Details about Lajos Horvath

Workplace:

University of Utah

Access statistics for papers by Lajos Horvath.

Last updated 2024-11-09. Update your information in the RePEc Author Service.

Short-id: pho286

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Working Papers

2024

1. Sequential monitoring for explosive volatility regimes
   Papers, arXiv.org

2021

2. Changepoint detection in random coefficient autoregressive models
   Papers, arXiv.org
3. Detecting common breaks in the means of high dimensional cross-dependent panels
   Post-Print, HAL
4. How to identify the different phases of stock market bubbles statistically?
   Post-Print, HAL View citations (3)
   See also Journal Article How to identify the different phases of stock market bubbles statistically?, Finance Research Letters, Elsevier (2022) View citations (5) (2022)
5. SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET
   Post-Print, HAL
   Also in Post-Print, HAL (2021) View citations (1)
   See also Journal Article SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET, Econometric Theory, Cambridge University Press (2022) View citations (3) (2022)

2020

6. A functional time series analysis of forward curves derived from commodity futures
   Post-Print, HAL View citations (3)
   See also Journal Article A functional time series analysis of forward curves derived from commodity futures, International Journal of Forecasting, Elsevier (2020) View citations (5) (2020)
7. A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
   Post-Print, HAL View citations (5)
   See also Journal Article A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis, Review of Quantitative Finance and Accounting, Springer (2020) View citations (5) (2020)

2018

8. Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models, Journal of Business & Economic Statistics, Taylor & Francis Journals (2020) View citations (4) (2020)
9. Testing for randomness in a random coefficient autoregression model
   Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics
   See also Journal Article Testing for randomness in a random coefficient autoregression model, Journal of Econometrics, Elsevier (2019) View citations (10) (2019)

2017

10. Structural breaks in panel data: Large number of panels and short length time series
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
    See also Journal Article Structural breaks in panel data: Large number of panels and short length time series, Econometric Reviews, Taylor & Francis Journals (2019) View citations (15) (2019)

2015

11. Functional generalized autoregressive conditional heteroskedasticity
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Functional Generalized Autoregressive Conditional Heteroskedasticity, Journal of Time Series Analysis, Wiley Blackwell (2017) View citations (24) (2017)

2014

12. Limit Laws in Transaction-Level Asset Price Models
    Post-Print, HAL View citations (2)
    See also Journal Article LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS, Econometric Theory, Cambridge University Press (2014) View citations (2) (2014)
13. Variance targeting estimation of multivariate GARCH models
    MPRA Paper, University Library of Munich, Germany View citations (7)
    See also Journal Article Variance Targeting Estimation of Multivariate GARCH Models, Journal of Financial Econometrics, Oxford University Press (2016) View citations (18) (2016)

2009

14. Merits and Drawbacks of Variance Targeting in GARCH Models
    Working Papers, Center for Research in Economics and Statistics View citations (7)
    Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (9)
    See also Journal Article Merits and Drawbacks of Variance Targeting in GARCH Models, Journal of Financial Econometrics, Oxford University Press (2011) View citations (54) (2011)
15. Sup-Tests for Linearity in a General Nonlinear AR(1) Model
    Working Papers, Center for Research in Economics and Statistics View citations (1)
    See also Journal Article SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL, Econometric Theory, Cambridge University Press (2010) View citations (5) (2010)

2008

16. Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space
    MPRA Paper, University Library of Munich, Germany

2003

17. Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)

1999

18. Empirical Process of the Squared Residuals of an ARCH Sequence
    G.R.E.Q.A.M., Universite Aix-Marseille III
    Also in SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes (1999) View citations (4)

Journal Articles

2024

1. Breaks in term structures: Evidence from the oil futures markets
   International Journal of Finance & Economics, 2024, 29, (2), 2317-2341
2. Change point detection in high dimensional data with U-statistics
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2024, 33, (2), 400-452
3. Comments on: Shape-based functional data analysis by Wu, Huang and Srivastava
   TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2024, 33, (1), 71-72
4. The maximally selected likelihood ratio test in random coefficient models
   The Econometrics Journal, 2024, 27, (3), 384-411
5. Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence
   Journal of Business & Economic Statistics, 2024, 42, (4), 1331-1343 View citations (1)

