Edit Profile (opens in new tab) Kokoszka, Piotr S. Co-Author Distance Author ID: kokoszka.piotr-s Published as: Kokoszka, Piotr; Kokoszka, Piotr S.; Kokoszka, P. S.; Kokoszka, P. more...less Documents Indexed: 142 Publications since 1989, including 2 Books and 1 Additional arXiv Preprint 1 Contribution as Editor Co-Authors: 69 Co-Authors with 136 Joint Publications 1,343 Co-Co-Authors all top 5 Co-Authors 7 single-authored 46 Horváth, Lajos 11 Berkes, István 11 Leipus, Remigijus 11 Reimherr, Matthew L. 11 Taqqu, Murad S. 9 Giraitis, Liudas 8 Hörmann, Siegfried 7 Jach, Agnieszka E. 7 Steinebach, Josef G. 7 Teyssière, Gilles 6 Bhansali, Rajendra J. 5 Gabrys, Robertas 5 Kim, Mihyun 4 Aue, Alexander 4 Hušková, Marie 3 Gorecki, Tomasz T. 3 Gromenko, Oleksandr 3 Rice, Gregory 3 Stoev, Stilian A. 3 Wang, Shixuan 3 Young, Gabriel J. 2 Constantinou, Panayiotis 2 Fremdt, Stefan 2 Holland, Mark P. 2 Jouzdani, Neda Mohammadi 2 Kidziński, Łukasz 2 Kuenzer, Thomas 2 Miao, Hong 2 Mikosch, Thomas 2 Shao, Qi-Man 2 Sojka, Jan 2 Wang, Haonan 2 Xiong, Qian 2 Zhang, Aonan 2 Zhang, Xi 2 Zheng, Ben 2 Zhu, Lie 2 Zitikis, Ričardas 1 Bardsley, Patrick 1 Bhansali, Raj 1 Csörgő, Miklós 1 Didericksen, Devin 1 Ferraty, Frédéric 1 French, Joshua P. 1 Gombay, Edit 1 Hall, Lauren M. 1 Hassler, Uwe 1 Janicki, Aleksander 1 Krzyśko, Mirosław 1 Kulik, Rafał 1 Li, Jun 1 Maslova, Inga 1 Nisol, Gilles 1 Parfionovas, Andrejus 1 Petersen, Alexander M. 1 Podgórski, Krzysztof 1 Politis, Dimitris Nicolas 1 Reeder, Ron 1 Sabzikar, Farzad 1 Shang, Han Lin 1 Singh, Deepak Kumar 1 Smaga, Łukasz 1 VanderDoes, Jeremy 1 Wang, Jane-Ling 1 Wolf, Michael 1 Wölfing, Nikolas 1 Wu, Yichao 1 Yang, LiuQing 1 Zhong, Pingshou all top 5 Serials 13 Journal of Time Series Analysis 10 Journal of Multivariate Analysis 7 Statistics & Probability Letters 7 Bernoulli 7 Econometric Theory 6 The Annals of Statistics 6 Stochastic Processes and their Applications 5 Journal of Econometrics 5 Statistics 3 The Canadian Journal of Statistics 3 Journal of the American Statistical Association 3 Journal of Statistical Planning and Inference 3 Probability and Mathematical Statistics 3 Journal of Statistical Computation and Simulation 3 Computational Statistics and Data Analysis 3 The Econometrics Journal 3 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Lithuanian Mathematical Journal 2 Scandinavian Journal of Statistics 2 Journal of Theoretical Probability 2 Computational Statistics 2 Bulletin of the Polish Academy of Sciences, Mathematics 2 Test 2 Methodology and Computing in Applied Probability 2 Statistical Modelling 2 Statistical Methods and Applications 2 Journal of Time Series Econometrics 1 Periodica Mathematica Hungarica 1 Biometrika 1 International Statistical Review 1 Journal of Applied Probability 1 Nagoya Mathematical Journal 1 Proceedings of the American Mathematical Society 1 Acta Applicandae Mathematicae 1 Revista Colombiana de Estadística 1 Mathematical and Computer Modelling 1 Estadística 1 The Annals of Applied Probability 1 The Journal of Artificial Intelligence Research (JAIR) 1 Journal of Nonparametric Statistics 1 Extremes 1 Statistical Inference for Stochastic Processes 1 The Annals of Applied Statistics 1 Statistics and Its Interface 1 Statistics Surveys 1 Statistics & Risk Modeling 1 Springer Series in Statistics 1 ISRN Probability and Statistics 1 Chapman & Hall/CRC Texts in Statistical Science Series all top 5 Fields 127 Statistics (62-XX) 39 Probability theory and stochastic processes (60-XX) 14 Numerical analysis (65-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Geophysics (86-XX) 2 General and overarching topics; collections (00-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Functional analysis (46-XX) 2 Operations research, mathematical programming (90-XX) 1 Computer science (68-XX) 1 Astronomy and astrophysics (85-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 123 Publications have been cited 2,718 times in 1,572 Documents Cited by ▼ Year ▼ Inference for functional data with applications. Zbl 1279.62017 Horváth, Lajos; Kokoszka, Piotr 464 2012 GARCH processes: structure and estimation. Zbl 1064.62094 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 179 2003 