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Asymptotic properties of nonparametric frontier estimators
Horváth, Lajos; Horváth, Zsuzsanna; Zhou, Wang - In: Econometric theory 24 (2008) 6, pp. 1607-1627
Persistent link: https://www.econbiz.de/10003771886
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Monitoring constancy of variance in conditionally heteroskedastic time series
Horváth, Lajos; Kokoszka, Piotr; Zhang, Aonan - In: Econometric theory 22 (2006) 3, pp. 373-402
Persistent link: https://www.econbiz.de/10003307471
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Testing goodness of fit based on densities of GARCH innovations
Horváth, Lajos; Zitikis, Ričardas - In: Econometric theory 22 (2006) 3, pp. 457-482
Persistent link: https://www.econbiz.de/10003307486
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On distinguishing betweeen random walk and change in the mean alternatives
Aue, Alexander; Horváth, Lajos; Hušková, Marie; … - In: Econometric theory 25 (2009) 2, pp. 411-441
Persistent link: https://www.econbiz.de/10003818307
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A limit theorem for mildly explosive autoregression with stable errors
Aue, Alexander; Horváth, Lajos - In: Econometric theory 23 (2007) 2, pp. 201-220
Persistent link: https://www.econbiz.de/10003429709
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Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - In: Econometric theory 26 (2010) 4, pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
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Convergence of integral functionals of stochastic processes
Berkes, István; Horváth, Lajos - In: Econometric theory 22 (2006) 2, pp. 304-322
Persistent link: https://www.econbiz.de/10003301252
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Sequential testing for the stability of high-frequency portfolio betas
Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; … - In: Econometric theory 28 (2012) 4, pp. 804-837
Persistent link: https://www.econbiz.de/10009669735
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A functional version of the ARCH model
Hörmann, Siegfried; Horváth, Lajos; Reeder, Ron - In: Econometric theory 29 (2013) 2, pp. 267-288
Persistent link: https://www.econbiz.de/10009760010
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Limit laws in transaction-level asset price models
Aue, Alexander; Horváth, Lajos; Hurvich, Clifford M.; … - In: Econometric theory 30 (2014) 3, pp. 536-579
Persistent link: https://www.econbiz.de/10010500888