| Approximation thorems for independent and weakly dependent random vectors I Berkes, W Philipp The Annals of Probability, 29-54, 1979 | 406 | 1979 |
| The efficiency of the estimators of the parameters in GARCH processes I Berkes, L Horváth | 235 | 2004 |
| A universal result in almost sure central limit theory I Berkes, E Csáki Stochastic Processes and Their Applications 94 (1), 105-134, 2001 | 232 | 2001 |
| Detecting changes in the mean of functional observations I Berkes, R Gabrys, L Horváth, P Kokoszka Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2009 | 187 | 2009 |
| On discriminating between long-range dependence and changes in mean I Berkes, L Horváth, P Kokoszka, QM Shao | 178 | 2006 |
| Sequential change-point detection in GARCH (p, q) models I Berkes, E Gombay, L Horváth, P Kokoszka Econometric theory 20 (6), 1140-1167, 2004 | 166 | 2004 |
| An almost sure invariance principle for the empirical distribution function of mixing random variables I Berkes, W Philipp Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 41 (2), 115-137, 1977 | 117 | 1977 |
| Some limit theorems in log density I Berkes, H Dehling The Annals of Probability 21 (3), 1640-1670, 1993 | 108 | 1993 |
| Komlós–Major–Tusnády approximation under dependence I Berkes, W Liu, WB Wu The Annals of Probability 42 (2), 794-817, 2014 | 95 | 2014 |
| Results and problems related to the pointwise central limit theorem I Berkes Asymptotic Methods in Probability and Statistics, 59-96, 1998 | 91 | 1998 |
| Testing for changes in the covariance structure of linear processes I Berkes, E Gombay, L Horváth Journal of Statistical Planning and Inference 139 (6), 2044-2063, 2009 | 88 | 2009 |
| Testing for parameter constancy in GARCH (p, q) models I Berkes, L Horváth, P Kokoszka Statistics & probability letters 70 (4), 263-273, 2004 | 85 | 2004 |
| Strong approximation for the sums of squares of augmented GARCH sequences A Aue, I Berkes, L Horváth Bernoulli 12 (4), 583-608, 2006 | 75 | 2006 |
| Asymptotic results for the empirical process of stationary sequences I Berkes, S Hörmann, J Schauer Stochastic processes and their applications 119 (4), 1298-1324, 2009 | 70 | 2009 |
| The rate of consistency of the quasi-maximum likelihood estimator I Berkes, L Horváth Statistics & probability letters 61 (2), 133-143, 2003 | 68 | 2003 |
| 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 | 65 | 2013 |
| Asymptotics for GARCH squared residual correlations I Berkes, L Horváth, P Kokoszka Econometric Theory 19 (4), 515-540, 2003 | 64 | 2003 |
| Estimation in nonstationary random coefficient autoregressive models I Berkes, L Horváth, S Ling Journal of Time Series Analysis 30 (4), 395-416, 2009 | 59 | 2009 |
| On the central limit theorem for f (n k x) C Aistleitner, I Berkes Probability theory and related fields 146, 267-289, 2010 | 56 | 2010 |
| The size of trigonometric and Walsh series and uniform distribution mod 1 I Berkes, W Philipp Journal of the London Mathematical Society 50 (3), 454-464, 1994 | 56 | 1994 |