Weakly dependent functional data. Zbl 1189.62141 Hörmann, Siegfried; Kokoszka, Piotr 127 2010 Introduction to functional data analysis. Zbl 1411.62004 Kokoszka, Piotr; Reimherr, Matthew 96 2017 Stationary ARCH models: Dependence structure and central limit theorem. Zbl 0986.60030 Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus 86 2000 Monitoring changes in linear models. Zbl 1075.62054 Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr; Steinebach, Josef 85 2004 Rescaled variance and related tests for long memory in volatility and levels. Zbl 1027.62064 Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 77 2003 Fractional ARIMA with stable innovations. Zbl 0846.62066 Kokoszka, Piotr S.; Taqqu, Murad S. 68 1995 Testing stationarity of functional time series. Zbl 1293.62186 Horváth, Lajos; Kokoszka, Piotr; Rice, Gregory 59 2014 Estimation of the mean of functional time series and a two-sample problem. Zbl 07555440 Horváth, Lajos; Kokoszka, Piotr; Reeder, Ron 57 2013 Change-point estimation in ARCH models. Zbl 0997.62068 Kokoszka, Piotr; Leipus, Remigijus 55 2000 Parameter estimation for infinite variance fractional ARIMA. Zbl 0896.62092 Kokoszka, Piotr S.; Taqqu, Murad S. 51 1996 Change-point monitoring in linear models. Zbl 1106.62067 Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 48 2006 On discriminating between long-range dependence and changes in mean. Zbl 1112.62085 Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 48 2006 The effect of long-range dependence on change-point estimators. Zbl 0946.62078 Horváth, Lajos; Kokoszka, Piotr 43 1997 Testing the equality of covariance operators in functional samples. Zbl 1259.62031 Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr 42 2013 Sequential change-point detection in \(\text{GARCH}(p,q)\) models. Zbl 1069.62058 Berkes, István; Gombay, Edit; Horváth, Lajos; Kokoszka, Piotr 41 2004 Detecting changes in the mean of functional observations. Zbl 1411.62153 Berkes, István; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 40 2009 Testing for changes in multivariate dependent observations with an application to temperature changes. Zbl 0962.62042 Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 38 1999 Change-point in the mean of dependent observations. Zbl 0935.62097 Kokoszka, Piotr; Leipus, Remigijus 37 1998 Empirical process of the squared residuals of an ARCH sequence. Zbl 1012.62053 Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles 32 2001 Portmanteau test of independence for functional observations. Zbl 1332.62322 Gabrys, Robertas; Kokoszka, Piotr 31 2007 Testing for parameter constancy in GARCH\((p,q)\) models. Zbl 1058.62070 Berkes, Istvan; Horváth, Lajos; Kokoszka, Piotr 30 2005 Tests for error correlation in the functional linear model. Zbl 1390.62118 Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 30 2010 Testing the stability of the functional autoregressive process. Zbl 1178.62099 Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 29 2010 Estimation of a change-point in the mean function of functional data. Zbl 1176.62025 Aue, Alexander; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 29 2009 Determining the order of the functional autoregressive model. Zbl 1274.62600 Kokoszka, Piotr; Reimherr, Matthew 28 2013 Infinite variance stable ARMA processes. Zbl 0804.62082 Kokoszka, Piotr S.; Taqqu, Murad S. 24 1994 Approximations and limit theory for quadratic forms of linear processes. Zbl 1107.62038 Bhansali, R. J.; Giraitis, L.; Kokoszka, P. S. 22 2007 A bootstrap approximation to a unit root test statistic for heavy-tailed observations. Zbl 1116.62393 Horváth, Lajos; Kokoszka, Piotr 22 2003 Asymptotic normality of the principal components of functional time series. Zbl 1275.62066 Kokoszka, Piotr; Reimherr, Matthew 21 2013 Testing for long memory in the presence of a general trend. Zbl 1140.62341 Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus 20 2001 Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends. Zbl 1243.62122 Gromenko, Oleksandr; Kokoszka, Piotr; Zhu, Lie; Sojka, Jan 20 2012 Functional data analysis with increasing number of projections. Zbl 1359.62197 Fremdt, Stefan; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef