All Stories

  1. Testing Normality of Functional Time Series

    Article • Journal of Time Series Analysis, December 2017, Wiley

    Professor Lajos Horvath

  2. Detecting at-Most-m Changes in Linear Regression Models

    Article • Journal of Time Series Analysis, December 2016, Wiley

    Professor Lajos Horvath

  3. TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES

    Article • Journal of Time Series Analysis, December 2014, Wiley

    Professor Lajos Horvath

  4. Darling–Erdős limit results for change-point detection in panel data

    Article • Journal of Statistical Planning and Inference, May 2013, Elsevier

    Professor Lajos Horvath

  5. Change-point detection in panel data

    Article • Journal of Time Series Analysis, April 2012, Wiley

    Professor Lajos Horvath

  6. Limit theorems for permutations of empirical processes with applications to change point analysis

    Article • Stochastic Processes and their Applications, December 2007, Elsevier

    Professor Lajos Horvath

  7. Limit theorems for change in linear regression

    Article • Journal of Multivariate Analysis, January 1994, Elsevier

    Professor Lajos Horvath