Piotr Kokoszka
Piotr Kokoszka
Professor of Statistics, Colorado State University
colostate.edu üzerinde doğrulanmış e-posta adresine sahip
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Inference for functional data with applications
L Horváth, P Kokoszka
Springer Science & Business Media, 2012
11592012
GARCH processes: structure and estimation
L Horv, P Kokoszka
Bernoulli 9 (2), 201-227, 2003
5902003
Rescaled variance and related tests for long memory in volatility and levels
L Giraitis, P Kokoszka, R Leipus, G Teyssière
Journal of econometrics 112 (2), 265-294, 2003
4102003
Stationary ARCH models: dependence structure and central limit theorem
L Giraitis, P Kokoszka, R Leipus
Econometric theory 16 (1), 3-22, 2000
3362000
Change-point estimation in ARCH models
P Kokoszka, R Leipus
Bernoulli, 513-539, 2000
3332000
Weakly dependent functional data
S Hörmann, P Kokoszka
The Annals of Statistics 38 (3), 1845-1884, 2010
2932010
Introduction to functional data analysis
P Kokoszka, M Reimherr
Chapman and Hall/CRC, 2017
2252017
Fractional ARIMA with stable innovations
PS Kokoszka, MS Taqqu
Stochastic processes and their applications 60 (1), 19-47, 1995
2101995
Monitoring changes in linear models
L Horváth, M Hušková, P Kokoszka, J Steinebach
Journal of statistical Planning and Inference 126 (1), 225-251, 2004
1972004
On discriminating between long-range dependence and changes in mean
I Berkes, L Horváth, P Kokoszka, QM Shao
The annals of statistics 34 (3), 1140-1165, 2006
1642006
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
1552013
Parameter estimation for infinite variance fractional ARIMA
PS Kokoszka, MS Taqqu
The Annals of Statistics 24 (5), 1880-1913, 1996
1521996
Testing stationarity of functional time series
L Horváth, P Kokoszka, G Rice
Journal of Econometrics 179 (1), 66-82, 2014
1492014
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
1422009
Sequential change-point detection in GARCH (p, q) models
I Berkes, E Gombay, L Horváth, P Kokoszka
Econometric theory 20 (6), 1140-1167, 2004
1352004
Change-point in the mean of dependent observations
P Kokoszka, R Leipus
Statistics & probability letters 40 (4), 385-393, 1998
1291998
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
1132001
Change‐point monitoring in linear models
A Aue, L Horváth, M Hušková, P Kokoszka
The Econometrics Journal 9 (3), 373-403, 2006
1072006
Testing for parameter changes in ARCH models
P Kokoszka, R Leipus
Lithuanian Mathematical Journal 39 (2), 182-195, 1999
1021999
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
961999
Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.
Makaleler 1–20