G. 20 2014 Convergence of quadratic forms with nonvanishing diagonal. Zbl 1283.62027 Bhansali, R. J.; Giraitis, L.; Kokoszka, P. S. 19 2007 Testing for parameter changes in ARCH models. Zbl 0972.62012 Kokoszka, P.; Leipus, R. 19 1999 Two sample inference in functional linear models. Zbl 1191.62088 Horváth, Lajos; Kokoszka, Piotr; Reimherr, Matthew 19 2009 The integrated periodogram for long-memory processes with finite or infinite variance. Zbl 0885.62108 Kokoszka, P.; Mikosch, T. 18 1997 Testing for lack of dependence in the functional linear model. Zbl 1144.62316 Kokoszka, Piotr; Maslova, Inga; Sojka, Jan; Zhu, Lie 18 2008 Monitoring constancy of variance in conditionally heteroskedastic time series. Zbl 1125.62102 Horváth, Lajos; Kokoszka, Piotr; Zhang, Aonan 17 2006 Testing for changes in polynomial regression. Zbl 1155.62027 Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 17 2008 Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals. Zbl 1060.62097 Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles 17 2004 Change-point detection with nonparametric regression. Zbl 1010.62036 Horváth, Lajos; Kokoszka, Piotr 17 2002 On sequential detection of parameter changes in linear regression. Zbl 1117.62079 Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 16 2007 Approximations for weighted bootstrap processes with an application. Zbl 0982.60019 Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 16 2000 Testing for periodicity in functional time series. Zbl 1416.62496 Hörmann, Siegfried; Kokoszka, Piotr; Nisol, Gilles 16 2018 Sample autocovariances of long-memory time series. Zbl 1155.62323 Horváth, Lajos; Kokoszka, Piotr 15 2008 Inference for the autocovariance of a functional time series under conditional heteroscedasticity. Zbl 1378.62073 Kokoszka, Piotr; Rice, Gregory; Shang, Han Lin 15 2017 Asymptotics for GARCH squared residual correlations. Zbl 1441.62608 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 14 2003 Almost sure convergence of the Bartlett estimator. Zbl 1092.62030 Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 13 2005 Prediction of infinite variance fractional ARIMA. Zbl 0857.60032 Kokoszka, Piotr S. 13 1996 Testing for stochastic dominance using the weighted McFadden-type statistic. Zbl 1345.62076 Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas 13 2006 Empirical properties of forecasts with the functional autoregressive model. Zbl 1304.65026 Didericksen, Devin; Kokoszka, Piotr; Zhang, Xi 13 2012 Testing normality of functional time series. Zbl 1416.62489 Górecki, Tomasz; Hörmann, Siegfried; Horváth, Lajos; Kokoszka, Piotr 13 2018 Testing separability of space-time functional processes. Zbl 1506.62541 Constantinou, P.; Kokoszka, Piotr; Reimherr, M. 12 2017 Subsampling the mean of heavy-tailed dependent observations. Zbl 1051.62078 Kokoszka, Piotr; Wolf, Michael 11 2004 Consistency of the mean and the principal components of spatially distributed functional data. Zbl 1457.62193 Hörmann, Siegfried; Kokoszka, Piotr 11 2013 Monitoring shifts in mean: asymptotic normality of stopping times. Zbl 1367.62242 Aue, Alexander; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 10 2008 Detection and estimation of changes in regime. Zbl 1031.62075 Kokoszka, Piotr; Leipus, Remigijus 9 2003 Detection of change in the spatiotemporal mean function. Zbl 1414.62400 Gromenko, Oleksandr; Kokoszka, Piotr; Reimherr, Matthew 9 2017 Approximation for bootstrapped empirical processes. Zbl 0959.62043 Csörgő, Miklós; Horváth, Lajos; Kokoszka, Piotr 8 2000 Large sample distribution of weighted sums of ARCH(\(p\)) squared residual correlations. Zbl 0973.62074 Horváth, Lajos; Kokoszka, Piotr 8 2001 Subsampling unit root tests for heavy-tailed observations. Zbl 1045.62086 Jach, Agnieszka; Kokoszka, Piotr 8 2004 Estimation of the memory parameter by fitting fractionally differenced autoregressive models. Zbl 1101.62073 Bhansali, R. J.; Giraitis, L.; Kokoszka, P. S. 8 2006 Infinite variance stable moving averages with long memory. Zbl 0857.62087 Kokoszka, Piotr S.; Taqqu, Murad S. 8 1996 Dependent functional data. Zbl 06169714 Kokoszka, Piotr 8 2012 Change point tests in functional factor models with