Strong Approximations of Open Queueing Networks. - Lajos Horváth (Math. Oper. Res., 1992)

Strong Laws for L p -Norms of Empirical and Related Processes. - István Berkes; Lajos Horváth; Qui-Man Shao; Josef G. Steinebach (Period. Math. Hung., 2000)

Approximations for the maximum of stochastic processes with drift. - István Berkes; Lajos Horváth (Kybernetika, 2003)

Approximations for the maximum of a vector-valued stochastic process with drift. - Alexander Aue; Lajos Horváth (Period. Math. Hung., 2003)

Almost sure convergence of the Bartlett estimator. - István Berkes; Lajos Horváth; Piotr Kokoszka; Qi-Man Shao (Period. Math. Hung., 2005)

Estimation of a change-point in the mean function of functional data. - Alexander Aue; Robertas Gabrys; Lajos Horváth; Piotr Kokoszka (J. Multivar. Anal., 2009)

Extreme value theory for stochastic integrals of Legendre polynomials. - Alexander Aue; Lajos Horváth; Marie Husková (J. Multivar. Anal., 2009)

Testing the stability of the functional autoregressive process. - Lajos Horváth; Marie Husková; Piotr Kokoszka (J. Multivar. Anal., 2010)

Detecting changes in functional linear models. - Lajos Horváth; Ron Reeder (J. Multivar. Anal., 2012)

Change-point detection in multinomial data using phi-divergence test statistics. - Apostolos Batsidis; Lajos Horváth; Nirian Martín; Leandro Pardo; Kostas Zografos (J. Multivar. Anal., 2013)

Test of independence for functional data. - Lajos Horváth; Marie Husková; Gregory Rice (J. Multivar. Anal., 2013)

Functional data analysis with increasing number of projections. - Stefan Fremdt; Lajos Horváth; Piotr Kokoszka; Josef G. Steinebach (J. Multivar. Anal., 2014)

Adaptive bandwidth selection in the long run covariance estimator of functional time series. - Lajos Horváth; Gregory Rice; Stephen Whipple (Comput. Stat. Data Anal., 2016)

On the asymptotic normality of kernel estimators of the long run covariance of functional time series. - István Berkes; Lajos Horváth; Gregory Rice (J. Multivar. Anal., 2016)

Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. - Lajos Horváth; Gregory Rice (J. Multivar. Anal., 2019)

Testing normality of data on a multivariate grid. - Lajos Horváth; Piotr Kokoszka; Shixuan Wang (J. Multivar. Anal., 2020)

Change point analysis of covariance functions: A weighted cumulative sum approach. - Lajos Horváth; Gregory Rice; Yuqian Zhao (J. Multivar. Anal., 2022)

Testing for changes in linear models using weighted residuals. - Lajos Horváth; Gregory Rice; Yuqian Zhao (J. Multivar. Anal., 2023)