages 81-85, March. [Downloadable!] (restricted)

  42. Csörgóo, Miklós & Horváth, Lajos, 1986. "Approximations of weighted empirical and quantile processes," Statistics & Probability Letters, Elsevier, vol. 4(6), pages 275-280, October. [Downloadable!] (restricted)

  43. Csörgo, Miklós & Horváth, Lajos & Révész, Pál, 1986. "How large must be the difference between local time and mesure du voisinage of Brownian motion?," Statistics & Probability Letters, Elsevier, vol. 4(4), pages 161-166, June. [Downloadable!] (restricted)

  44. Aly, Emad-Eldin A. A. & Csörgo, Miklós & Horváth, Lajos, 1985. "Strong approximations of the quantile process of the product-limit estimator," Journal of Multivariate Analysis, Elsevier, vol. 16(2), pages 185-210, April. [Downloadable!] (restricted)

  45. Horváth, Lajos, 1985. "Approximation for Abel sums of independent, identically distributed random variables," Statistics & Probability Letters, Elsevier, vol. 3(4), pages 221-225, July. [Downloadable!] (restricted)

  46. Horváth, Lajos, 1984. "Strong approximation of certain stopped sums," Statistics & Probability Letters, Elsevier, vol. 2(3), pages 181-185, May. [Downloadable!] (restricted)

  47. Horváth, Lajos, 1983. "The rate of strong uniform consistency for the multivariate product-limit estimator," Journal of Multivariate Analysis, Elsevier, vol. 13(1), pages 202-209, March. [Downloadable!] (restricted)

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2009-05-16 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2009-05-16 Author is listed
  3. NEP-ORE: Operations Research (1) 2009-05-16 Author is listed
  4. NEP-RMG: Risk Management (1) 2009-05-16 Author is listed
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This page was last updated on 2010-1-1.

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