application to yield curves. Zbl 1521.62141 Bardsley, Patrick; Horváth, Lajos; Kokoszka, Piotr; Young, Gabriel 8 2017 Near-integrated GARCH sequences. Zbl 1059.62092 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 7 2005 Predictability of shapes of intraday price curves. Zbl 1521.62196 Kokoszka, Piotr; Reimherr, Matthew 7 2013 Principal components analysis of regularly varying functions. Zbl 1428.62258 Kokoszka, Piotr; Stoev, Stilian; Xiong, Qian 7 2019 The periodogram at the Fourier frequencies. Zbl 1025.62030 Kokoszka, P.; Mikosch, T. 6 2000 On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives. Zbl 1029.62075 Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 6 2003 Computer investigation of the rate of convergence of LePage type series to \(\alpha\)-stable random variables. Zbl 0813.60014 Janicki, Aleksander; Kokoszka, Piotr 6 1992 The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables. Zbl 0889.60017 Kokoszka, P. S.; Taqqu, M. S. 6 1997 New classes of self-similar symmetric stable random fields. Zbl 0806.60026 Kokoszka, Piotr S.; Taqqu, Murad S. 6 1994 Monitoring the intraday volatility pattern. Zbl 1462.62719 Gabrys, Robertas; Hörmann, Siegfried; Kokoszka, Piotr 6 2013 Estimation in functional lagged regression. Zbl 1325.62168 Hörmann, Siegfried; Kidziński, Łukasz; Kokoszka, Piotr 6 2015 Estimation of the maximal moment exponent of a GARCH(1,1) sequence. Zbl 1441.62609 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 6 2003 Can one use the Durbin-Levinson algorithm to generate infinite variance fractional ARIMA time series? Zbl 0978.62082 Kokoszka, Piotr S.; Taqqu, Murad S. 5 2001 KPSS test for functional time series. Zbl 1440.62333 Kokoszka, Piotr; Young, Gabriel 5 2016 Wavelet-domain test for long-range dependence in the presence of a trend. Zbl 1148.62072 Jach, Agnieszka; Kokoszka, Piotr 5 2008 Wasserstein autoregressive models for density time series. Zbl 1493.62182 Zhang, Chao; Kokoszka, Piotr; Petersen, Alexander 5 2022 Nonlinearity of ARCH and stochastic volatility models and Bartlett’s formula. Zbl 1260.62068 Kokoszka, Piotr S.; Politis, Dimitris N. 5 2011 Impulse responses of fractionally integrated processes with long memory. Zbl 1230.62118 Hassler, Uwe; Kokoszka, Piotr 4 2010 Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Zbl 1054.62104 Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 4 2000 Discrete time parametric models with long memory and infinite variance. Zbl 0990.62080 Kokoszka, P. S.; Taqqu, M. S. 4 1999 A weighted goodness-of-fit test for GARCH(1,1) specification. Zbl 1047.62015 Berkes, I.; Horváth, L.; Kokoszka, P. 4 2004 Principal component analysis of spatially indexed functions. Zbl 1510.62267 Kuenzer, Thomas; Hörmann, Siegfried; Kokoszka, Piotr 4 2021 Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination. Zbl 1400.62064 Gromenko, Oleksandr; Kokoszka, Piotr 4 2013 Probabilistic and statistical properties of GARCH processes. Zbl 1060.62094 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 3 2004 Asymptotic dependence of moving average type self-similar stable random fields. Zbl 0771.60026 Kokoszka, Piotr S.; Taqqu, Murad S. 3 1993 Asymptotic dependence of stable self-similar processes of Chentsov type. Zbl 0787.60047 Kokoszka, Piotr S.; Taqqu, Murad S. 3 1992 Prediction of long-memory time series. Zbl 1039.62088 Bhansali, R. J.; Kokoszka, P. S. 3 2003 Testing separability of functional time series. Zbl 1401.62147 Constantinou, Panayiotis; Kokoszka, Piotr; Reimherr, Matthew 3 2018 Frequency domain theory for functional time series: variance decomposition and an invariance principle. Zbl 1441.62931 Kokoszka, Piotr; Jouzdani, Neda Mohammadi 3 2020 Some recent developments in inference for geostatistical functional data. Zbl 1435.62413 Kokoszka, Piotr; Reimherr, Matthew 3 2019 Editorial for the special issue on high-dimensional and functional data analysis. Zbl 1471.00015 3 2019 Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data. Zbl 1471.62065 French, Joshua; Kokoszka, Piotr; Stoev, Stilian; Hall, Lauren 3 2019 Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models. Zbl 1224.62058 Jach, Agnieszka; Kokoszka, Piotr 2 2010 A characterization of mixing