Lajos Horváth

12.4k total citations · 2 hit papers
250 papers, 7.9k citations indexed

About

Lajos Horváth is a scholar working on Statistics and Probability, Finance and Management Science and Operations Research. According to data from OpenAlex, Lajos Horváth has authored 250 papers receiving a total of 7.9k indexed citations (citations by other indexed papers that have themselves been cited), including 138 papers in Statistics and Probability, 135 papers in Finance and 51 papers in Management Science and Operations Research. Recurrent topics in Lajos Horváth's work include Statistical Methods and Inference (109 papers), Financial Risk and Volatility Modeling (105 papers) and Stochastic processes and financial applications (61 papers). Lajos Horváth is often cited by papers focused on Statistical Methods and Inference (109 papers), Financial Risk and Volatility Modeling (105 papers) and Stochastic processes and financial applications (61 papers). Lajos Horváth collaborates with scholars based in United States, Canada and Hungary. Lajos Horváth's co-authors include Piotr Kokoszka, Miklós Csörgő, I. Berkés, Alexander Aue, Sándor Csörgő, Marie Hušková, Edit Gombay, Gregory Rice, Josef Steinebach and Mark A. Lewis and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and The American Naturalist.

In The Last Decade

Lajos Horváth

240 papers receiving 7.5k citations

Hit Papers

Inference for Functional Data with Applic... 1997 2026 2006 2016 2012 1997 250 500 750
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Inference for Functional Data with Applications
    2012 813 citations Lajos Horváth, Piotr Kokoszka profile →
  2. Limit theorems in change-point analysis
    1997 728 citations Miklós Csörgő, Lajos Horváth Wiley eBooks profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Lajos Horváth United States 43 4.3k 3.4k 2.0k 1.1k 1.1k 250 7.9k
Roger B. Nelsen United States 25 2.4k 0.5× 3.2k 0.9× 1.5k 0.7× 741 0.7× 506 0.5× 170 7.8k
Piotr Kokoszka United States 35 2.4k 0.5× 2.6k 0.8× 2.1k 1.0× 463 0.4× 761 0.7× 163 5.4k
Thomas Mikosch Denmark 37 2.4k 0.6× 5.5k 1.6× 3.0k 1.5× 336 0.3× 980 0.9× 142 9.5k
E. J. Hannan Australia 44 2.8k 0.6× 2.4k 0.7× 2.5k 1.3× 767 0.7× 1.7k 1.6× 157 10.0k
Dimitris N. Politis United States 34 2.2k 0.5× 3.0k 0.9× 2.5k 1.3× 317 0.3× 1.6k 1.5× 153 6.8k
Laurens de Haan Netherlands 43 3.1k 0.7× 6.2k 1.8× 2.2k 1.1× 491 0.4× 1.1k 1.0× 159 9.3k
Enno Mammen Germany 37 3.1k 0.7× 1.1k 0.3× 1.2k 0.6× 302 0.3× 672 0.6× 139 5.3k
Howell Tong United Kingdom 31 1.7k 0.4× 1.6k 0.5× 1.7k 0.8× 297 0.3× 965 0.9× 132 5.2k
Sidney I. Resnick United States 44 2.8k 0.6× 5.3k 1.5× 2.0k 1.0× 392 0.4× 588 0.6× 192 9.5k
Yasuhiro Omori Japan 12 2.6k 0.6× 1.1k 0.3× 971 0.5× 1.4k 1.2× 312 0.3× 43 6.6k

Countries citing papers authored by Lajos Horváth

Since Specialization
Citations

This map shows the geographic impact of Lajos Horváth's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Lajos Horváth with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Lajos Horváth more than expected).

Fields of papers citing papers by Lajos Horváth

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Lajos Horváth. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Lajos Horváth. The network helps show where Lajos Horváth may publish in the future.

