The following pages link to Lajos Horváth (Q169487):
Displaying 50 items.
- The effect of long-range dependence on change-point estimators (Q135915) (← links)
- (Q239858) (redirect page) (← links)
- Addendum to: ``An introduction to functional data analysis and a principal component approach for testing the equality of mean curves'' (Q262651) (← links)
- On the extremal theory of continued fractions (Q270215) (← links)
- Testing for stochastic dominance using the weighted McFadden-type statistic (Q274913) (← links)
- Statistical inference in a random coefficient panel model (Q284298) (← links)
- Delay times of sequential procedures for multiple time series regression models (Q302113) (← links)
- (Q391589) (redirect page) (← links)
- Test of independence for functional data (Q391591) (← links)
- Change-point detection in multinomial data using phi-divergence test statistics (Q391620) (← links)
- Functional data analysis with increasing number of projections (Q392095) (← links)
- (Q404136) (redirect page) (← links)
- Trimmed stable AR(1) processes (Q404137) (← links)
- Inference for functional data with applications (Q413580) (← links)
- On the reaction time of moving sum detectors (Q433744) (← links)
- Detecting changes in functional linear models (Q444989) (← links)
- (Q496979) (redirect page) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Segmenting mean-nonstationary time series via trending regressions (Q527952) (← links)
- (Q582706) (redirect page) (← links)
- On best possible approximations of local time (Q582707) (← links)
- (Q587240) (redirect page) (← links)
- Effect of aggregation on estimators in AR(1) sequence (Q619121) (← links)
- Asymptotics of trimmed CUSUM statistics (Q654411) (← links)
- The central limit theorem for sums of trimmed variables with heavy tails (Q665434) (← links)
- The maximum likelihood method for testing changes in the parameters of normal observations (Q688375) (← links)
- Testing for changes using permutations of U-statistics (Q707047) (← links)
- On the asymptotic distributions of weighted uniform mulitivariate empirical processes (Q753321) (← links)
- Strong approximation of renewal processes (Q797229) (← links)
- Strong approximation of certain stopped sums (Q800056) (← links)
- Strong approximation of extended renewal processes (Q801595) (← links)
- Asymptotics for \(L_ p\)-norms of kernel estimators of densities (Q804142) (← links)
- Strong approximation for the sums of squares of augmented GARCH sequences (Q850764) (← links)
- Testing for independence between functional time series (Q888330) (← links)
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
- Large sample properties of kernel-type score function estimators (Q908630) (← links)
- On the distributions of \(L_ p\) norms of weighted quantile processes (Q913410) (← links)
- Confidence bands for quantile function under random censorship (Q916273) (← links)
- A note on the rate of Poisson approximation of empirical processes (Q917151) (← links)
- Asymptotics for \(L_ p\)-norms of Fourier series density estimators (Q918597) (← links)
- Distributional analysis of empirical volatility in GARCH processes (Q947260) (← links)
- The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
- On functional versions of the arc-sine law (Q966497) (← links)
- Non-central limit theorems for random selections (Q975304) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Sample autocovariances of long-memory time series (Q1002560) (← links)
- Selection from a stable box (Q1002578) (← links)
- Extreme value theory for stochastic integrals of Legendre polynomials (Q1006679) (← links)
- Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
- Monitoring shifts in mean: asymptotic normality of stopping times (Q1019482) (← links)
