Edit Gombay

SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS

I. Berkés, Edit Gombay, Lajos Horváth et al. · Econometric Theory · 2004 · 143 citations

Boundary Crossing Probabilities, Economics, Volatility Modeling +15

Change detection in autoregressive time series

Edit Gombay · Journal of Multivariate Analysis · 2007 · 110 citations

Engineering, Shift Detection, Data Science +6

On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models

Edit Gombay, Lajos Horváth · Journal of Multivariate Analysis · 1996 · 75 citations

Parameter Estimation, Engineering, Maximum Likelihood Tests +6

Testing for changes in the covariance structure of linear processes

I. Berkés, Edit Gombay, Lajos Horváth · Journal of Statistical Planning and Inference · 2008 · 74 citations

Engineering, Stochastic Processes, Process Monitoring +4

An application of the maximum likelihood test to the change-point problem

Edit Gombay, Lajos Horváth · Stochastic Processes and their Applications · 1994 · 72 citations

Parameter Estimation, Maximum Likelihood Test, Engineering +8