2023

6. Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
   Journal of Business & Economic Statistics, 2023, 41, (4), 1300-1314
7. Lp-functionals for change point detection in random coefficient autoregressive models
   Statistics & Probability Letters, 2023, 201, (C)
8. Testing Stability in Functional Event Observations with an Application to IPO Performance
   Journal of Business & Economic Statistics, 2023, 41, (4), 1262-1273
9. Testing for changes in linear models using weighted residuals
   Journal of Multivariate Analysis, 2023, 198, (C)

2022

10. Change point analysis of covariance functions: A weighted cumulative sum approach
    Journal of Multivariate Analysis, 2022, 189, (C) View citations (3)
11. How to identify the different phases of stock market bubbles statistically?
    Finance Research Letters, 2022, 46, (PA) View citations (5)
    See also Working Paper How to identify the different phases of stock market bubbles statistically?, Post-Print (2021) View citations (3) (2021)
12. Inference in functional factor models with applications to yield curves
    Journal of Time Series Analysis, 2022, 43, (6), 872-894
13. SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET
    Econometric Theory, 2022, 38, (2), 209-272 View citations (3)
    See also Working Paper SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET, Post-Print (2021) (2021)

2021

14. 4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019
    Scandinavian Journal of Statistics, 2021, 48, (2), 371-374
15. Detecting early or late changes in linear models with heteroscedastic errors
    Scandinavian Journal of Statistics, 2021, 48, (2), 577-609 View citations (2)

2020

16. A New Class of Change Point Test Statistics of Rényi Type
    Journal of Business & Economic Statistics, 2020, 38, (3), 570-579 View citations (7)
17. A functional time series analysis of forward curves derived from commodity futures
    International Journal of Forecasting, 2020, 36, (2), 646-665 View citations (5)
    See also Working Paper A functional time series analysis of forward curves derived from commodity futures, Post-Print (2020) View citations (3) (2020)
18. A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
    Review of Quantitative Finance and Accounting, 2020, 54, (1), 335-358 View citations (5)
    See also Working Paper A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis, Post-Print (2020) View citations (5) (2020)
19. Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
    Journal of Business & Economic Statistics, 2020, 38, (2), 340-349 View citations (4)
    See also Working Paper Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models, MPRA Paper (2018) (2018)
20. Sequential monitoring for changes from stationarity to mild non-stationarity
    Journal of Econometrics, 2020, 215, (1), 209-238 View citations (13)
21. Testing normality of data on a multivariate grid
    Journal of Multivariate Analysis, 2020, 179, (C) View citations (1)
22. Tests of Normality of Functional Data
    International Statistical Review, 2020, 88, (3), 677-697 View citations (2)
23. Time-varying beta in functional factor models: Evidence from China
    The North American Journal of Economics and Finance, 2020, 54, (C) View citations (3)

2019

24. Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models
    Journal of Multivariate Analysis, 2019, 169, (C), 138-165 View citations (2)
25. Structural breaks in panel data: Large number of panels and short length time series
    Econometric Reviews, 2019, 38, (7), 828-855 View citations (15)
    See also Working Paper Structural breaks in panel data: Large number of panels and short length time series, CEPR Discussion Papers (2017) View citations (4) (2017)
26. Testing for randomness in a random coefficient autoregression model
    Journal of Econometrics, 2019, 209, (2), 338-352 View citations (10)
    See also Working Paper Testing for randomness in a random coefficient autoregression model, Discussion Papers (2018) (2018)

2018

27. Change point detection in heteroscedastic time series
    Econometrics and Statistics, 2018, 7, (C), 63-88 View citations (13)

2017

28. ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS
    Econometric Theory, 2017, 33, (2), 366-412 View citations (3)
29. Change point tests in functional factor models with application to yield curves
    Econometrics Journal, 2017, 20, (1), 86-117 View citations (8)
30. Detecting at-Most-m Changes in Linear Regression Models
    Journal of Time Series Analysis, 2017, 38, (4), 552-590 View citations (6)
31. Functional Generalized Autoregressive Conditional Heteroskedasticity
    Journal of Time Series Analysis, 2017, 38, (1), 3-21 View citations (24)
    See also Working Paper Functional generalized autoregressive conditional heteroskedasticity, MPRA Paper (2015) (2015)

