Follow
Piotr Kokoszka
Piotr Kokoszka
Professor of Statistics, Colorado State University
Verified email at colostate.edu
Title
Cited by
Cited by
Year
Inference for functional data with applications
L Horváth, P Kokoszka
Springer Science & Business Media, 2012
15222012
GARCH processes: structure and estimation
L Horv, P Kokoszka
Bernoulli 9 (2), 201-227, 2003
6502003
Introduction to functional data analysis
P Kokoszka, M Reimherr
CRC press, 2017
4952017
Rescaled variance and related tests for long memory in volatility and levels
L Giraitis, P Kokoszka, R Leipus, G Teyssičre
Journal of econometrics 112 (2), 265-294, 2003
4372003
Weakly dependent functional data
S Hörmann, P Kokoszka
3982010
Stationary ARCH models: dependence structure and central limit theorem
L Giraitis, P Kokoszka, R Leipus
Econometric theory 16 (1), 3-22, 2000
3592000
Change-point estimation in ARCH models
P Kokoszka, R Leipus
Bernoulli, 513-539, 2000
3522000
Monitoring changes in linear models
L Horváth, M Hušková, P Kokoszka, J Steinebach
Journal of statistical Planning and Inference 126 (1), 225-251, 2004
2412004
Fractional ARIMA with stable innovations
PS Kokoszka, MS Taqqu
Stochastic processes and their applications 60 (1), 19-47, 1995
2391995
Testing stationarity of functional time series
L Horváth, P Kokoszka, G Rice
Journal of Econometrics 179 (1), 66-82, 2014
2252014
Estimation of the mean of functional time series and a two-sample problem
L Horváth, P Kokoszka, R Reeder
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2013
1982013
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
1842009
On discriminating between long-range dependence and changes in mean
I Berkes, L Horváth, P Kokoszka, QM Shao
1772006
Sequential change-point detection in GARCH (p, q) models
I Berkes, E Gombay, L Horváth, P Kokoszka
Econometric theory 20 (6), 1140-1167, 2004
1632004
Parameter estimation for infinite variance fractional ARIMA
PS Kokoszka, MS Taqqu
The Annals of Statistics 24 (5), 1880-1913, 1996
1551996
Change-point in the mean of dependent observations
P Kokoszka, R Leipus
Statistics & probability letters 40 (4), 385-393, 1998
1521998
Change‐point monitoring in linear models
A Aue, L Horváth, M Hušková, P Kokoszka
The Econometrics Journal 9 (3), 373-403, 2006
1242006
Testing for long memory in the presence of a general trend
L Giraitis, P Kokoszka, R Leipus
Journal of Applied Probability 38 (4), 1033-1054, 2001
1182001
Testing for changes in multivariate dependent observations with an application to temperature changes
L Horváth, P Kokoszka, J Steinebach
Journal of Multivariate Analysis 68 (1), 96-119, 1999
1101999
Functional time series
S Hörmann, P Kokoszka
Handbook of statistics 30, 157-186, 2012
1092012
The system can't perform the operation now. Try again later.
Articles 1–20