Lajos Horvath : Citation Profile


Are you Lajos Horvath?

13

H index

19

i10 index

563

Citations

RESEARCH PRODUCTION:

119

Articles

13

Papers

RESEARCH ACTIVITY:

   37 years (1983 - 2020). See details.
   Cites by year: 15
   Journals where Lajos Horvath has often published
   Relations with other researchers
   Recent citing documents: 87.    Total self citations: 41 (6.79 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pho286
   Updated: 2020-09-26    RAS profile: 2020-09-24    
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Relations with other researchers


Works with:

Wang, Shixuan (5)

Hanousek, Jan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lajos Horvath.

Is cited by:

Pouliot, William (13)

Francq, Christian (12)

Gallo, Giampiero (12)

Andreou, Elena (11)

Wied, Dominik (10)

Ghysels, Eric (10)

Zakoian, Jean-Michel (9)

Engle, Robert (8)

Whang, Yoon-Jae (8)

LINTON, OLIVER (8)

Shang, Han Lin (8)

Cites to:

Andrews, Donald (25)

Phillips, Peter (24)

Bai, Jushan (18)

Perron, Pierre (17)

Taylor, Robert (12)

Engle, Robert (11)

Hansen, Bruce (11)

Bollerslev, Tim (9)

Ling, Shiqing (9)

Yu, Jun (9)

Wied, Dominik (8)

Main data


Where Lajos Horvath has published?


Journals with more than one article published# docs
Statistics & Probability Letters25
Journal of Multivariate Analysis21
Stochastic Processes and their Applications17
Journal of Econometrics8
Journal of Time Series Analysis8
Econometric Theory7
Statistics & Risk Modeling5
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research4
Journal of Financial Econometrics3
Annals of the Institute of Statistical Mathematics3
Energy2
Computational Statistics & Data Analysis2
Journal of the Royal Statistical Society Series B2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5
Working Papers / Center for Research in Economics and Statistics2

Recent works citing Lajos Horvath (2020 and 2019)


YearTitle of citing document
2019Detecting a Structural Change in Functional Time Series Using Local Wilcoxon Statistic. (2016). Snarska, Malgorzata ; Rydlewski, Jerzy P ; Kosiorowski, Daniel. In: Papers. RePEc:arx:papers:1604.03776.

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2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2020A Residual Bootstrap for Conditional Value-at-Risk. (2018). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1808.09125.

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2020Time series models for realized covariance matrices based on the matrix-F distribution. (2019). Zhu, Ke ; Li, Wai Keung ; Jiang, Feiyu ; Zhou, Jiayuan. In: Papers. RePEc:arx:papers:1903.12077.

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2020Adaptive inference for a semiparametric generalized autoregressive conditional heteroscedastic model. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1907.04147.

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2019Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: Papers. RePEc:arx:papers:1909.04661.

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2020Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020Backward CUSUM for Testing and Monitoring Structural Change. (2020). Breitung, Jörg ; Otto, Sven. In: Papers. RePEc:arx:papers:2003.02682.

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2020Sequential monitoring for cointegrating regressions. (2020). Whitehouse, Emily ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2003.12182.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020An Adaptive Recursive Volatility Prediction Method. (2020). Wintenberger, Olivier ; Werge, Nicklas. In: Papers. RePEc:arx:papers:2006.02077.

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2020Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model. (2020). Tantari, Daniele ; Lillo, Fabrizio ; di Gangi, Domenico ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2007.15545.

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2020A Novel Approach to Predictive Accuracy Testing in Nested Environments. (2020). Pitarakis, Jean-Yves. In: Papers. RePEc:arx:papers:2008.08387.

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2020Testing relevant hypotheses in functional time series via self‐normalization. (2020). Volgushev, Stanislav ; Kokot, Kevin ; Dette, Holger. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:3:p:629-660.

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2020Testing equality of autocovariance operators for functional time series. (2020). Sapatinas, Theofanis ; Paparoditis, Efstathios ; Pilavakis, Dimitrios. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:4:p:571-589.

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2019Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002.

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2020A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series. (2020). Lin, Shang Han. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:39:n:3.

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2020Toward a Macroprudential Regulatory Framework for Mutual Funds. (2020). Hasse, Jean-Baptiste ; Panopoulou, Ekaterini ; Candelon, Bertrand ; Argyropoulos, Christos. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_008.

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2019Robust depth-based estimation of the functional autoregressive model. (2019). Martinez-Hernandez, Israel ; Gonzalez-Farias, Graciela ; Genton, Marc G. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:131:y:2019:i:c:p:66-79.

