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Results:
1-9
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Results: 9
Authors:
Horváth, Lajos
Shao, Qi-Man
Citation: Horváth, Lajos et Shao, Qi-man, Limit theorems for quadratic forms with applications to Whittle's estimate, Annals of applied probability , 9(1), 1999, pp. 146-187
Authors:
Berkes, István
Horváth, Lajos
Citation: Berkes, István et Horváth, Lajos, Correction: Strong approximation of the empirical process of GARCH sequences, Annals of applied probability , 13(1), 2003, pp. 389-389
Authors:
Berkes, István
Horváth, Lajos
Citation: Berkes, István et Horváth, Lajos, Asymptotic results for long memory LARCH sequences, Annals of applied probability , 13(2), 2003, pp. 641-668
Authors:
Csörg., Miklós
Deheuvels, Paul
Horváth, Lajos
Citation: Csörg., Miklós et al., An approximation of stopped sums with applications in queueing theory, Advances in applied probability , 19(3), 1987, pp. 674-690
Authors:
Horváth, Lajos
Citation: Horváth, Lajos, Weak convergence of discrete scattering processes, Advances in applied probability , 23(4), 1991, pp. 733-750
Authors:
Berkes, István
Horváth, Lajos
Citation: Berkes, István et Horváth, Lajos, Strong approximation of the empirical process of Garch sequences, Annals of applied probability , 11(3), 2001, pp. 789-809
Authors:
Antoch, Jaromír
Hanousek, Jan
Horváth, Lajos
Hu.ková, Marie
Wang, Shixuan
Citation: Antoch, Jaromír et al., Structural breaks in panel data: Large number of panels and short length time series, Econometric reviews , 38(7), 2019, pp. 828-855
Authors:
Berkes, István
Horváth, Lajos
Kokoszka, Piotr
Citation: Berkes, István et al., Near-integrated GARCH sequences, Annals of applied probability , 15((1B)), 2005, pp. 890-913
Authors:
Aue, Alexander
Hörmann, Siegfried
Horváth, Lajos
Reimherr, Matthew
Citation: Aue, Alexander et al., Break detection in the covariance structure of multivariate time series models, Annals of statistics , 37(6B), 2009, pp. 4046-4087
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