Publications:
Horváth, L.,
Horváth Zs. and Zhou, W. (2007). Confidence
bands for ROC
curves. To appear in Journal of Statistical Planning and Inference.
Horváth, L.,
Horváth Zs. and Zhou, W. (2007). Asymptotic
properties of
non-parametric frontier estimators. To appear in Econometric
Theory.
Aue, A., Horváth, L. and
Horváth, Zs. (2006). Discriminating
between level shifts and
random walks: a delay
time approach .
Conference Proceedings, Prague Stochastics.
Matfyzpress, Prague. 73-80.
Horváth, L., Horváth, Zs. and Hušková, M. (2006).
Ratio tests for
change point detection. To appear in Festschrift to P.K. Sen, IMS
Lecture Notes-Monograph
Series.
undergraduate
AR(1)
Time Series Process (joint with Ryan Johnston)
GARCH
Time Series Process (joint with Ryan Johnston)
REU
Project: Random Number Generators Using Dynamical Systems
REU
Project: Confidence Bands for ROC Curves
Additional REU reports of mine can be found at
http://www.math.utah.edu/vigre/reu/academicyr04-05.html#zhorvath