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2019A new test for functional one-way ANOVA with applications to ischemic heart screening. (2019). Zhou, BU ; Wu, Hau-Tieng ; Cheng, Ming-Yen ; Zhang, Jin-Ting. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:132:y:2019:i:c:p:3-17.

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2019Detecting structural breaks in realized volatility. (2019). Baek, Changryong ; Song, Junmo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:134:y:2019:i:c:p:58-75.

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2020Stochastic dominance tests. (2020). Tsionas, Mike G ; Topaloglou, Nikolas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300191.

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2019On the asymmetric impact of macro–variables on volatility. (2019). Amendola, Alessandra ; Gallo, Giampiero M ; Candila, Vincenzo. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:135-152.

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2019A brief survey on the choice of parameters for: “Kernel density estimation for time series data”. (2019). Oneill, Robert ; Semeyutin, Artur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304376.

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2019Inference for multiple change points in heavy-tailed time series via rank likelihood ratio scan statistics. (2019). Li, Huini ; Xu, Qiongyao ; Chen, Zhanshou . In: Economics Letters. RePEc:eee:ecolet:v:179:y:2019:i:c:p:53-56.

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2020A modified Wilcoxon test for change points in long-range dependent time series. (2020). Wenger, Kai ; Less, Vivien. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s016517652030166x.

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2019Quantile regression for duration models with time-varying regressors. (2019). Chen, Songnian. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:1:p:1-17.

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2019Random coefficient continuous systems: Testing for extreme sample path behavior. (2019). Yu, Jun ; Tao, Yubo. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:208-237.

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2019Functional GARCH models: The quasi-likelihood approach and its applications. (2019). Zakoian, Jean-Michel ; Hormann, Siegfried ; Francq, Christian ; Cerovecki, Clement. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:353-375.

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2019A moment-based notion of time dependence for functional time series. (2019). Gleim, Alexander ; Salish, Nazarii . In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:377-392.

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2019Parameter regimes in partial functional panel regression. (2019). Walders, Fabian ; Liebl, Dominik . In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:105-115.

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2019Modeling Euro STOXX 50 volatility with common and market-specific components. (2019). Gallo, Giampiero M ; Cipollini, Fabrizio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:11:y:2019:i:c:p:22-42.

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2020A general white noise test based on kernel lag-window estimates of the spectral density operator. (2020). Rice, Gregory ; Characiejus, Vaidotas. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:175-196.

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2020Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Czellar, Veronika ; Mao, Xiuping. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105.

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2019Rank-based inference tools for copula regression, with property and casualty insurance applications. (2019). Omelka, Marek ; Genest, Christian ; Cote, Marie-Pier. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:1-15.

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2019A tail adaptive approach for change point detection. (2019). Liu, Bin ; Zhang, Xinsheng ; Zhou, Cheng. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:33-48.

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2019The spatial sign covariance operator: Asymptotic results and applications. (2019). Sued, Mariela ; Rodriguez, Daniel A ; Boente, Graciela. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:115-128.

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2019Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data. (2019). Zhu, Lixing ; Meintanis, Simos G ; Hukova, Marie ; Jiang, Qing . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:202-220.

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2019High-dimensional functional time series forecasting: An application to age-specific mortality rates. (2019). Shang, Han Lin ; Yang, Yanrong ; Gao, Yuan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:232-243.

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2019Recent advances in functional data analysis and high-dimensional statistics. (2019). Vieu, Philippe ; Genest, Christian ; Fraiman, Ricardo ; Cao, Ricardo ; Aneiros, German. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:3-9.

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2019Inference for sparse and dense functional data with covariate adjustments. (2019). Liebl, Dominik. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:170:y:2019:i:c:p:315-335.

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2019Inferential procedures for partially observed functional data. (2019). Kraus, David. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:173:y:2019:i:c:p:583-603.

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2019A bootstrap-based KPSS test for functional time series. (2019). Pun, Chi Seng ; Chen, Yichao. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x18306146.

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2020Simultaneous confidence band for stationary covariance function of dense functional data. (2020). Wang, Jiangyan ; Yang, Lijian ; Cao, Guanqun. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:176:y:2020:i:c:s0047259x19301423.

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2020Testing and estimating change-points in the covariance matrix of a high-dimensional time series. (2020). Steland, Ansgar. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:177:y:2020:i:c:s0047259x18305104.

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2020Change point analysis on the Corinth Gulf (Greece) seismicity. (2020). Papadimitriou, E ; Tsaklidis, G ; Lykou, R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119320230.

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2020Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning. (2020). Ibikunle, Gbenga ; Moews, Ben. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:547:y:2020:i:c:s0378437120301503.