2016

32. Adaptive bandwidth selection in the long run covariance estimator of functional time series
    Computational Statistics & Data Analysis, 2016, 100, (C), 676-693 View citations (5)
33. On the Extremal Theory of Continued Fractions
    Journal of Theoretical Probability, 2016, 29, (1), 248-266
34. On the asymptotic normality of kernel estimators of the long run covariance of functional time series
    Journal of Multivariate Analysis, 2016, 144, (C), 150-175 View citations (12)
35. Statistical inference in a random coefficient panel model
    Journal of Econometrics, 2016, 193, (1), 54-75 View citations (19)
36. Variance Targeting Estimation of Multivariate GARCH Models
    Journal of Financial Econometrics, 2016, 14, (2), 353-382 View citations (18)
    See also Working Paper Variance targeting estimation of multivariate GARCH models, MPRA Paper (2014) View citations (7) (2014)

2015

37. TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES
    Journal of Time Series Analysis, 2015, 36, (1), 84-108 View citations (9)
38. Testing for independence between functional time series
    Journal of Econometrics, 2015, 189, (2), 371-382 View citations (12)

2014

39. Extensions of some classical methods in change point analysis
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2014, 23, (2), 219-255 View citations (35)
40. Functional data analysis with increasing number of projections
    Journal of Multivariate Analysis, 2014, 124, (C), 313-332 View citations (10)
41. Inference for Functional Data with Applications by Lajos Horváth and Piotr Kokoszka
    International Statistical Review, 2014, 82, (1), 155-156
42. LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS
    Econometric Theory, 2014, 30, (3), 536-579 View citations (2)
    See also Working Paper Limit Laws in Transaction-Level Asset Price Models, Post-Print (2014) View citations (2) (2014)
43. On the central limit theorem for modulus trimmed sums
    Statistics & Probability Letters, 2014, 86, (C), 61-67
44. Rejoinder on: Extensions of some classical methods in change point analysis
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2014, 23, (2), 287-290 View citations (35)
45. Testing stationarity of functional time series
    Journal of Econometrics, 2014, 179, (1), 66-82 View citations (70)

2013

46. A FUNCTIONAL VERSION OF THE ARCH MODEL
    Econometric Theory, 2013, 29, (2), 267-288 View citations (33)
47. Change-point detection in multinomial data using phi-divergence test statistics
    Journal of Multivariate Analysis, 2013, 118, (C), 53-66 View citations (3)
48. Estimation of the mean of functional time series and a two-sample problem
    Journal of the Royal Statistical Society Series B, 2013, 75, (1), 103-122 View citations (46)
49. Structural breaks in time series
    Journal of Time Series Analysis, 2013, 34, (1), 1-16 View citations (98)
50. Test of independence for functional data
    Journal of Multivariate Analysis, 2013, 117, (C), 100-119 View citations (16)
51. Testing the Equality of Covariance Operators in Functional Samples
    Scandinavian Journal of Statistics, 2013, 40, (1), 138-152 View citations (25)
52. Weak invariance principles for sums of dependent random functions
    Stochastic Processes and their Applications, 2013, 123, (2), 385-403 View citations (15)

2012

53. Change-point detection in panel data
    Journal of Time Series Analysis, 2012, 33, (4), 631-648 View citations (4)
54. Detecting changes in functional linear models
    Journal of Multivariate Analysis, 2012, 111, (C), 310-334 View citations (3)
55. SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS
    Econometric Theory, 2012, 28, (4), 804-837 View citations (16)
56. Segmenting mean-nonstationary time series via trending regressions
    Journal of Econometrics, 2012, 168, (2), 367-381 View citations (3)
57. The central limit theorem for sums of trimmed variables with heavy tails
    Stochastic Processes and their Applications, 2012, 122, (2), 449-465 View citations (4)

