251 citations · 746 across the 13 of their papers we have counts for
14 papers
Limit results for functionals of weighted CUSUM processes
Lajos Horváth, Gregory Rice
The cumulative sum (CUSUM) process is often used in change point analysis to detect changes in the mean of sequentially observed data. We provide a full description of the asymptot…
A new class of change point test statistics of Rényi type
Lajos Horváth, Curtis Miller, Gregory Rice
A new class of change point test statistics is proposed that utilizes a weighting and trimming scheme for the cumulative sum (CUSUM) process inspired by Rényi (1953). A thorough as…
Empirical eigenvalue based testing for structural breaks in linear panel data models
Lajos Horváth, Gregory Rice
Testing for stability in linear panel data models has become an important topic in both the statistics and econometrics research communities. The available methodologies address te…
Estimation of the time of change in panel data
Lajos Horváth, Marie Hušková, Gregory Rice +1
We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the panels in the form of a common factor.…
Asymptotics of trimmed CUSUM statistics
István Berkes, Lajos Horváth, Johannes Schauer
There is a wide literature on change point tests, but the case of variables with infinite variances is essentially unexplored. In this paper we address this problem by studying the…
A test of significance in functional quadratic regression
Lajos Horváth, Ron Reeder
We consider a quadratic functional regression model in which a scalar response depends on a functional predictor; the common functional linear model is a special case. We wish to t…