Statistics
Publications
164
Citations
8.9K
H-Index
50
Active since
1981
Lajos Horváth is an author at University of Utah specializing in econometrics, time series analysis, and natural sciences.
Publications per year
1981–2022
164
164
GARCH processes: structure and estimation
I. Berkés, Lajos Horváth, Piotr Kokoszka · Bernoulli · 2003 · 495 citations
Business, Economics, Econometrics +14
Structural breaks in time series
Alexander Aue, Lajos Horváth · Journal of Time Series Analysis · 2012 · 449 citations · Full text
Business, Economics, Econometrics +16
Weighted Empirical and Quantile Processes
Miklós Csörgő, Sándor Csörgő, Lajos Horváth et al. · The Annals of Probability · 1986 · 271 citations · Full text
Testing stationarity of functional time series
Lajos Horváth, Piotr Kokoszka, Gregory Rice · Journal of Econometrics · 2013 · 217 citations
Computing, Economics, Econometrics +11
1–5 of 164