LAJOS HORVATH

Professor

Mathematics

  • Professor
    Mathematics
  • University of Utah, Mathematics, 155 S. 1440 E., Salt Lake City, Utah, 84112, United States

RESEARCH INTERESTS

My research is mathematical statistics and stochastic processes with applications, including meteorology, biostatistics, literature, engineering, econometrics and finance. My publications include not only theory but applications to real life data sets. I usually work on problems coming from real life and the solutions require new methods. Recently, I have been working on sequential detection changes/anomalies in large data sets, like changes in the sentiment of twitter users. Enjoy working with coathors, to learn new things from them and helping them with their research. Our research should be relevant to a large(r) audience.  I am grateful to my coathors that my research has become relevant in several areas outside of mathematics. 

GRANTS

  • EXTERNAL GRANT OR CONTRACT
    Statistical Inference for Functional and High-Dimensional Time Series (1305858)
    National Science Foundation2 Feb 2013 - 31 Jul 2017
    National Science Foundation
  • EXTERNAL GRANT OR CONTRACT
    Topics in Nonlinear and Functional Time Series (0905400)
    National Science Foundation2 Feb 2009 - 31 Aug 2013
    National Science Foundation
  • EXTERNAL GRANT OR CONTRACT
    Monitoring Structural Changes in Dynamic Time Series Models (0604670)
    National Science Foundation2 Feb 2006 - 30 Jun 2009
    National Science Foundation
  • EXTERNAL GRANT OR CONTRACT
    U.S.-Hungary Statistics Research: Topics in Change Point and Unit Root Analysis; Rates of Convergence Permutations and Bootstrap (0223262)
    National Science Foundation2 Feb 2002 - 31 Aug 2006
    National Science Foundation
  • EXTERNAL GRANT OR CONTRACT
    CHANGE-POINT MODELS
    NATO1 Jan 1996 - 31 Dec 1999
    NATO