2011

58. Merits and Drawbacks of Variance Targeting in GARCH Models
    Journal of Financial Econometrics, 2011, 9, (4), 619-656 View citations (54)
    See also Working Paper Merits and Drawbacks of Variance Targeting in GARCH Models, Working Papers (2009) View citations (7) (2009)
59. Testing for structural change of AR model to threshold AR model
    Journal of Time Series Analysis, 2011, 32, (5), 547-565 View citations (2)

2010

60. On Functional Versions of the Arc-Sine Law
    Journal of Theoretical Probability, 2010, 23, (1), 109-126
61. SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
    Econometric Theory, 2010, 26, (4), 965-993 View citations (5)
    See also Working Paper Sup-Tests for Linearity in a General Nonlinear AR(1) Model, Working Papers (2009) View citations (1) (2009)
62. Testing the stability of the functional autoregressive process
    Journal of Multivariate Analysis, 2010, 101, (2), 352-367 View citations (16)

2009

63. Delay times of sequential procedures for multiple time series regression models
    Journal of Econometrics, 2009, 149, (2), 174-190 View citations (12)
64. Detecting changes in the mean of functional observations
    Journal of the Royal Statistical Society Series B, 2009, 71, (5), 927-946 View citations (42)
65. Effect of aggregation on estimators in AR(1) sequence
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2009, 18, (3), 546-567 View citations (1)
66. Estimation in nonstationary random coefficient autoregressive models
    Journal of Time Series Analysis, 2009, 30, (4), 395-416 View citations (23)
67. Estimation of a change-point in the mean function of functional data
    Journal of Multivariate Analysis, 2009, 100, (10), 2254-2269 View citations (28)
68. ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
    Econometric Theory, 2009, 25, (2), 411-441 View citations (3)
69. Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series
    Communications in Statistics - Theory and Methods, 2009, 38, (16-17), 2872-2883

2008

70. ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS
    Econometric Theory, 2008, 24, (6), 1607-1627 View citations (1)
71. Monitoring shifts in mean: Asymptotic normality of stopping times
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2008, 17, (3), 515-530 View citations (6)
72. The functional central limit theorem for a family of GARCH observations with applications
    Statistics & Probability Letters, 2008, 78, (16), 2725-2730 View citations (11)

2007

73. A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS
    Econometric Theory, 2007, 23, (2), 201-220 View citations (13)
74. Limit theorems for permutations of empirical processes with applications to change point analysis
    Stochastic Processes and their Applications, 2007, 117, (12), 1870-1888 View citations (2)
75. On sequential detection of parameter changes in linear regression
    Statistics & Probability Letters, 2007, 77, (9), 885-895 View citations (9)
76. Rescaled range analysis in the presence of stochastic trend
    Statistics & Probability Letters, 2007, 77, (12), 1165-1175

2006

77. CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES
    Econometric Theory, 2006, 22, (2), 304-322 View citations (15)
78. Change-point monitoring in linear models
    Econometrics Journal, 2006, 9, (3), 373-403 View citations (20)
79. Estimation in Random Coefficient Autoregressive Models
    Journal of Time Series Analysis, 2006, 27, (1), 61-76 View citations (27)
80. MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES
    Econometric Theory, 2006, 22, (3), 373-402 View citations (15)
81. Sample and Implied Volatility in GARCH Models
    Journal of Financial Econometrics, 2006, 4, (4), 617-635 View citations (12)
82. TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS
    Econometric Theory, 2006, 22, (3), 457-482 View citations (6)
83. Testing for stochastic dominance using the weighted McFadden-type statistic
    Journal of Econometrics, 2006, 133, (1), 191-205 View citations (38)

2004

84. Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models
    Statistics & Probability Letters, 2004, 66, (2), 91-103 View citations (1)
    Also in Statistics & Probability Letters, 2003, 65, (4), 331-342 (2003) View citations (1)
85. Delay time in sequential detection of change
    Statistics & Probability Letters, 2004, 67, (3), 221-231 View citations (23)
86. SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
    Econometric Theory, 2004, 20, (6), 1140-1167 View citations (33)
87. Testing for parameter constancy in GARCH(p,q) models
    Statistics & Probability Letters, 2004, 70, (4), 263-273 View citations (12)

