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A termelöszövetkezetek gazdálk...
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91
Testing for structural change of AR model to threshold AR model
Berkes, István
;
Horváth, Lajos
;
Ling, Shiqing
; …
- In:
Journal of Time Series Analysis
32
(
2011
)
5
,
pp. 547-565
Persistent link: https://www.econbiz.de/10009215456
Saved in:
92
Breaks in term structures : evidence from the oil futures markets
Horváth, Lajos
;
Liu, Zhenya
;
Miller, Curtis
;
Tang, Weiqing
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2317-2341
Persistent link: https://www.econbiz.de/10014533420
Saved in:
93
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
Saved in:
94
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:
95
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
Saved in:
96
Delay times of sequential procedures for multiple time series regression models
Aue, Alexander
;
Horváth, Lajos
;
Reimherr, Matthew L.
- In:
Journal of econometrics
149
(
2009
)
2
,
pp. 174-190
Persistent link: https://www.econbiz.de/10008239808
Saved in:
97
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/10007614048
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98
Segmenting mean-nonstationary time series via trending regressions
Aue, Alexander
;
Horváth, Lajos
;
Hušková, Marie
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 367-382
Persistent link: https://www.econbiz.de/10009969406
Saved in:
99
A FUNCTIONAL VERSION OF THE ARCH MODEL
Hörmann, Siegfried
;
Horváth, Lajos
;
Reeder, Ron
- In:
Econometric theory
29
(
2012
)
2
,
pp. 267-288
Persistent link: https://www.econbiz.de/10010099082
Saved in:
100
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
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