Lajos Horváth
Biographic Data
| ID | 108701 |
|---|---|
| NAME | Lajos Horváth |
| GIVEN NAMES | Lajos |
| FAMILY NAME | Horváth |
| SIGNATURE | HORVÁTH L |
| AFFILIATIONS | University of Utah |
| ORCID | 0000-0003-3558-7094 |
| VERIFIED | Yes |
| TOTAL WORKS | 10 |
| TOTAL CITATIONS | 5 |
| AUTHOR COUNT | 10 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2017 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 1 |
Confidence Intervals for Multiple Change Points in Linear Models With Heteroscedastic Errors
We consider the problem of estimating and deriving confidence intervals for change points in linear models with heteroscedastic errors. A CUSUM process-based estimator is proposed, and we establish its asymptotic properties when the linear regression model exhibits change points in both the regression parameters and the distribution of the errors. This theory motivates the construction of confidence sets for multiple change points by refining pre…
Sequential Monitoring for Changes in Dynamic Semiparametric Risk Models
We propose a sequential monitoring scheme to detect changes in dynamic semiparametric risk models that capture Value-at-Risk (VaR) and Expected Shortfall (ES) jointly. The monitoring scheme is based on a gradient-based detector and a boundary function, and a change is detected when the detector crosses the boundary function. We derive the asymptotic limit of the stopping time of detection under the null hypothesis of no change. Monte Carlo simula…
Enchanted consciousness revisited – Ayahuasca visualizations and Sartre's ideas on hallucination
The aim of the paper is to complement Sartre's concept of enchanted consciousness. The first section of the paper studies the contradictions inherent in Sartre's mescaline experiment and the limits of his phenomenological analysis of hallucination. The second section argues that Benny Shanon's phenomenological cognitive psychology, which is based on the typology of ayahuasca hallucinations, can contribute to the phenomenological analysis of hallu…
Traumatic retroactivity
The paper is based on the assumption that retroactive trauma can enrich the phenomenological ideas of retroactivity and the phenomenological unconscious. The aim of the paper is to introduce the idea of traumatic retroactivity with the help of Freud’s retroactive trauma that relies on the afterwardsness of trauma (Nacthräglichkeit) and incorporates progressive and retrogressive movements in time. To accomplish this task, the paper will examine th…
Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence
We consider a regression model with autoregressive terms and propose significance tests for the detection of change points in this model. Our tests are applicable to both low- or moderate dimension and to high-dimension with sparse regressors. The dimension may be high from the practical point of view of economic and business applications, but in our theoretical framework it is fixed. To accommodate practically high dimension, variable selection …
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
We propose a family of CUSUM-based statistics to detect the presence of changepoints in the deterministic part of the autoregressive parameter in a Random Coefficient Autoregressive (RCA) sequence. Our tests can be applied irrespective of whether the sequence is stationary or not, and no prior knowledge of stationarity or lack thereof is required. Similarly, our tests can be applied even when the error term and the stochastic part of the autoregr…
Retroaktív trauma és a retroaktivitás fenomenológiája
A tanulmány elsődleges célja a retroaktivitás fenomenológiai elemzésének és Freud retroaktív trauma koncepciójának összehasonlítása. A komparatív elemzést kiegészíti az a kérdésfelvetés, hogy vajon a testemlékezettel kapcsolatos kortárs kutatások hozzájárulnak-e a retroaktív trauma időszerkezetének fenomenológiai analíziséhez. A passzív szintézisekre és a testemlékezetre vonatkozó újabb kutatások fényében a tanulmány bevezeti az implicit-testi re…
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
We propose semiparametric CUSUM tests to detect a change-point in the correlation structures of nonlinear multivariate models with dynamically evolving volatilities. The asymptotic distributions of the proposed statistics are derived under mild conditions. We discuss the applicability of our method to the most often used models, including constant conditional correlation (CCC), dynamic conditional correlation (DCC), BEKK, corrected DCC, and facto…
A New Class of Change Point Test Statistics of Rényi Type
A new class of change point test statistics is proposed that utilizes a weighting and trimming scheme for the cumulative sum (CUSUM) process inspired by Rényi. A thorough asymptotic analysis and simulations both demonstrate that this new class of statistics possess superior power compared to traditional change point statistics based on the CUSUM process when the change point is near the beginning or end of the sample. Generalizations of these “Ré…
The hyperassociative mind
Purpose In contemporary phenomenology, Dieter Lohmar has suggested that the new task of phenomenological research is to analyze the "alternative representational systems" of fantasy. In line with this program, we propose that psychedelic experience could also be suitable subject to this project subsumed under the wider category of fantasy activity. The aim of this paper is to show that psychedelic experiences offer a favorable situation to study …
The hyperassociative mind