processes of type G. Zbl 0853.60034 Kokoszka, Piotr S.; Taqqu, Murad S. 2 1996 Principal component analysis of infinite variance functional data. Zbl 1520.62081 Kokoszka, Piotr; Kulik, Rafał 1 2023 Wasserstein autoregressive models for density time series. Zbl 1493.62182 Zhang, Chao; Kokoszka, Piotr; Petersen, Alexander 5 2022 Inference in functional factor models with applications to yield curves. Zbl 07730971 Horváth, Lajos; Kokoszka, Piotr; VanderDoes, Jeremy; Wang, Shixuan 2 2022 Testing normality of spatially indexed functional data. Zbl 1492.62196 Hörmann, Siegfried; Kokoszka, Piotr; Kuenzer, Thomas 1 2022 Principal component analysis of spatially indexed functions. Zbl 1510.62267 Kuenzer, Thomas; Hörmann, Siegfried; Kokoszka, Piotr 4 2021 Multivariate analysis of variance and change points estimation for high-dimensional longitudinal data. Zbl 1469.62431 Zhong, Ping-Shou; Li, Jun; Kokoszka, Piotr 2 2021 Monitoring for a change point in a sequence of distributions. Zbl 1480.62082 Horváth, Lajos; Kokoszka, Piotr; Wang, Shixuan 1 2021 Frequency domain theory for functional time series: variance decomposition and an invariance principle. Zbl 1441.62931 Kokoszka, Piotr; Jouzdani, Neda Mohammadi 3 2020 Consistency of the Hill estimator for time series observed with measurement errors. Zbl 1452.62651 Kim, Mihyun; Kokoszka, Piotr 2 2020 Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies. Zbl 1458.62305 Kokoszka, Piotr; Nguyen, Hieu; Wang, Haonan; Yang, Liuqing 1 2020 Testing normality of data on a multivariate grid. Zbl 1448.62069 Horváth, Lajos; Kokoszka, Piotr; Wang, Shixuan 1 2020 Principal components analysis of regularly varying functions. Zbl 1428.62258 Kokoszka, Piotr; Stoev, Stilian; Xiong, Qian 7 2019 Some recent developments in inference for geostatistical functional data. Zbl 1435.62413 Kokoszka, Piotr; Reimherr, Matthew 3 2019 Editorial for the special issue on high-dimensional and functional data analysis. Zbl 1471.00015 3 2019 Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data. Zbl 1471.62065 French, Joshua; Kokoszka, Piotr; Stoev, Stilian; Hall, Lauren 3 2019 Risk analysis of cumulative intraday return curves. Zbl 07064408 Kokoszka, Piotr; Miao, Hong; Stoev, Stilian; Zheng, Ben 1 2019 Hill estimator of projections of functional data on principal components. Zbl 1418.62218 Kim, Mihyun; Kokoszka, Piotr 1 2019 Testing for periodicity in functional time series. Zbl 1416.62496 Hörmann, Siegfried; Kokoszka, Piotr; Nisol, Gilles 16 2018 Testing normality of functional time series. Zbl 1416.62489 Górecki, Tomasz; Hörmann, Siegfried; Horváth, Lajos; Kokoszka, Piotr 13 2018 Testing separability of functional time series. Zbl 1401.62147 Constantinou, Panayiotis; Kokoszka, Piotr; Reimherr, Matthew 3 2018 Principal components analysis of periodically correlated functional time series. Zbl 1416.62503 Kidziński, Łukasz; Kokoszka, Piotr; Jouzdani, Neda Mohammadi 2 2018 Introduction to functional data analysis. Zbl 1411.62004 Kokoszka, Piotr; Reimherr, Matthew 96 2017 Inference for the autocovariance of a functional time series under conditional heteroscedasticity. Zbl 1378.62073 Kokoszka, Piotr; Rice, Gregory; Shang, Han Lin 15 2017 Testing separability of space-time functional processes. Zbl 1506.62541 Constantinou, P.; Kokoszka, Piotr; Reimherr, M. 12 2017 Detection of change in the spatiotemporal mean function. Zbl 1414.62400 Gromenko, Oleksandr; Kokoszka, Piotr; Reimherr, Matthew 9 2017 Change point tests in functional factor models with application to yield curves. Zbl 1521.62141 Bardsley, Patrick; Horváth, Lajos; Kokoszka, Piotr; Young, Gabriel 8 2017 Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price. Zbl 1362.62185 Kokoszka, Piotr; Miao, Hong; Zheng, Ben 2 2017 Wavelet semi-parametric inference for long memory in volatility in the presence of a trend. Zbl 07192014 Jach, Agnieszka; Kokoszka, Piotr 2 2017 Testing trend stationarity of functional time series with application to yield and daily price curves. Zbl 1388.62130 Kokoszka, Piotr; Young, Gabriel 1 2017 KPSS test for functional time series. Zbl 1440.62333 Kokoszka, Piotr; Young, Gabriel 5 2016 Estimation in functional lagged regression. Zbl 1325.62168 