Lajos Horváth

According to our database, Lajos Horváth authored at least 18 papers between 1992 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Testing for changes in linear models using weighted residuals.

Lajos Horváth, Gregory Rice, Yuqian Zhao

J. Multivar. Anal., 2023

2022

Change point analysis of covariance functions: A weighted cumulative sum approach.

Lajos Horváth, Gregory Rice, Yuqian Zhao

J. Multivar. Anal., 2022

2020

Testing normality of data on a multivariate grid.

Lajos Horváth, Piotr Kokoszka, Shixuan Wang

J. Multivar. Anal., 2020

2019

Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models.

Lajos Horváth, Gregory Rice

J. Multivar. Anal., 2019

2016

On the asymptotic normality of kernel estimators of the long run covariance of functional time series.

István Berkes, Lajos Horváth, Gregory Rice

J. Multivar. Anal., 2016

Adaptive bandwidth selection in the long run covariance estimator of functional time series.

Lajos Horváth, Gregory Rice, Stephen Whipple

Comput. Stat. Data Anal., 2016

2014

Functional data analysis with increasing number of projections.

Stefan Fremdt, Lajos Horváth, Piotr Kokoszka, Josef G. Steinebach

J. Multivar. Anal., 2014

2013

Test of independence for functional data.

Lajos Horváth, Marie Husková, Gregory Rice

J. Multivar. Anal., 2013

Change-point detection in multinomial data using phi-divergence test statistics.

Apostolos Batsidis, Lajos Horváth, Nirian Martín, Leandro Pardo, Kostas Zografos

J. Multivar. Anal., 2013

2012

Detecting changes in functional linear models.

Lajos Horváth, Ron Reeder

J. Multivar. Anal., 2012

2010

Testing the stability of the functional autoregressive process.

Lajos Horváth, Marie Husková, Piotr Kokoszka

J. Multivar. Anal., 2010

2009

Extreme value theory for stochastic integrals of Legendre polynomials.

Alexander Aue, Lajos Horváth, Marie Husková

J. Multivar. Anal., 2009

Estimation of a change-point in the mean function of functional data.

Alexander Aue, Robertas Gabrys, Lajos Horváth, Piotr Kokoszka

J. Multivar. Anal., 2009

2005

Almost sure convergence of the Bartlett estimator.

István Berkes, Lajos Horváth, Piotr Kokoszka, Qi-Man Shao

Period. Math. Hung., 2005

2003

Approximations for the maximum of a vector-valued stochastic process with drift.

Alexander Aue, Lajos Horváth

Period. Math. Hung., 2003

Approximations for the maximum of stochastic processes with drift.

István Berkes, Lajos Horváth

Kybernetika, 2003

2000

Strong Laws for <i>L</i> _<i>p</i>-Norms of Empirical and Related Processes.

István Berkes, Lajos Horváth, Qui-Man Shao, Josef G. Steinebach

Period. Math. Hung., 2000

1992

Strong Approximations of Open Queueing Networks.

Lajos Horváth

Math. Oper. Res., 1992