Author

Edit Gombay

Observed names: E. GOMBAY, E. Gombay, EDIT GOMBAY, Gombay, Edit

Institution: University of Alberta

Observed institutions: University of Alberta, University of Calgary, Carleton University

OpenAlex ID: A5060877831

SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS

2004 · István Berkes, Edit Gombay, et al. · Econometric Theory · 143

Change detection in autoregressive time series

2007 · Edit Gombay · Journal of Multivariate Analysis · 111

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Monitoring parameter change in AR ( p ) time series models

2008 · Edit Gombay, Daniel Serban · Journal of Multivariate Analysis · 84

Testing for changes in the covariance structure of linear processes

2008 · István Berkes, Edit Gombay, et al. · Journal of Statistical Planning and Inference · 75

On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models

1996 · Edit Gombay, Lajos Horváth · Journal of Multivariate Analysis · 73

An application of the maximum likelihood test to the change-point problem

1994 · Edit Gombay, Lajos Horváth · Stochastic Processes and their Applications · 72

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Estimators and Tests for Change in Variances

1996 · Edit Gombay, Lajos Horváth, et al. · Statistics & Risk Modeling · 57

Asymptotic Distributions of Maximum Likelihood Tests for Change in the Mean

1990 · EDIT GOMBAY, LAJOS HORVATH · Biometrika · 55

Retrospective change detection for binary time series models

2013 · Konstantinos Fokianos, Edit Gombay, et al. · Journal of Statistical Planning and Inference · 43

Change-points and bootstrap

1999 · Edit Gombay, Lajos Horváth · Environmetrics · 39

U-Statistics for Change under Alternatives

2001 · Edit Gombay · Journal of Multivariate Analysis · 31

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Monitoring binary outcomes using risk‐adjusted charts: a comparative study

2011 · Edit Gombay, Abdulkadir A. Hussein, et al. · Statistics in Medicine · 30

Sequential Change-Point Detection and Estimation

2003 · Edit Gombay · Sequential Analysis · 30

Limit theorems for change in linear regression

1994 · Edit Gombay, Lajos Horváth · Journal of Multivariate Analysis · 30

Approximations for the time of change and the power function in change-point models

1996 · Edit Gombay, Lajos Horváth · Journal of Statistical Planning and Inference · 25

Testing for change-points with rank and sign statistics

1994 · Edit Gombay · Statistics & Probability Letters · 25

Rates of convergence for U-statistic processes and their bootstrapped versions

2002 · Edit Gombay, Lajos Horváth · Journal of Statistical Planning and Inference · 24

Rank based estimators of the change-point

1998 · Edit Gombay, Marie Hušková · Journal of Statistical Planning and Inference · 23

Sequential change-point detection with likelihood ratios

2000 · Edit Gombay · Statistics & Probability Letters · 22

The weighted sequential likelihood ratio

1996 · Edit Gombay · Canadian Journal of Statistics · 21

U-statistics for sequential change detection

2000 · Edit Gombay · Metrika · 20

Change detection in linear regression with time series errors

2009 · Edit Gombay · Canadian Journal of Statistics · 19

Central Limit Theorems for $L_p$ Distances of Kernel Estimators of Densities Under Random Censorship

1991 · Miklos Csorgo, Edit Gombay, et al. · The Annals of Statistics · 19

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A Nonparametric Test for Change in Randomly Censored Data

2000 · Edit Gombay, Shuangquan Liu · Canadian Journal of Statistics · 14

On goodness-of-fit and the bootstrap

1988 · Murray D. Burke, Edit Gombay · Statistics & Probability Letters · 13

Works count: 59

Citation count: 1,216

H-index: 20

I10-index: 29