Hörmann, Siegfried; Kidziński, Łukasz; Kokoszka, Piotr 6 2015 Testing stationarity of functional time series. Zbl 1293.62186 Horváth, Lajos; Kokoszka, Piotr; Rice, Gregory 59 2014 Functional data analysis with increasing number of projections. Zbl 1359.62197 Fremdt, Stefan; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef G. 20 2014 Estimation of the mean of functional time series and a two-sample problem. Zbl 07555440 Horváth, Lajos; Kokoszka, Piotr; Reeder, Ron 57 2013 Testing the equality of covariance operators in functional samples. Zbl 1259.62031 Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr 42 2013 Determining the order of the functional autoregressive model. Zbl 1274.62600 Kokoszka, Piotr; Reimherr, Matthew 28 2013 Asymptotic normality of the principal components of functional time series. Zbl 1275.62066 Kokoszka, Piotr; Reimherr, Matthew 21 2013 Consistency of the mean and the principal components of spatially distributed functional data. Zbl 1457.62193 Hörmann, Siegfried; Kokoszka, Piotr 11 2013 Predictability of shapes of intraday price curves. Zbl 1521.62196 Kokoszka, Piotr; Reimherr, Matthew 7 2013 Monitoring the intraday volatility pattern. Zbl 1462.62719 Gabrys, Robertas; Hörmann, Siegfried; Kokoszka, Piotr 6 2013 Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination. Zbl 1400.62064 Gromenko, Oleksandr; Kokoszka, Piotr 4 2013 Inference for functional data with applications. Zbl 1279.62017 Horváth, Lajos; Kokoszka, Piotr 464 2012 Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends. Zbl 1243.62122 Gromenko, Oleksandr; Kokoszka, Piotr; Zhu, Lie; Sojka, Jan 20 2012 Empirical properties of forecasts with the functional autoregressive model. Zbl 1304.65026 Didericksen, Devin; Kokoszka, Piotr; Zhang, Xi 13 2012 Dependent functional data. Zbl 06169714 Kokoszka, Piotr 8 2012 Functional prediction of intraday cumulative returns. Zbl 07257884 Kokoszka, Piotr; Zhang, Xi 2 2012 Nonlinearity of ARCH and stochastic volatility models and Bartlett’s formula. Zbl 1260.62068 Kokoszka, Piotr S.; Politis, Dimitris N. 5 2011 Weakly dependent functional data. Zbl 1189.62141 Hörmann, Siegfried; Kokoszka, Piotr 127 2010 Tests for error correlation in the functional linear model. Zbl 1390.62118 Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 30 2010 Testing the stability of the functional autoregressive process. Zbl 1178.62099 Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 29 2010 Impulse responses of fractionally integrated processes with long memory. Zbl 1230.62118 Hassler, Uwe; Kokoszka, Piotr 4 2010 Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models. Zbl 1224.62058 Jach, Agnieszka; Kokoszka, Piotr 2 2010 Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study. Zbl 1182.62177 Jach, Agnieszka; Kokoszka, Piotr 2 2010 Detecting changes in the mean of functional observations. Zbl 1411.62153 Berkes, István; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 40 2009 Estimation of a change-point in the mean function of functional data. Zbl 1176.62025 Aue, Alexander; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 29 2009 Two sample inference in functional linear models. Zbl 1191.62088 Horváth, Lajos; Kokoszka, Piotr; Reimherr, Matthew 19 2009 Testing for lack of dependence in the functional linear model. Zbl 1144.62316 Kokoszka, Piotr; Maslova, Inga; Sojka, Jan; Zhu, Lie 18 2008 Testing for changes in polynomial regression. Zbl 1155.62027 Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 17 2008 Sample autocovariances of long-memory time series. Zbl 1155.62323 Horváth, Lajos; Kokoszka, Piotr 15 2008 Monitoring shifts in mean: asymptotic normality of stopping times. Zbl 1367.62242 Aue, Alexander; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 10 2008 Wavelet-domain test for long-range dependence in the presence of a trend. Zbl 1148.62072 Jach, Agnieszka; Kokoszka, Piotr 5 2008 Distributional analysis of empirical volatility in GARCH processes. Zbl 1158.62055 Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas 1 2008 Portmanteau test of independence for functional observations. Zbl 1332.62322 Gabrys, Robertas; Kokoszka, Piotr 31 2007 Approximations and limit theory for quadratic forms of linear