1. 4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019. (10th June 2021) Authors: Neumeyer, Natalie; Delgado, Miguel A.; Horváth, Lajos; Meintanis, Simos; Taufer, Emanuele; Zhu, Lixing Journal: Scandinavian journal of statistics Issue: Volume 48:Number 2(2021) Page Start: 371 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A New Class of Change Point Test Statistics of Rényi Type. Issue 3 (2nd July 2020) Authors: Horváth, Lajos; Miller, Curtis; Rice, Gregory Journal: Journal of business & economic statistics Issue: Volume 38:Issue 3(2020) Page Start: 570 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS. (22nd January 2016) Authors: Horváth, Lajos; Hušková, Marie; Rice, Gregory; Wang, Jia Journal: Econometric theory Issue: Volume 33:Number 2(2017:Apr.) Page Start: 366 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Change point tests in functional factor models with application to yield curves. Issue 1 (5th January 2017) Authors: Bardsley, Patrick; Horváth, Lajos; Kokoszka, Piotr; Young, Gabriel Journal: Econometrics journal Issue: Volume 20:Issue 1(2017) Page Start: 86 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models. Issue 2 (2nd April 2020) Authors: Barassi, Marco; Horváth, Lajos; Zhao, Yuqian Journal: Journal of business & economic statistics Issue: Volume 38:Issue 2(2020) Page Start: 340 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Detecting at‐Most‐m Changes in Linear Regression Models. (26th December 2016) Authors: Horváth, Lajos; Pouliot, William; Wang, Shixuan Journal: Journal of time series analysis Issue: Volume 38:Number 4(2017:Jul.) Page Start: 552 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Detecting common breaks in the means of high dimensional cross-dependent panels. Issue 2 (4th September 2021) Authors: Horváth, Lajos; Liu, Zhenya; Rice, Gregory; Zhao, Yuqian Journal: Econometrics journal Issue: Volume 25:Issue 2(2022) Page Start: 362 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Detecting early or late changes in linear models with heteroscedastic errors. (22nd December 2020) Authors: Horváth, Lajos; Miller, Curtis; Rice, Gregory Journal: Scandinavian journal of statistics Issue: Volume 48:Number 2(2021) Page Start: 577 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Estimation of the mean of functional time series and a two‐sample problem. (21st June 2012) Authors: Horváth, Lajos; Kokoszka, Piotr; Reeder, Ron Journal: Journal of the Royal Statistical Society Issue: Volume 75:Number 1(2013:Jan.) Page Start: 103 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Functional Generalized Autoregressive Conditional Heteroskedasticity. (27th March 2016) Authors: Aue, Alexander; Horváth, Lajos; F. Pellatt, Daniel Journal: Journal of time series analysis Issue: Volume 38:Number 1(2017:Jan.) Page Start: 3 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