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A new method has been developed for introduction of foreign genes into fish eggs. The procedure is based on the incubation of fish sperm cells suspended in dilute citrate solution with plasmid DNA, followed by application of high-field-strength electrical pulses (electroporation) to increase DNA binding., uptake, or both. Tissue homogenates and genomic DNA… (More)

We study so–called augmented GARCH sequences, which include many sub-models of considerable interest, such as polynomial and exponential GARCH. To model the returns of speculative assets, it is particularly important to understand the behaviour of the squares of the observations. The main aim of this paper is to present a strong approximation for the sum of… (More)

- István Berkes, Lajos Horváth, Piotr Kokoszka, Qi-Man Shao
- Periodica Mathematica Hungarica
- 2005

We study the almost sure convergence of the Bartlett estimator for the asymp-totic variance of the sample mean of a stationary weekly dependent process. We also study the a. s. behavior of this estimator in the case of long-range dependent observations. In the weakly dependent case, we establish conditions under which the estimator is strongly consistent.… (More)

We consider a linear regression model with errors modelled by martingale difference sequences, which include heteroskedastic augmented GARCH processes. We develop asymptotic theory for two monitoring schemes aimed at detecting a change in the regression parameters. The first method is based on the CUSUM of the residuals and was studied earlier in the… (More)

- Hendrik Bessembinder, David Eccles, +10 authors Lajos Horváth
- 2009

Microstructure noise in security prices biases the results of empirical asset pricing specifications, particularly when security-level explanatory variables are cross-sectionally correlated with the amount of noise. We focus on tests of whether measures of illiquidity, which are likely to be correlated with the noise, are priced in the cross-section of… (More)

The paper proposes two inferential tests for error correlation in the functional linear model, which complement the available graphical goodness-of-fit checks. To construct them, finite dimensional residuals are computed in two different ways, and then their autocorrelations are suitably defined. From these autocorrelation matrices, two quadratic forms are… (More)

Available online xxxx JEL classification: C32 C50 C58 Keywords: Change point Functional data Integrated time series Intraday price curves Test of stationarity a b s t r a c t Economic and financial data often take the form of a collection of curves observed consecutively over time. Examples include, intraday price curves, yield and term structure curves,… (More)

- Lajos Horváth
- Math. Oper. Res.
- 1992

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 break at an unknown time. We derive the extreme value distribution of a maximum–type test statistic which is asymptotically equivalent to the maximally selected likelihood ratio.

We propose new tests to detect a change in the mean of a time series. Like many existing tests, the new ones are based on the CUSUM process. Existing CUSUM tests require an estimator of a scale parameter to make them asymptotically distribution free under the no change null hypothesis. Even if the observations are independent, the estimation of the scale… (More)