Kokoszka, Piotr Dependent functional data. (English) Zbl 06169714 ISRN Probab. Stat. 2012, Article ID 958254, 30 p. (2012). MSC: 62-XX 91-XX 92-XX PDFBibTeX XMLCite \textit{P. Kokoszka}, ISRN Probab. Stat. 2012, Article ID 958254, 30 p. (2012; Zbl 06169714) Full Text: DOI
Hassler, Uwe; Kokoszka, Piotr Impulse responses of fractionally integrated processes with long memory. (English) Zbl 1230.62118 Econom. Theory 26, No. 6, 1855-1861 (2010). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{U. Hassler} and \textit{P. Kokoszka}, Econom. Theory 26, No. 6, 1855--1861 (2010; Zbl 1230.62118) Full Text: DOI
Hörmann, Siegfried; Kokoszka, Piotr Weakly dependent functional data. (English) Zbl 1189.62141 Ann. Stat. 38, No. 3, 1845-1884 (2010). MSC: 62M10 62G08 62H25 60G10 62G05 PDFBibTeX XMLCite \textit{S. Hörmann} and \textit{P. Kokoszka}, Ann. Stat. 38, No. 3, 1845--1884 (2010; Zbl 1189.62141) Full Text: DOI arXiv
Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man On discriminating between long-range dependence and changes in mean. (English) Zbl 1112.62085 Ann. Stat. 34, No. 3, 1140-1165 (2006). MSC: 62M10 62G10 65C60 PDFBibTeX XMLCite \textit{I. Berkes} et al., Ann. Stat. 34, No. 3, 1140--1165 (2006; Zbl 1112.62085) Full Text: DOI arXiv
Kokoszka, Piotr; Wolf, Michael Subsampling the mean of heavy-tailed dependent observations. (English) Zbl 1051.62078 J. Time Ser. Anal. 25, No. 2, 217-234 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 PDFBibTeX XMLCite \textit{P. Kokoszka} and \textit{M. Wolf}, J. Time Ser. Anal. 25, No. 2, 217--234 (2004; Zbl 1051.62078) Full Text: DOI Link