processes. Zbl 1107.62038 Bhansali, R. J.; Giraitis, L.; Kokoszka, P. S. 22 2007 Convergence of quadratic forms with nonvanishing diagonal. Zbl 1283.62027 Bhansali, R. J.; Giraitis, L.; Kokoszka, P. S. 19 2007 On sequential detection of parameter changes in linear regression. Zbl 1117.62079 Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 16 2007 Intermittency, long-memory and financial returns. Zbl 1181.91340 Bhansali, Raj; Holland, Mark P.; Kokoszka, Piotr S. 1 2007 Change-point monitoring in linear models. Zbl 1106.62067 Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 48 2006 On discriminating between long-range dependence and changes in mean. Zbl 1112.62085 Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 48 2006 Monitoring constancy of variance in conditionally heteroskedastic time series. Zbl 1125.62102 Horváth, Lajos; Kokoszka, Piotr; Zhang, Aonan 17 2006 Testing for stochastic dominance using the weighted McFadden-type statistic. Zbl 1345.62076 Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas 13 2006 Estimation of the memory parameter by fitting fractionally differenced autoregressive models. Zbl 1101.62073 Bhansali, R. J.; Giraitis, L.; Kokoszka, P. S. 8 2006 Testing for parameter constancy in GARCH\((p,q)\) models. Zbl 1058.62070 Berkes, Istvan; Horváth, Lajos; Kokoszka, Piotr 30 2005 Almost sure convergence of the Bartlett estimator. Zbl 1092.62030 Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 13 2005 Near-integrated GARCH sequences. Zbl 1059.62092 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 7 2005 Corrigendum to: “Rescaled variance and related tests for long memory in volatility and levels”. Zbl 1335.62133 Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 1 2005 Monitoring changes in linear models. Zbl 1075.62054 Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr; Steinebach, Josef 85 2004 Sequential change-point detection in \(\text{GARCH}(p,q)\) models. Zbl 1069.62058 Berkes, István; Gombay, Edit; Horváth, Lajos; Kokoszka, Piotr 41 2004 Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals. Zbl 1060.62097 Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles 17 2004 Subsampling the mean of heavy-tailed dependent observations. Zbl 1051.62078 Kokoszka, Piotr; Wolf, Michael 11 2004 Subsampling unit root tests for heavy-tailed observations. Zbl 1045.62086 Jach, Agnieszka; Kokoszka, Piotr 8 2004 A weighted goodness-of-fit test for GARCH(1,1) specification. Zbl 1047.62015 Berkes, I.; Horváth, L.; Kokoszka, P. 4 2004 Probabilistic and statistical properties of GARCH processes. Zbl 1060.62094 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 3 2004 Bootstrap unit root tests for heavy-tailed time series. Zbl 1126.91406 Kokoszka, Piotr; Parfionovas, Andrejus 2 2004 Chaotic maps with slowly decaying correlations and intermittency. Zbl 1067.62092 Bhansali, R. J.; Holland, M. P.; Kokoszka, P. S. 1 2004 GARCH processes: structure and estimation. Zbl 1064.62094 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 179 2003 Rescaled variance and related tests for long memory in volatility and levels. Zbl 1027.62064 Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 77 2003 A bootstrap approximation to a unit root test statistic for heavy-tailed observations. Zbl 1116.62393 Horváth, Lajos; Kokoszka, Piotr 22 2003 Asymptotics for GARCH squared residual correlations. Zbl 1441.62608 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 14 2003 Detection and estimation of changes in regime. Zbl 1031.62075 Kokoszka, Piotr; Leipus, Remigijus 9 2003 On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives. Zbl 1029.62075 Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 6 2003 Estimation of the maximal moment exponent of a GARCH(1,1) sequence. Zbl 1441.62609 Berkes, István; Horváth, Lajos; Kokoszka, Piotr 6 2003 Prediction of long-memory time series. Zbl 1039.62088 Bhansali, R. J.; Kokoszka, P. S. 3 2003 Change-point detection with nonparametric regression. Zbl 1010.62036 Horváth, Lajos; Kokoszka, Piotr 17 2002 Empirical process of the squared residuals of an ARCH sequence. Zbl 1012.62053 Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles 32 2001 Testing for long memory in