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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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Testing for independence between functional time series
Horváth, Lajos; Rice, Gregory - In: Journal of econometrics 189 (2015) 2, pp. 371-382
Persistent link: https://www.econbiz.de/10011504560
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Detecting common breaks in the means of high dimensional cross-dependent panels
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Zhao, Yuqian - In: The econometrics journal 25 (2022) 2, pp. 362-383
Persistent link: https://www.econbiz.de/10013253840
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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 functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan - In: International journal of forecasting 36 (2020) 2, pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
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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
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Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models
Horváth, Lajos; Hušková, Marie; Rice, Gregory; Wang, Jia - In: Econometric theory 33 (2017) 2, pp. 366-412
Persistent link: https://www.econbiz.de/10011665387
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Extensions of some classical methods in change point analysis
Horváth, Lajos; Rice, Gregory - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 2, pp. 219-255
A common goal in modeling and data mining is to determine, based on sample data, whether or not a change of some sort has occurred in a quantity of interest. The study of statistical problems of this nature is typically referred to as change point analysis. Though change point analysis...
Persistent link: https://www.econbiz.de/10010994252
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Rejoinder on: Extensions of some classical methods in change point analysis
Horváth, Lajos; Rice, Gregory - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 2, pp. 287-290
Persistent link: https://www.econbiz.de/10010994296
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Testing stability in functional event observations with an application to IPO performance
Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Wang, Shixuan - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1262-1273
Persistent link: https://www.econbiz.de/10014448630