| Testing stationarity of functional time series L Horváth, P Kokoszka, G Rice Journal of Econometrics 179 (1), 66-82, 2014 | 267 | 2014 |
| Extensions of some classical methods in change point analysis L Horváth, G Rice Test 23 (2), 219-255, 2014 | 158 | 2014 |
| Detecting and dating structural breaks in functional data without dimension reduction A Aue, G Rice, O Sönmez Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2018 | 116 | 2018 |
| Cytotoxic T cells swarm by homotypic chemokine signalling JL Galeano Niño, SV Pageon, SS Tay, F Colakoglu, D Kempe, J Hywood, ... Elife 9, e56554, 2020 | 90 | 2020 |
| A plug‐in bandwidth selection procedure for long‐run covariance estimation with stationary functional time series G Rice, HL Shang Journal of time series Analysis 38 (4), 591-609, 2017 | 78 | 2017 |
| Weak invariance principles for sums of dependent random functions I Berkes, L Horváth, G Rice Stochastic Processes and their Applications 123 (2), 385-403, 2013 | 75 | 2013 |
| Inference for the autocovariance of a functional time series under conditional heteroscedasticity P Kokoszka, G Rice, HL Shang Journal of Multivariate Analysis 162, 32-50, 2017 | 64 | 2017 |
| Test of independence for functional data L Horváth, M Hušková, G Rice Journal of Multivariate Analysis 117, 100-119, 2013 | 51 | 2013 |
| Adaptive bandwidth selection in the long run covariance estimator of functional time series L Horváth, G Rice, S Whipple Computational Statistics & Data Analysis 100, 676-693, 2016 | 41 | 2016 |
| An introduction to functional data analysis and a principal component approach for testing the equality of mean curves L Horváth, G Rice Revista matemática complutense 28, 505-548, 2015 | 37 | 2015 |
| A new class of change point test statistics of Rényi type L Horváth, C Miller, G Rice Journal of Business & Economic Statistics 38 (3), 570-579, 2020 | 35 | 2020 |
| Testing equality of means when the observations are from functional time series L Horváth, G Rice Journal of Time Series Analysis 36 (1), 84-108, 2015 | 35 | 2015 |
| On the asymptotic normality of kernel estimators of the long run covariance of functional time series I Berkes, L Horváth, G Rice Journal of multivariate analysis 144, 150-175, 2016 | 33 | 2016 |
| Functional time series model identification and diagnosis by means of auto-and partial autocorrelation analysis G Mestre, J Portela, G Rice, AM San Roque, E Alonso Computational statistics & data analysis 155, 107108, 2021 | 32 | 2021 |
| Tests for conditional heteroscedasticity of functional data G Rice, T Wirjanto, Y Zhao Journal of Time Series Analysis 41 (6), 733-758, 2020 | 32 | 2020 |
| Testing for independence between functional time series L Horváth, G Rice Journal of econometrics 189 (2), 371-382, 2015 | 30 | 2015 |
| Asymptotic properties of the CUSUM estimator for the time of change in linear panel data models L Horváth, M Hušková, G Rice, J Wang Econometric Theory 33 (2), 366-412, 2017 | 27 | 2017 |
| Structural break analysis for spectrum and trace of covariance operators A Aue, G Rice, O Sönmez Environmetrics 31 (1), e2617, 2020 | 23 | 2020 |
| A functional time series analysis of forward curves derived from commodity futures L Horváth, Z Liu, G Rice, S Wang International Journal of Forecasting 36 (2), 646-665, 2020 | 21 | 2020 |
| Change point analysis of covariance functions: A weighted cumulative sum approach L Horváth, G Rice, Y Zhao Journal of Multivariate Analysis 189, 104877, 2022 | 20 | 2022 |