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2019CHARACTERIZATION OF THE SUM OF BINOMIAL RANDOM VARIABLES UNDER RANKED SET SAMPLING. (2019). Nath, Dilip C ; Verma, Vivek. In: Statistics in Transition New Series. RePEc:exl:29stat:v:20:y:2019:i:3:p:1-29.

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2019CHARACTERIZATION OF THE SUM OF BINOMIAL RANDOM VARIABLES UNDER RANKED SET SAMPLING. (2019). Nath, Dilip C ; Verma, Vivek. In: Statistics in Transition New Series. RePEc:exl:29stat:v:20:y:2019:i:3:p:1-30.

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2019Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH(p, q) processes. (2019). Kratz, Marie ; Brautigam, Marcel. In: Working Papers. RePEc:hal:wpaper:hal-02176276.

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2020An Adaptive Recursive Volatility Prediction Method. (2020). Wintenberger, Olivier ; Werge, Nicklas. In: Working Papers. RePEc:hal:wpaper:hal-02733439.

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2019A Structural Break Cartel Screen for Dating and Detecting Collusion. (2019). Crede, Carsten J. In: Review of Industrial Organization. RePEc:kap:revind:v:54:y:2019:i:3:d:10.1007_s11151-018-9649-5.

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2019Seasonal Functional Autoregressive Models. (2019). Hyndman, Rob J ; Hashemi, Maryam ; Haghbin, Hossein ; Zamani, Atefeh. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2019-16.

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2019Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models. (2019). Rice, Gregory ; Zhao, Yuqian ; Wirjanto, Tony. In: MPRA Paper. RePEc:pra:mprapa:93048.

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2019Virtual Historical Simulation for estimating the conditional VaR of large portfolios. (2019). Francq, Christian ; Zakoian, Jean-Michel. In: MPRA Paper. RePEc:pra:mprapa:95965.

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2019Superkurtosis. (2019). Filis, George ; Degiannakis, Stavros ; Trapani, Lorenzo ; Siourounis, Grigorios. In: MPRA Paper. RePEc:pra:mprapa:96563.

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2020Multivariate GARCH Approaches: case of major sectorial Tunisian stock markets. (2020). Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:99658.

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2019Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966.

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2019Detekce změn v panelových datech: Změna parametrů Fama-French modelu u vybraných evropských akcií v období finanční krize. (2019). Hanousek, Jan ; Trel, Jii ; Hukova, Marie ; Antoch, Jaromir. In: Politická ekonomie. RePEc:prg:jnlpol:v:2019:y:2019:i:1:id:1233:p:3-19.

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2020Inference on the dimension of the nonstationary subspace in functional time series. (2019). Nielsen, Morten ; Seong, Dakyung. In: Working Paper. RePEc:qed:wpaper:1420.

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2019CUSUM test for general nonlinear integer-valued GARCH models: comparison study. (2019). Lee, Sangyeol. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:5:d:10.1007_s10463-018-0676-7.

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2019Modified residual CUSUM test for location-scale time series models with heteroscedasticity. (2019). Lee, Sangyeol ; Oh, Haejune . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:71:y:2019:i:5:d:10.1007_s10463-018-0679-4.

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2020Detecting deviations from second-order stationarity in locally stationary functional time series. (2020). Heinrichs, Florian ; Dette, Holger ; Bucher, Axel. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:4:d:10.1007_s10463-019-00721-7.

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2020Wavelet estimation of the dimensionality of curve time series. (2020). Pinheiro, Aluisio ; Fonseca, Rodney V. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:5:d:10.1007_s10463-019-00724-4.

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2020A simple approach to construct confidence bands for a regression function with incomplete data. (2020). Mojirsheibani, Majid ; Al-Sharadqah, Ali. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:104:y:2020:i:1:d:10.1007_s10182-019-00351-7.

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2019Intraday forecasts of a volatility index: functional time series methods with dynamic updating. (2019). Kearney, Fearghal ; Yang, Yang ; Shang, Han Lin. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-3108-4.

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2019Detecting structural changes in large portfolios. (2019). Posch, Peter N ; Wied, Dominik ; Ullmann, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:4:d:10.1007_s00181-017-1392-5.

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2019Procrustes Metrics on Covariance Operators and Optimal Transportation of Gaussian Processes. (2019). Zemel, Yoav ; Panaretos, Victor M ; Masarotto, Valentina. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:81:y:2019:i:1:d:10.1007_s13171-018-0130-1.

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2019Inference on Covariance Operators via Concentration Inequalities: k-sample Tests, Classification, and Clustering via Rademacher Complexities. (2019). Nickl, Richard ; John , ; Kashlak, Adam B. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:81:y:2019:i:1:d:10.1007_s13171-018-0143-9.

