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Testing for stochastic dominance using the weighted McFadden-type statistic
Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas - In: Journal of econometrics 133 (2006) 1, pp. 191-205
Persistent link: https://www.econbiz.de/10003354571
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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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Testing stationarity of functional time series
Horváth, Lajos; Kokoszka, Piotr; Rice, Gregory - In: Journal of econometrics 179 (2014) 1, pp. 66-82
Persistent link: https://www.econbiz.de/10010258271
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Sequential monitoring for changes from stationarity to mild non-stationarity
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan - In: Journal of econometrics 215 (2020) 1, pp. 209-238
Persistent link: https://www.econbiz.de/10012439449
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A new class of change point test statistics of Rényi type
Horváth, Lajos; Miller, Curtis; Rice, Gregory - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 570-579
Persistent link: https://www.econbiz.de/10012262495