Purpose In contemporary phenomenology, Dieter Lohmar has suggested that the new task of phenomenological research is to analyze the "alternative representational systems" of fantasy. In line with this program, we propose that psychedelic experience could also be suitable subject to this project subsumed under the wider category of fantasy activity. The aim of this paper is to show that psychedelic experiences offer a favorable situation to study …
The hyperassociative mind
Purpose In contemporary phenomenology, Dieter Lohmar has suggested that the new task of phenomenological research is to analyze the "alternative representational systems" of fantasy. In line with this program, we propose that psychedelic experience could also be suitable subject to this project subsumed under the wider category of fantasy activity. The aim of this paper is to show that psychedelic experiences offer a favorable situation to study …
Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models
We propose semiparametric CUSUM tests to detect a change-point in the correlation structures of nonlinear multivariate models with dynamically evolving volatilities. The asymptotic distributions of the proposed statistics are derived under mild conditions. We discuss the applicability of our method to the most often used models, including constant conditional correlation (CCC), dynamic conditional correlation (DCC), BEKK, corrected DCC, and facto…
A New Class of Change Point Test Statistics of Rényi Type
A new class of change point test statistics is proposed that utilizes a weighting and trimming scheme for the cumulative sum (CUSUM) process inspired by Rényi. A thorough asymptotic analysis and simulations both demonstrate that this new class of statistics possess superior power compared to traditional change point statistics based on the CUSUM process when the change point is near the beginning or end of the sample. Generalizations of these “Ré…
Retroaktív trauma és a retroaktivitás fenomenológiája
A tanulmány elsődleges célja a retroaktivitás fenomenológiai elemzésének és Freud retroaktív trauma koncepciójának összehasonlítása. A komparatív elemzést kiegészíti az a kérdésfelvetés, hogy vajon a testemlékezettel kapcsolatos kortárs kutatások hozzájárulnak-e a retroaktív trauma időszerkezetének fenomenológiai analíziséhez. A passzív szintézisekre és a testemlékezetre vonatkozó újabb kutatások fényében a tanulmány bevezeti az implicit-testi re…
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models
We propose a family of CUSUM-based statistics to detect the presence of changepoints in the deterministic part of the autoregressive parameter in a Random Coefficient Autoregressive (RCA) sequence. Our tests can be applied irrespective of whether the sequence is stationary or not, and no prior knowledge of stationarity or lack thereof is required. Similarly, our tests can be applied even when the error term and the stochastic part of the autoregr…
Traumatic retroactivity
The paper is based on the assumption that retroactive trauma can enrich the phenomenological ideas of retroactivity and the phenomenological unconscious. The aim of the paper is to introduce the idea of traumatic retroactivity with the help of Freud’s retroactive trauma that relies on the afterwardsness of trauma (Nacthräglichkeit) and incorporates progressive and retrogressive movements in time. To accomplish this task, the paper will examine th…
Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence
We consider a regression model with autoregressive terms and propose significance tests for the detection of change points in this model. Our tests are applicable to both low- or moderate dimension and to high-dimension with sparse regressors. The dimension may be high from the practical point of view of economic and business applications, but in our theoretical framework it is fixed. To accommodate practically high dimension, variable selection …
Confidence Intervals for Multiple Change Points in Linear Models With Heteroscedastic Errors
We consider the problem of estimating and deriving confidence intervals for change points in linear models with heteroscedastic errors. A CUSUM process-based estimator is proposed, and we establish its asymptotic properties when the linear regression model exhibits change points in both the regression parameters and the distribution of the errors. This theory motivates the construction of confidence sets for multiple change points by refining pre…
Sequential Monitoring for Changes in Dynamic Semiparametric Risk Models
We propose a sequential monitoring scheme to detect changes in dynamic semiparametric risk models that capture Value-at-Risk (VaR) and Expected Shortfall (ES) jointly. The monitoring scheme is based on a gradient-based detector and a boundary function, and a change is detected when the detector crosses the boundary function. We derive the asymptotic limit of the stopping time of detection under the null hypothesis of no change. Monte Carlo simula…
Enchanted consciousness revisited – Ayahuasca visualizations and Sartre's ideas on hallucination
The aim of the paper is to complement Sartre's concept of enchanted consciousness. The first section of the paper studies the contradictions inherent in Sartre's mescaline experiment and the limits of his phenomenological analysis of hallucination. The second section argues that Benny Shanon's phenomenological cognitive psychology, which is based on the typology of ayahuasca hallucinations, can contribute to the phenomenological analysis of hallu…
Econometrics (5 works) · Financial Risk and Volatility Modeling (4 works) · Market Dynamics and Volatility (4 works) · Mathematics (4 works) · Statistical Methods and Inference (4 works) · Statistics (4 works) · Computer Science (3 works) · CUSUM (3 works) · Autoregressive model (2 works) · Complex Systems and Time Series Analysis (2 works)