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Piotr Kokoszka
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2020 – today
- 2025
- [j17]Tim Kutta, Agnieszka Jach, Michel Ferreira Cardia Haddad, Piotr Kokoszka
, Haonan Wang:
Detection and localization of changes in a panel of densities. J. Multivar. Anal. 205: 105374 (2025) - 2023
- [j16]Piotr Kokoszka
Principal component analysis of infinite variance functional data. J. Multivar. Anal. 193: 105123 (2023) - 2022
- [j15]Miroslaw Krzysko, Lukasz Smaga, Piotr Kokoszka:
Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data. J. Artif. Intell. Res. 73: 1355-1384 (2022) - [j14]Mihyun Kim, Piotr Kokoszka:
Extremal dependence measure for functional data. J. Multivar. Anal. 189: 104887 (2022) - 2020
- [j13]Lajos Horváth, Piotr Kokoszka, Shixuan Wang
Testing normality of data on a multivariate grid. J. Multivar. Anal. 179: 104640 (2020)
2010 – 2019
- 2019
- [j12]Frédéric Ferraty, Piotr Kokoszka, Jane-Ling Wang, Yichao Wu:
Editorial for the special issue on High-dimensional and functional data analysis. Comput. Stat. Data Anal. 131: 10-11 (2019) - [j11]Joshua French, Piotr Kokoszka, Stilian Stoev, Lauren Hall:
Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data. Comput. Stat. Data Anal. 131: 176-193 (2019) - 2017
- [j10]Piotr Kokoszka, Gregory Rice, Han Lin Shang
Inference for the autocovariance of a functional time series under conditional heteroscedasticity. J. Multivar. Anal. 162: 32-50 (2017) - 2016
- [j9]Piotr Kokoszka, Matthew Reimherr
A randomness test for functional panels. J. Multivar. Anal. 151: 37-53 (2016) - 2015
- [j8]Piotr Kokoszka:
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. 24(2): 305-306 (2015) - 2014
- [j7]Stefan Fremdt, Lajos Horváth, Piotr Kokoszka, Josef G. Steinebach
Functional data analysis with increasing number of projections. J. Multivar. Anal. 124: 313-332 (2014) - 2013
- [j6]Oleksandr Gromenko, Piotr Kokoszka:
Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination. Comput. Stat. Data Anal. 59: 82-94 (2013) - 2012
- [j5]Devin Didericksen, Piotr Kokoszka, Xi Zhang:
Empirical properties of forecasts with the functional autoregressive model. Comput. Stat. 27(2): 285-298 (2012) - 2010
- [j4]Agnieszka Jach
Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models. Comput. Stat. 25(1): 163-182 (2010) - [j3]Lajos Horváth, Marie Husková, Piotr Kokoszka:
Testing the stability of the functional autoregressive process. J. Multivar. Anal. 101(2): 352-367 (2010)
2000 – 2009
- 2009
- [j2]Alexander Aue, Robertas Gabrys, Lajos Horváth, Piotr Kokoszka:
Estimation of a change-point in the mean function of functional data. J. Multivar. Anal. 100(10): 2254-2269 (2009) - 2005
- [j1]István Berkes, Lajos Horváth, Piotr Kokoszka, Qi-Man Shao:
Almost sure convergence of the Bartlett estimator. Period. Math. Hung. 51(1): 11-25 (2005) - 2004
- [c1]Piotr Kokoszka, Gilles Teyssière
Confidence Intervals for the Autocorrelations of the Squares of GARCH Sequences. International Conference on Computational Science 2004: 827-834
Coauthor Index
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