the presence of a general trend. Zbl 1140.62341 Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus 20 2001 Large sample distribution of weighted sums of ARCH(\(p\)) squared residual correlations. Zbl 0973.62074 Horváth, Lajos; Kokoszka, Piotr 8 2001 Can one use the Durbin-Levinson algorithm to generate infinite variance fractional ARIMA time series? Zbl 0978.62082 Kokoszka, Piotr S.; Taqqu, Murad S. 5 2001 Prediction of long-memory time series: An overview. Zbl 1034.62091 Bhansali, R. J.; Kokoszka, P. S. 2 2001 Stationary ARCH models: Dependence structure and central limit theorem. Zbl 0986.60030 Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus 86 2000 ...and 23 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,875 Authors 73 Kokoszka, Piotr S. 65 Horváth, Lajos 30 Hušková, Marie 28 Shang, Han Lin 28 Vieu, Philippe 27 Lee, Sangyeol 25 Dette, Holger 23 Aue, Alexander 23 Rice, Gregory 21 Surgailis, Donatas 19 Hörmann, Siegfried 19 Zakoïan, Jean-Michel 18 Francq, Christian 18 Steinebach, Josef G. 18 Tian, Zheng 17 Bouzebda, Salim 17 Reimherr, Matthew L. 17 Taqqu, Murad S. 16 Giraitis, Liudas 16 Kirch, Claudia 14 Berkes, István 13 Chen, Zhanshou 12 Aneiros-Pérez, Germán 12 Bardet, Jean-Marc 12 Beran, Jan 12 Ling, Shiqing 12 Meintanis, Simos G. 12 Panaretos, Victor M. 12 Wang, Guochang 11 Jin, Hao 11 Leipus, Remigijus 11 Sabzikar, Farzad 10 Ling, Nengxiang 10 Mikosch, Thomas 10 Qin, Ruibing 10 Smaga, Łukasz 10 Steland, Ansgar 10 Vantini, Simone 9 Alvarez-Andrade, Sergio 9 Goia, Aldo 9 Laksaci, Ali 9 Menafoglio, Alessandra 9 Müller, Hans-Georg 9 Taniguchi, Masanobu 9 Wang, Lihong 9 Zhang, Zhongzhan 8 Baek, Changryong 8 Ciuperca, Gabriela 8 Jirak, Moritz 8 Lee, Taewook 8 Lin, Zhenhua 8 Mojirsheibani, Majid 8 Pini, Alessia 8 Ruiz-Medina, María Dolores 8 Shao, Xiaofeng 8 Song, Junmo 8 Zhang, Rongmao 7 Doukhan, Paul 7 Genton, Marc G. 7 Härdle, Wolfgang Karl 7 Hlávka, Zdeněk 7 Peng, Liang 7 Philippe, Anne 7 Prášková, Zuzana 7 Robinson, Peter Michael 7 Stoev, Stilian A. 7 Wang, Shixuan 7 Wintenberger, Olivier 7 Yu, Ping 7 Zhang, Baoxue 7 Zhu, Ke 6 Aknouche, Abdelhakim 6 Arvanitis, Stelios 6 Aston, John A. D. 6 Ben Hariz, Samir 6 Beyaztas, Ufuk 6 Bongiorno, Enea Giuseppe 6 Davis, Richard A. 6 Du, Jiang 6 Jach, Agnieszka E. 6 Koul, Hira Lal 6 Liebl, Dominik 6 Nkiet, Guy Martial 6 Pan, Jiazhu 6 Paparoditis, Efstathios 6 Patilea, Valentin 6 Politis, Dimitris Nicolas 6 Qi, Peiyan 6 Sangalli, Laura Maria 6 Secchi, Piercesare 6 Sibbertsen, Philipp 6 van Delft, Anne 6 Wang, Hui 6 Wylie, Jonathan J. 6 Yao, Qiwei 6 Zhang, Jinsuo 6 Zhang, Jinting 5 Boente, Graciela 5 Cao, Jiguo 5 Cao, Ruiyuan ...and 1,775 more Authors all top 5 Cited in 175 Serials 129 Journal of Multivariate Analysis 88 Journal of Time Series Analysis 86 Journal of Econometrics 59 Journal of Statistical Planning and Inference 55 Statistics & Probability Letters 55 Electronic Journal of Statistics 54 Communications in Statistics. 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Central European Journal of Operations Research ...and 75 more Serials all top 5 Cited in 29 Fields 1,483 Statistics (62-XX) 378 Probability theory and stochastic processes (60-XX) 137 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 130 Numerical analysis (65-XX) 20 Functional analysis (46-XX) 14 Geophysics (86-XX) 13 Harmonic analysis on Euclidean spaces (42-XX) 11 Computer science (68-XX) 11 Operations research, mathematical programming (90-XX) 10 Operator theory (47-XX) 10 Biology and other natural sciences (92-XX) 8 Information and communication theory, circuits (94-XX) 7 Linear and multilinear algebra; matrix theory (15-XX) 5 Real functions (26-XX) 4 Dynamical systems and ergodic theory (37-XX) 3 General and overarching topics; collections (00-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Systems theory; control (93-XX) 2 Combinatorics (05-XX) 2 Difference and functional equations (39-XX) 2 Integral equations (45-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 History and biography (01-XX) 1 Measure and integration (28-XX) 1 Approximations and expansions (41-XX) 1 Mechanics of deformable solids (74-XX) 1 Quantum theory (81-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year