Edit Profile (opens in new tab) Kokoszka, Piotr S. Compute Distance To: Compute Author ID: kokoszka.piotr-s Published as: Kokoszka, Piotr; Kokoszka, Piotr S.; Kokoszka, P. S.; Kokoszka, P. more...less Documents Indexed: 136 Publications since 1989, including 2 Books 1 Contribution as Editor Co-Authors: 66 Co-Authors with 129 Joint Publications 1,198 Co-Co-Authors all top 5 Co-Authors 7 single-authored 43 Horváth, Lajos 11 Berkes, István 11 Leipus, Remigijus 11 Reimherr, Matthew L. 11 Taqqu, Murad S. 9 Giraitis, Liudas 7 Hörmann, Siegfried 7 Jach, Agnieszka E. 7 Steinebach, Josef G. 7 Teyssière, Gilles 6 Bhansali, Rajendra J. 5 Gabrys, Robertas 4 Aue, Alexander 4 Hušková, Marie 4 Kim, Mihyun 3 Gromenko, Oleksandr 3 Stoev, Stilian A. 3 Young, Gabriel J. 2 Constantinou, Panayiotis 2 Fremdt, Stefan 2 Holland, Mark P. 2 Jouzdani, Neda Mohammadi 2 Kidziński, Łukasz 2 Miao, Hong 2 Mikosch, Thomas 2 Rice, Gregory 2 Shao, Qi-Man 2 Sojka, Jan 2 Wang, Haonan 2 Wang, Shixuan 2 Xiong, Qian 2 Zhang, Aonan 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 Gorecki, Tomasz T. 1 Hall, Lauren M. 1 Hassler, Uwe 1 Janicki, Aleksander 1 Krzyśko, Mirosław 1 Kuenzer, Thomas 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 Shang, Han Lin 1 Singh, Deepak Kumar 1 Smaga, Łukasz 1 Wang, Jane-Ling 1 Wolf, Michael 1 Wölfing, Nikolas 1 Wu, Yichao 1 Yang, LiuQing 1 Zhong, Pingshou all top 5 Serials 11 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 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 the American Statistical Association 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 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 & 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 122 Statistics (62-XX) 37 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 113 Publications have been cited 2,196 times in 1,339 Documents Cited by ▼ Year ▼ Inference for functional data with applications. Zbl 1279.62017Horváth, Lajos; Kokoszka, Piotr 358 2012 GARCH processes: structure and estimation. Zbl 1064.62094Berkes, István; Horváth, Lajos; Kokoszka, Piotr 158 2003 Weakly dependent functional data. Zbl 1189.62141Hörmann, Siegfried; Kokoszka, Piotr 93 2010 Stationary ARCH models: Dependence structure and central limit theorem. Zbl 0986.60030Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus 83 2000 Monitoring changes in linear models. Zbl 1075.62054Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr; Steinebach, Josef 76 2004 Rescaled variance and related tests for long memory in volatility and levels. Zbl 1027.62064Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 70 2003 Fractional ARIMA with stable innovations. Zbl 0846.62066Kokoszka, Piotr S.; Taqqu, Murad S. 64 1995 Introduction to functional data analysis. Zbl 1411.62004Kokoszka, Piotr; Reimherr, Matthew 59 2017 Change-point estimation in ARCH models. Zbl 0997.62068Kokoszka, Piotr; Leipus, Remigijus 52 2000 Parameter estimation for infinite variance fractional ARIMA. Zbl 0896.62092Kokoszka, Piotr S.; Taqqu, Murad S. 48 1996 On discriminating between long-range dependence and changes in mean. Zbl 1112.62085Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 45 2006 Change-point monitoring in linear models. Zbl 1106.62067Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 41 2006 Testing stationarity of functional time series. Zbl 1293.62186Horváth, Lajos; Kokoszka, Piotr; Rice, Gregory 40 2014 The effect of long-range dependence on change-point estimators. Zbl 0946.62078Horváth, Lajos; Kokoszka, Piotr 39 1997 Testing for changes in multivariate dependent observations with an application to temperature changes. Zbl 0962.62042Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 37 1999 Sequential change-point detection in \(\text{GARCH}(p,q)\) models. Zbl 1069.62058Berkes, István; Gombay, Edit; Horváth, Lajos; Kokoszka, Piotr 36 2004 Testing the equality of covariance operators in functional samples. Zbl 1259.62031Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr 35 2013 Change-point in the mean of dependent observations. Zbl 0935.62097Kokoszka, Piotr; Leipus, Remigijus 33 1998 Empirical process of the squared residuals of an ARCH sequence. Zbl 1012.62053Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles 31 2001 Portmanteau test of independence for functional observations. Zbl 1332.62322Gabrys, Robertas; Kokoszka, Piotr 27 2007 Testing the stability of the functional autoregressive process. Zbl 1178.62099Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 26 2010 Tests for error correlation in the functional linear model. Zbl 1390.62118Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 25 2010 