Piotr Kokoszka

18 papers Misc 1Journal 17
YearRankTypeTitle / Venue / Authors
2025 J jnl
Detection and localization of changes in a panel of densities.
J. Multivar. Anal.
Tim Kutta, Agnieszka Jach, Michel Ferreira Cardia Haddad, Piotr Kokoszka, Haonan Wang
2023 J jnl
Principal component analysis of infinite variance functional data.
J. Multivar. Anal.
Piotr Kokoszka, Rafal Kulik
2022 J jnl
Extremal dependence measure for functional data.
J. Multivar. Anal.
Mihyun Kim, Piotr Kokoszka
2022 J jnl
Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data.
J. Artif. Intell. Res.
Miroslaw Krzysko, Lukasz Smaga, Piotr Kokoszka
2020 J jnl
Testing normality of data on a multivariate grid.
J. Multivar. Anal.
Lajos Horváth, Piotr Kokoszka, Shixuan Wang
2019 J jnl
Editorial for the special issue on High-dimensional and functional data analysis.
Comput. Stat. Data Anal.
Frédéric Ferraty, Piotr Kokoszka, Jane-Ling Wang, Yichao Wu
2019 J jnl
Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data.
Comput. Stat. Data Anal.
Joshua French, Piotr Kokoszka, Stilian Stoev, Lauren Hall
2017 J jnl
Inference for the autocovariance of a functional time series under conditional heteroscedasticity.
J. Multivar. Anal.
Piotr Kokoszka, Gregory Rice, Han Lin Shang
2016 J jnl
A randomness test for functional panels.
J. Multivar. Anal.
Piotr Kokoszka, Matthew Reimherr, Nikolas Wölfing
2015 J jnl
P. Secchi, S. Vantini and V. Vitelli: Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan.
Stat. Methods Appl.
Piotr Kokoszka
2014 J jnl
Functional data analysis with increasing number of projections.
J. Multivar. Anal.
Stefan Fremdt, Lajos Horváth, Piotr Kokoszka, Josef G. Steinebach
2013 J jnl
Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination.
Comput. Stat. Data Anal.
Oleksandr Gromenko, Piotr Kokoszka
2012 J jnl
Empirical properties of forecasts with the functional autoregressive model.
Comput. Stat.
Devin Didericksen, Piotr Kokoszka, Xi Zhang
2010 J jnl
Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models.
Comput. Stat.
Agnieszka Jach, Piotr Kokoszka
2010 J jnl
Testing the stability of the functional autoregressive process.
J. Multivar. Anal.
Lajos Horváth, Marie Husková, Piotr Kokoszka
2009 J jnl
Estimation of a change-point in the mean function of functional data.
J. Multivar. Anal.
Alexander Aue, Robertas Gabrys, Lajos Horváth, Piotr Kokoszka
2005 J jnl
Almost sure convergence of the Bartlett estimator.
Period. Math. Hung.
István Berkes, Lajos Horváth, Piotr Kokoszka, Qi-Man Shao
2004 Misc conf
Confidence Intervals for the Autocorrelations of the Squares of GARCH Sequences.
International Conference on Computational Science
Piotr Kokoszka, Gilles Teyssière, Aonan Zhang