37 citations · 46 across the 2 of their papers we have counts for
2 papers
math.ST2008★ 37 cited
Testing for changes in polynomial regression
Alexander Aue, Lajos Horváth, Marie Hušková +1
We consider a nonlinear polynomial regression model in which we wish to test the null hypothesis of structural stability in the regression parameters against the alternative of a b…
math.PR2005★ 9 cited
Near-integrated GARCH sequences
Istvan Berkes, Lajos Horvath, Piotr Kokoszka
Motivated by regularities observed in time series of returns on speculative assets, we develop an asymptotic theory of GARCH(1,1) processes {y_k} defined by the equations y_k=σ_kε_…