2003

88. A bootstrap approximation to a unit root test statistic for heavy-tailed observations
    Statistics & Probability Letters, 2003, 62, (2), 163-173 View citations (10)
89. ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS
    Econometric Theory, 2003, 19, (4), 515-540 View citations (28)
90. ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE
    Econometric Theory, 2003, 19, (4), 565-586 View citations (14)
91. Limit results for the empirical process of squared residuals in GARCH models
    Stochastic Processes and their Applications, 2003, 105, (2), 271-298 View citations (6)
92. The rate of consistency of the quasi-maximum likelihood estimator
    Statistics & Probability Letters, 2003, 61, (2), 133-143 View citations (15)

2001

93. Change-Point Detection in Angular Data
    Annals of the Institute of Statistical Mathematics, 2001, 53, (3), 552-566
94. Change-Point Detection in Long-Memory Processes
    Journal of Multivariate Analysis, 2001, 78, (2), 218-234 View citations (3)
95. LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(p) SQUARED RESIDUAL CORRELATIONS
    Econometric Theory, 2001, 17, (2), 283-295 View citations (14)
96. On the estimation of spread rate for a biological population
    Statistics & Probability Letters, 2001, 51, (3), 225-234 View citations (2)
97. The logarithmic average of sample extremes is asymptotically normal
    Stochastic Processes and their Applications, 2001, 91, (1), 77-98 View citations (3)

2000

98. Approximations for weighted bootstrap processes with an application
    Statistics & Probability Letters, 2000, 48, (1), 59-70 View citations (7)

1999

99. Limit Theorems for Logarithmic Averages of Fractional Brownian Motions
    Journal of Theoretical Probability, 1999, 12, (4), 985-1009
100. Limit theorems for short distances in
     Statistics & Probability Letters, 1999, 45, (3), 261-268
101. On the best approximation for bootstrapped empirical processes
     Statistics & Probability Letters, 1999, 41, (2), 117-122 View citations (1)
102. Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes
     Journal of Multivariate Analysis, 1999, 68, (1), 96-119 View citations (25)

1998

103. Almost sure central limit theorems under minimal conditions
     Statistics & Probability Letters, 1998, 37, (1), 67-76 View citations (4)
104. Logarithmic averages of stable random variables are asymptotically normal
     Stochastic Processes and their Applications, 1998, 77, (1), 35-51 View citations (1)

1997

105. Detection of Changes in Linear Sequences
     Annals of the Institute of Statistical Mathematics, 1997, 49, (2), 271-283 View citations (6)
106. INTEGRAL TESTS FOR SUPREMA OF KIEFER PROCESSES WITH APPLICATION
     Statistics & Risk Modeling, 1997, 15, (4), 365-378 View citations (1)
107. The use of a thermal energy recycle unit in conjunction with a basin-type solar still for enhanced productivity
     Energy, 1997, 22, (1), 83-91 View citations (2)

1996

108. A note on the change-point problem for angular data
     Statistics & Probability Letters, 1996, 27, (1), 61-65 View citations (2)
109. An energy saving atmospheric evaporator utilizing low grade thermal or waste energy
     Energy, 1996, 21, (12), 1107-1117 View citations (3)
110. Between local and global logarithmic averages
     Statistics & Probability Letters, 1996, 30, (4), 369-378 View citations (1)
111. Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence
     Stochastic Processes and their Applications, 1996, 63, (1), 117-137 View citations (2)
112. ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES
     Statistics & Risk Modeling, 1996, 14, (2), 145-160 View citations (10)
113. On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models
     Journal of Multivariate Analysis, 1996, 56, (1), 120-152 View citations (16)

1995

114. Weight functions and pathwise local central limit theorems
     Stochastic Processes and their Applications, 1995, 59, (1), 105-123 View citations (6)

1994

115. A note on dichotomy theorems for integrals of stable processes
     Statistics & Probability Letters, 1994, 19, (1), 45-49
116. An application of the maximum likelihood test to the change-point problem
     Stochastic Processes and their Applications, 1994, 50, (1), 161-171 View citations (8)
117. Limit theorems for change in linear regression
     Journal of Multivariate Analysis, 1994, 48, (1), 43-69 View citations (9)

