27 citations · 28 across the 4 of their papers we have counts for
4 papers
A Functional Version of the ARCH Model
Siegfried Hormann, Lajos Horvath, Ron Reeder
Improvements in data acquisition and processing techniques have lead to an almost continuous flow of information for financial data. High resolution tick data are available and can…
Detecting changes in functional linear models
Lajos Horvath, Ron Reeder
We observe two sequences of curve which are connected via an integral operator. Our model includes linear models as well as autoregressive models in Hilbert spaces. We wish to test…
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…
Estimation of the mean of functional time series and a two sample problem
Lajos Horvath, Piotr Kokoszka, Ron Reeder
This paper is concerned with inference based on the mean function of a functional time series, which is defined as a collection of curves obtained by splitting a continuous time re…