Co-authorship network of co-authors of Lajos Horváth

This figure shows the co-authorship network connecting the top 25 collaborators of Lajos Horváth. A scholar is included among the top collaborators of Lajos Horváth based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Lajos Horváth. Lajos Horváth is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Horváth, Lajos & Lorenzo Trapani. (2025). REAL-TIME MONITORING WITH RCA MODELS. Econometric Theory. 1–34.
2.
Horváth, Lajos & Lorenzo Trapani. (2023). Lp-functionals for change point detection in random coefficient autoregressive models. Statistics & Probability Letters. 201. 109829–109829. 2 indexed citations
3.
Horváth, Lajos, et al.. (2023). Change point detection in high dimensional data with U-statistics. Test. 33(2). 400–452.
4.
Horváth, Lajos, et al.. (2021). How to identify the different phases of stock market bubbles statistically?. Finance research letters. 46. 102366–102366. 10 indexed citations
5.
Horváth, Lajos, Marie Hušková, & Gregory Rice. (2013). Test of independence for functional data. Journal of Multivariate Analysis. 117. 100–119. 27 indexed citations
6.
Aue, Alexander, Siegfried Hörmann, Lajos Horváth, Marie Hušková, & Josef Steinebach. (2012). A sequential procedure to detect changes in the beta for the functional CAPM model. Econometrica. 28(4). 804–837. 1 indexed citations
7.
Horváth, Lajos, et al.. (2012). Darling–Erdős limit results for change-point detection in panel data. Journal of Statistical Planning and Inference. 143(5). 955–970. 26 indexed citations
8.
Horváth, Lajos, Piotr Kokoszka, & Ričardas Zitikis. (2008). Distributional analysis of empirical volatility in GARCH processes. Journal of Statistical Planning and Inference. 138(11). 3578–3589. 4 indexed citations
9.
Horváth, Lajos, Piotr Kokoszka, & Ričardas Zitikis. (2006). Sample and Implied Volatility in GARCH Models. Journal of Financial Econometrics. 4(4). 617–635. 5 indexed citations
10.
Horváth, Lajos & Gilles Teyssière. (2001). Empirical process of the squared residuals of an arch\n\t\t\t sequence. Project Euclid (Cornell University). 51 indexed citations
11.
Csörgő, Miklós & Lajos Horváth. (1997). Limit theorems in change-point analysis. Wiley eBooks. 728 indexed citations breakdown →
12.
Horváth, Lajos, et al.. (1997). Estimators for the Time of Change in Linear Models. Statistics. 29(2). 109–130. 13 indexed citations
13.
Horváth, Lajos, et al.. (1995). Testing for Changes in Multinomial Observations: the Lindisfarne Scribes Problem. Scandinavian Journal of Statistics. 22(3). 371–384. 9 indexed citations
14.
Gombay, Edit & Lajos Horváth. (1994). An application of the maximum likelihood test to the change-point problem. Stochastic Processes and their Applications. 50(1). 161–171. 53 indexed citations
15.
Csörgő, Miklós & Lajos Horváth. (1992). Rényi-type empirical processes. Journal of Multivariate Analysis. 41(2). 338–358. 3 indexed citations
16.
Csörgő, Miklós, Edit Gombay, & Lajos Horváth. (1991). Central Limit Theorems for $L_p$ Distances of Kernel Estimators of Densities Under Random Censorship. The Annals of Statistics. 19(4). 10 indexed citations
17.
Csörgő, Miklós, Sándor Csörgő, & Lajos Horváth. (1987). Estimation of total time on test transforms and lorenz curves under random censorship. Statistics. 18(1). 77–97. 9 indexed citations
18.
Beirlant, Jan & Lajos Horváth. (1984). Approximations of m-overlapping spacings processes. Scandinavian Journal of Statistics. 11(4). 225–245. 3 indexed citations
19.
Csörgő, Sándor & Lajos Horváth. (1983). The rate of strong uniform consistency for the product-limit estimator. Probability Theory and Related Fields. 62(3). 411–426. 86 indexed citations
20.
Burke, Murray D., Sándor Csörgő, & Lajos Horváth. (1981). On random censorship : a collection of fifteen papers. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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