1993

118. Change in autoregressive processes
     Stochastic Processes and their Applications, 1993, 44, (2), 221-242 View citations (1)
119. Convergence of integrals of uniform empirical and quantile processes
     Stochastic Processes and their Applications, 1993, 45, (2), 283-294 View citations (4)

1992

120. A goodness-of-fit test for exponential families
     Statistics & Probability Letters, 1992, 15, (3), 235-239
121. Rényi-type empirical processes
     Journal of Multivariate Analysis, 1992, 41, (2), 338-358

1991

122. On the asymptotic distributions of weighted uniform multivariate empirical processes
     Journal of Multivariate Analysis, 1991, 36, (1), 127-143
123. Rate of convergence in limit theorems for Brownian excursions
     Stochastic Processes and their Applications, 1991, 39, (1), 55-64
124. Short distances on the line
     Stochastic Processes and their Applications, 1991, 39, (1), 65-80
125. TESTS OF FIT FOR COMPOSITE HYPOTHESES WITH CENSORED DATA
     Statistics & Risk Modeling, 1991, 9, (1-2), 21-44

1990

126. Confidence bands for quantile function under random censorship
     Annals of the Institute of Statistical Mathematics, 1990, 42, (1), 21-36

1989

127. On best possible approximations of local time
     Statistics & Probability Letters, 1989, 8, (4), 301-306
128. The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
     Journal of Multivariate Analysis, 1989, 31, (1), 148-159 View citations (4)

1988

129. A note on strong approximations of multivariate empirical processes
     Stochastic Processes and their Applications, 1988, 28, (1), 101-109
130. Asymptotics for Lp-norms of kernel estimators of densities
     Computational Statistics & Data Analysis, 1988, 6, (3), 241-250
131. Asymptotics of conditional empirical processes
     Journal of Multivariate Analysis, 1988, 26, (2), 184-206 View citations (13)
132. CONVERGENCE OF THE EMPIRICAL AND QUANTILE DISTRIBUTIONS TO POISSON MEASURES
     Statistics & Risk Modeling, 1988, 6, (1-2), 129-136
133. Invariance principles for changepoint problems
     Journal of Multivariate Analysis, 1988, 27, (1), 151-168 View citations (4)

1987

134. Approximation of intermediate quantile processes
     Journal of Multivariate Analysis, 1987, 21, (2), 250-262
135. On the tail behaviour of quantile processes
     Stochastic Processes and their Applications, 1987, 25, 57-72
136. Stability and instability of local time of random walk in random environment
     Stochastic Processes and their Applications, 1987, 25, 185-202 View citations (1)

1986

137. Approximations of weighted empirical and quantile processes
     Statistics & Probability Letters, 1986, 4, (6), 275-280 View citations (4)
138. Estimates for the probability of ruin starting with a large initial reserve
     Insurance: Mathematics and Economics, 1986, 5, (4), 285-293
139. Estimation of influence functions
     Statistics & Probability Letters, 1986, 4, (2), 81-85
140. How large must be the difference between local time and mesure du voisinage of Brownian motion?
     Statistics & Probability Letters, 1986, 4, (4), 161-166

1985

141. Approximation for Abel sums of independent, identically distributed random variables
     Statistics & Probability Letters, 1985, 3, (4), 221-225
142. ESTIMATION FROM A LENGTH-BIASED DISTRIBUTION
     Statistics & Risk Modeling, 1985, 3, (1-2), 91-114 View citations (1)
143. Strong approximations of the quantile process of the product-limit estimator
     Journal of Multivariate Analysis, 1985, 16, (2), 185-210 View citations (4)

1984

144. Strong approximation of certain stopped sums
     Statistics & Probability Letters, 1984, 2, (3), 181-185
145. Strong approximation of renewal processes
     Stochastic Processes and their Applications, 1984, 18, (1), 127-138 View citations (2)

1983

146. The rate of strong uniform consistency for the multivariate product-limit estimator
     Journal of Multivariate Analysis, 1983, 13, (1), 202-209 View citations (3)