Piotr Kokoszka

Publication Activity (10 Years)

Years Active: 2004-2023
Publications (10 Years): 9

Top Topics

Subsequence Matching

Nonmonotonic Inference

Extreme Value Theory

Top Venues

J. Multivar. Anal.

Comput. Stat. Data Anal.

Stat. Methods Appl.

J. Artif. Intell. Res.

Publications

Piotr Kokoszka, Rafal Kulik
Principal component analysis of infinite variance functional data. J. Multivar. Anal. 193 (2023)
Mihyun Kim, Piotr Kokoszka
Extremal dependence measure for functional data. J. Multivar. Anal. 189 (2022)
Miroslaw Krzysko, Lukasz Smaga, Piotr Kokoszka
Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data. J. Artif. Intell. Res. 73 (2022)
Lajos Horváth, Piotr Kokoszka, Shixuan Wang
Testing normality of data on a multivariate grid. J. Multivar. Anal. 179 (2020)
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 (2019)
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 (2019)
Piotr Kokoszka, Gregory Rice, Han Lin Shang
Inference for the autocovariance of a functional time series under conditional heteroscedasticity. J. Multivar. Anal. 162 (2017)
Piotr Kokoszka, Matthew Reimherr, Nikolas Wölfing
A randomness test for functional panels. J. Multivar. Anal. 151 (2016)
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) (2015)
Stefan Fremdt, Lajos Horváth, Piotr Kokoszka, Josef G. Steinebach
Functional data analysis with increasing number of projections. J. Multivar. Anal. 124 (2014)
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 (2013)
Devin Didericksen, Piotr Kokoszka, Xi Zhang
Empirical properties of forecasts with the functional autoregressive model. Comput. Stat. 27 (2) (2012)
Agnieszka Jach, Piotr Kokoszka
Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models. Comput. Stat. 25 (1) (2010)
Lajos Horváth, Marie Husková, Piotr Kokoszka
Testing the stability of the functional autoregressive process. J. Multivar. Anal. 101 (2) (2010)
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) (2009)
István Berkes, Lajos Horváth, Piotr Kokoszka, Qi-Man Shao
Almost sure convergence of the Bartlett estimator. Period. Math. Hung. 51 (1) (2005)
Piotr Kokoszka, Gilles Teyssière, Aonan Zhang
Confidence Intervals for the Autocorrelations of the Squares of GARCH Sequences. International Conference on Computational Science (2004)