| Monitoring changes in linear models L Horváth, M Hušková, P Kokoszka, J Steinebach Journal of statistical Planning and Inference 126 (1), 225-251, 2004 | 246 | 2004 |
| Change‐point detection in panel data L Horváth, M Hušková Journal of Time Series Analysis 33 (4), 631-648, 2012 | 178 | 2012 |
| Change‐point monitoring in linear models A Aue, L Horváth, M Hušková, P Kokoszka The Econometrics Journal 9 (3), 373-403, 2006 | 126 | 2006 |
| Effect of dependence on statistics for determination of change J Antoch, M Hušková, Z Prášková Journal of Statistical Planning and Inference 60 (2), 291-310, 1997 | 116 | 1997 |
| On the detection of changes in autoregressive time series I. Asymptotics M Hušková, Z Prášková, J Steinebach Journal of Statistical Planning and Inference 137 (4), 1243-1259, 2007 | 110 | 2007 |
| Pravděpodobnost a matematická statistika V Dupač, M Hušková Karolinum, 2005 | 103 | 2005 |
| Permutation tests in change point analysis J Antoch, M Hušková Statistics & probability letters 53 (1), 37-46, 2001 | 103 | 2001 |
| Testing the stability of the functional autoregressive process L Horváth, M Hušková, P Kokoszka Journal of Multivariate Analysis 101 (2), 352-367, 2010 | 95 | 2010 |
| Change-point problem and bootstrap J Antoch, M Hušková, N Veraverbeke Journaltitle of Nonparametric Statistics 5 (2), 123-144, 1995 | 93 | 1995 |
| Consistency of the generalized bootstrap for degenerate U-statistics M Huskova, P Janssen The Annals of Statistics, 1811-1823, 1993 | 80 | 1993 |
| Sequential testing for the stability of high-frequency portfolio betas A Aue, S Hörmann, L Horváth, M Hušková, JG Steinebach Econometric Theory 28 (4), 804-837, 2012 | 73 | 2012 |
| Estimators and tests for change in variances E Gombay, L Horváth, M Husková Statistics & Risk Modeling 14 (2), 145-160, 1996 | 70 | 1996 |
| Bootstrapping sequential change-point tests for linear regression M Hušková, C Kirch Metrika 75 (5), 673-708, 2012 | 66 | 2012 |
| Bootstrapping confidence intervals for the change‐point of time series M Hušková, C Kirch Journal of Time Series Analysis 29 (6), 947-972, 2008 | 66 | 2008 |
| On the detection of changes in autoregressive time series, II. Resampling procedures M Hušková, C Kirch, Z Prášková, J Steinebach Journal of Statistical Planning and Inference 138 (6), 1697-1721, 2008 | 66 | 2008 |
| Asymptotic distribution of simple linear rank statistics for testing symmetry M Hušková Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 14 (4), 308-322, 1970 | 66 | 1970 |
| Permutation tests for multiple changes M Hušková, A Slabý Kybernetika 37 (5), [605]-622, 2001 | 64 | 2001 |
| Structural breaks in panel data: Large number of panels and short length time series J Antoch, J Hanousek, L Horváth, M Hušková, S Wang Econometric Reviews 38 (7), 828-855, 2019 | 58 | 2019 |
| Dependent functional linear models with applications to monitoring structural change A Aue, S Hörmann, L Horváth, M Hušková Statistica Sinica, 1043-1073, 2014 | 52 | 2014 |
| Ratio tests for change point detection L Horváth, Z Horváth, M Hušková Beyond parametrics in interdisciplinary research: Festschrift in honor of …, 2008 | 51 | 2008 |