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2019Dynamic partially functional linear regression model. (2019). Zhang, Zhongzhan ; Zhao, Hui ; Du, Jiang. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:28:y:2019:i:4:d:10.1007_s10260-019-00457-x.

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2019Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series. (2019). Quessy, Jean-Franois. In: Statistical Papers. RePEc:spr:stpapr:v:60:y:2019:i:3:d:10.1007_s00362-016-0846-8.

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2019Detecting a structural change in functional time series using local Wilcoxon statistic. (2019). Snarska, Magorzata ; Rydlewski, Jerzy P ; Kosiorowski, Daniel. In: Statistical Papers. RePEc:spr:stpapr:v:60:y:2019:i:5:d:10.1007_s00362-017-0891-y.

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2020Mean targeting estimator for the integer-valued GARCH(1, 1) model. (2020). Li, QI ; Zhu, Fukang. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:2:d:10.1007_s00362-017-0958-9.

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2020Estimating change points in nonparametric time series regression models. (2020). Selk, Leonie ; Mohr, Maria. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:4:d:10.1007_s00362-020-01162-8.

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2020Change-point methods for multivariate time-series: paired vectorial observations. (2020). Meintanis, Simos G ; Hukova, Marie ; Hlavka, Zdenk . In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:4:d:10.1007_s00362-020-01175-3.

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2020Changepoint in dependent and non-stationary panels. (2020). Petova, Barbora ; Peta, Michal ; MacIak, Matu. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:4:d:10.1007_s00362-020-01180-6.

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2020Multiple change point detection and validation in autoregressive time series data. (2020). Sofronov, Georgy ; Grant, Andrew J ; Ma, Lijing. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:4:d:10.1007_s00362-020-01198-w.

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2019An $${{\varvec{L}}}^{2}$$L2-norm-based test for equality of several covariance functions: a further study. (2019). Chen, Jianwei ; Zhou, BU ; Guo, Jia ; Zhang, Jin-Ting. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:28:y:2019:i:4:d:10.1007_s11749-018-0617-z.

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2020Nuisance-parameter-free changepoint detection in non-stationary series. (2020). Wendler, Martin ; Peta, Michal. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:29:y:2020:i:2:d:10.1007_s11749-019-00659-1.

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2019Asymptotic Theory for Rotated Multivariate GARCH Models. (2019). Pauwels, Laurent ; McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Working Papers. RePEc:syb:wpbsba:2123/20178.

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2019An Improved Bootstrap Test For Restricted Stochastic Dominance. (2018). Tabri, Rami ; Lok, Thomas M.. In: Working Papers. RePEc:syd:wpaper:2015-15.

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2020Linear IV Regression Estimators for Structural Dynamic Discrete Choice Models. (2020). Souza-Rodrigues, Eduardo ; Scott, Paul T ; Kalouptsidi, Myrto. In: Working Papers. RePEc:tor:tecipa:tecipa-674.

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2020Networks in risk spillovers: A multivariate GARCH perspective. (2020). Pelizzon, Loriana ; Billio, Monica ; Frattarolo, Lorenzo ; Caporin, Massimiliano. In: Working Papers. RePEc:ven:wpaper:2020:16.

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2019Volatility filtering in estimation of kurtosis (and variance). (2019). Anatolyev, Stanislav. In: Dependence Modeling. RePEc:vrs:demode:v:7:y:2019:i:1:p:1-23:n:1.

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2020Bayesian assessment of Lorenz and stochastic dominance. (2020). Chotikapanich, Duangkamon ; Griffiths, William ; Gunawan, David ; Lander, David. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:53:y:2020:i:2:p:767-799.

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2020A permutation approach to the analysis of spatiotemporal geochemical data in the presence of heteroscedasticity. (2020). Menafoglio, Alessandra ; Imalova, Veronika ; Fierova, Eva ; Pechanec, Vilem ; Pini, Alessia. In: Environmetrics. RePEc:wly:envmet:v:31:y:2020:i:4:n:e2611.

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2020Testing jointly for structural changes in the error variance and coefficients of a linear regression model. (2020). Yamamoto, Yohei ; Perron, Pierre ; Zhou, Jing. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:3:p:1019-1057.

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Works by Lajos Horvath:


YearTitleTypeCited
2014Inference for Functional Data with Applications by Lajos Horváth and Piotr Kokoszka In: International Statistical Review.
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article0
2009Detecting changes in the mean of functional observations In: Journal of the Royal Statistical Society Series B.
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article15
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