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Horváth, Lajos
20
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8
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7
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4
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3
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1
SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
Berkes, István
;
Gombay, Edit
;
Horváth, Lajos
; …
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1140-1167
Persistent link: https://www.econbiz.de/10006962805
Saved in:
2
ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 565-586
Persistent link: https://www.econbiz.de/10006968112
Saved in:
3
ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 515-540
Persistent link: https://www.econbiz.de/10006968114
Saved in:
4
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/10006955252
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5
Testing for stochastic dominance using the weighted McFadden-type statistic
Horváth, Lajos
;
Kokoszka, Piotr
;
Zitikis, Riardas
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 191-206
Persistent link: https://www.econbiz.de/10007288082
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6
Change-point monitoring in linear models
Aue, Alexander
;
Horváth, Lajos
;
Husková, Marie
; …
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 373-403
Persistent link: https://www.econbiz.de/10007402526
Saved in:
7
Detection of changes in linear sequences
Horváth, Lajos
- In:
Annals of the Institute of Statistical Mathematics : AISM
49
(
1997
)
2
,
pp. 271-284
Persistent link: https://www.econbiz.de/10007368057
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8
Change point - Change-point detection in angular data
Grabovsky, Irina
;
Horváth, Lajos
- In:
Annals of the Institute of Statistical Mathematics : AISM
53
(
2001
)
3
,
pp. 552-566
Persistent link: https://www.econbiz.de/10006562309
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9
ON DISTINGUISHING BETWEEN 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/10008211992
Saved in:
10
Tests for Error Correlation in the Functional Linear Model
Gabrys, Robertas
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
491
,
pp. 1113-1126
Persistent link: https://www.econbiz.de/10008723906
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