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Dive into the research topics where Lajos Horváth is active.

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Featured researches published by Lajos Horváth.


Archive | 2012

Inference for functional data with applications

Lajos Horváth; Piotr Kokoszka

Independent functional observations.- The functional linear model.- Dependent functional data.- References.- Index.


The American Naturalist | 2001

Invasion by Extremes: Population Spread with Variation in Dispersal and Reproduction

James S. Clark; Mark A. Lewis; Lajos Horváth

For populations having dispersal described by fat‐tailed kernels (kernels with tails that are not exponentially bounded), asymptotic population spread rates cannot be estimated by traditional models because these models predict continually accelerating (asymptotically infinite) invasion. The impossible predictions come from the fact that the fat‐tailed kernels fitted to dispersal data have a quality (nondiscrete individuals and, thus, no moment‐generating function) that never applies to data. Real organisms produce finite (and random) numbers of offspring; thus, an empirical moment‐generating function can always be determined. Using an alternative method to estimate spread rates in terms of extreme dispersal events, we show that finite estimates can be derived for fat‐tailed kernels, and we demonstrate how variable reproduction modifies these rates. Whereas the traditional models define spread rate as the speed of an advancing front describing the expected density of individuals, our alternative definition for spread rate is the expected velocity for the location of the furthest‐forward individual in the population. The asymptotic wave speed for a constant net reproductive rate R0 is approximated as \documentclass{aastex} \usepackage{amsbsy} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{mathrsfs} \usepackage{pifont} \usepackage{stmaryrd} \usepackage{textcomp} \usepackage{portland,xspace} \usepackage{amsmath,amsxtra} \usepackage[OT2,OT1]{fontenc} \newcommand\cyr{ \renewcommand\rmdefault{wncyr} \renewcommand\sfdefault{wncyss} \renewcommand\encodingdefault{OT2} \normalfont \selectfont} \DeclareTextFontCommand{\textcyr}{\cyr} \pagestyle{empty} \DeclareMathSizes{10}{9}{7}{6} \begin{document} \landscape


Annals of Statistics | 2009

BREAK DETECTION IN THE COVARIANCE STRUCTURE OF MULTIVARIATE TIME SERIES MODELS

Alexander Aue; Siegfried Hörmann; Lajos Horváth; Matthew Reimherr


Journal of Time Series Analysis | 2013

Structural Breaks in Time Series

Alexander Aue; Lajos Horváth

( 1/T) ( \pi uR_{0}/2) ^{1/2}


Annals of Statistics | 2004

The efficiency of the estimators of the parameters in GARCH processes

István Berkes; Lajos Horváth


Annals of Statistics | 2006

On discriminating between long-range dependence and changes in mean

István Berkes; Lajos Horváth; Piotr Kokoszka; Qi-Man Shao

\end{document} m yr−1, where T is generation time, and u is a distance parameter (m2) of Clark et al.’s 2Dt model having shape parameter \documentclass{aastex} \usepackage{amsbsy} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{bm} \usepackage{mathrsfs} \usepackage{pifont} \usepackage{stmaryrd} \usepackage{textcomp} \usepackage{portland,xspace} \usepackage{amsmath,amsxtra} \usepackage[OT2,OT1]{fontenc} \newcommand\cyr{ \renewcommand\rmdefault{wncyr} \renewcommand\sfdefault{wncyss} \renewcommand\encodingdefault{OT2} \normalfont \selectfont} \DeclareTextFontCommand{\textcyr}{\cyr} \pagestyle{empty} \DeclareMathSizes{10}{9}{7}{6} \begin{document} \landscape


Probability Theory and Related Fields | 1983

The rate of strong uniform consistency for the product-limit estimator

Sándor Csörgő; Lajos Horváth


Econometric Theory | 2004

Sequential Change-Point Detection in GARCH(p,q) Models

István Berkes; Edit Gombay; Lajos Horváth; Piotr Kokoszka

p=1


Probability Theory and Related Fields | 1986

What portion of the sample makes a partial sum asymptotically stable or normal

Sándor Csörgő; Lajos Horváth; David M. Mason


Handbook of Statistics | 1988

20 Nonparametric methods for changepoint problems

Miklós Csörgő; Lajos Horváth

\end{document} . From fitted dispersal kernels with fat tails and infinite variance, we derive finite rates of spread and a simple method for numerical estimation. Fitted kernels, with infinite variance, yield distributions of rates of spread that are asymptotically normal and, thus, have finite moments. Variable reproduction can profoundly affect rates of spread. By incorporating the variance in reproduction that results from variable life span, we estimate much lower rates than predicted by the standard approach, which assumes a constant net reproductive rate. Using basic life‐history data for trees, we show these estimated rates to be lower than expected from previous analytical models and as interpreted from paleorecords of forest spread at the end of the Pleistocene. Our results suggest reexamination of past rates of spread and the potential for future response to climate change.

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Piotr Kokoszka

Colorado State University

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Alexander Aue

University of California

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István Berkes

Graz University of Technology

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Marie Hušková

Charles University in Prague

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István Berkes

Graz University of Technology

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Qi-Man Shao

Hong Kong University of Science and Technology

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