Estimation of a change-point in the mean function of functional data. Zbl 1176.62025Aue, Alexander; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 25 2009 Infinite variance stable ARMA processes. Zbl 0804.62082Kokoszka, Piotr S.; Taqqu, Murad S. 24 1994 Testing for parameter constancy in GARCH\((p,q)\) models. Zbl 1058.62070Berkes, Istvan; Horváth, Lajos; Kokoszka, Piotr 23 2005 Approximations and limit theory for quadratic forms of linear processes. Zbl 1107.62038Bhansali, R. J.; Giraitis, L.; Kokoszka, P. S. 22 2007 Determining the order of the functional autoregressive model. Zbl 1274.62600Kokoszka, Piotr; Reimherr, Matthew 22 2013 A bootstrap approximation to a unit root test statistic for heavy-tailed observations. Zbl 1116.62393Horváth, Lajos; Kokoszka, Piotr 20 2003 Functional data analysis with increasing number of projections. Zbl 1359.62197Fremdt, Stefan; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef G. 20 2014 Testing for long memory in the presence of a general trend. Zbl 1140.62341Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus 19 2001 Detecting changes in the mean of functional observations. Zbl 1411.62153Berkes, István; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 19 2009 Testing for parameter changes in ARCH models. Zbl 0972.62012Kokoszka, P.; Leipus, R. 18 1999 Two sample inference in functional linear models. Zbl 1191.62088Horváth, Lajos; Kokoszka, Piotr; Reimherr, Matthew 18 2009 Convergence of quadratic forms with nonvanishing diagonal. Zbl 1283.62027Bhansali, R. J.; Giraitis, L.; Kokoszka, P. S. 18 2007 Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals. Zbl 1060.62097Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles 16 2004 Approximations for weighted bootstrap processes with an application. Zbl 0982.60019Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 16 2000 The integrated periodogram for long-memory processes with finite or infinite variance. Zbl 0885.62108Kokoszka, P.; Mikosch, T. 16 1997 Change-point detection with nonparametric regression. Zbl 1010.62036Horváth, Lajos; Kokoszka, Piotr 16 2002 Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends. Zbl 1243.62122Gromenko, Oleksandr; Kokoszka, Piotr; Zhu, Lie; Sojka, Jan 16 2012 Testing for lack of dependence in the functional linear model. Zbl 1144.62316Kokoszka, Piotr; Maslova, Inga; Sojka, Jan; Zhu, Lie 16 2008 Testing for changes in polynomial regression. Zbl 1155.62027Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 16 2008 Monitoring constancy of variance in conditionally heteroskedastic time series. Zbl 1125.62102Horváth, Lajos; Kokoszka, Piotr; Zhang, Aonan 15 2006 Asymptotic normality of the principal components of functional time series. Zbl 1275.62066Kokoszka, Piotr; Reimherr, Matthew 15 2013 On sequential detection of parameter changes in linear regression. Zbl 1117.62079Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 15 2007 Almost sure convergence of the Bartlett estimator. Zbl 1092.62030Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 13 2005 Prediction of infinite variance fractional ARIMA. Zbl 0857.60032Kokoszka, Piotr S. 13 1996 Sample autocovariances of long-memory time series. Zbl 1155.62323Horváth, Lajos; Kokoszka, Piotr 12 2008 Subsampling the mean of heavy-tailed dependent observations. Zbl 1051.62078Kokoszka, Piotr; Wolf, Michael 11 2004 Empirical properties of forecasts with the functional autoregressive model. Zbl 1304.65026Didericksen, Devin; Kokoszka, Piotr; Zhang, Xi 11 2012 Monitoring shifts in mean: asymptotic normality of stopping times. Zbl 1367.62242Aue, Alexander; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 10 2008 Testing for stochastic dominance using the weighted McFadden-type statistic. Zbl 1345.62076Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas 10 2006 Consistency of the mean and the principal components of spatially distributed functional data. Zbl 1457.62193Hörmann, Siegfried; Kokoszka, Piotr 9 2013 Detection and estimation of changes in regime. Zbl 1031.62075Kokoszka, Piotr; Leipus, Remigijus 9 2003 Estimation of the memory parameter by fitting fractionally differenced autoregressive models. Zbl 1101.62073Bhansali, R. J.; Giraitis, L.; Kokoszka, P. S. 8 2006 Approximation for bootstrapped empirical processes. Zbl 0959.62043Csörgő, Miklós; Horváth, Lajos; Kokoszka, Piotr 8 2000 Infinite variance stable moving averages with long memory. Zbl 0857.62087Kokoszka, Piotr S.; Taqqu, Murad S. 8 1996 Testing for periodicity in functional time series. Zbl 1416.62496Hörmann, Siegfried; Kokoszka, Piotr; Nisol, Gilles 8 2018 Inference for the autocovariance of a functional time series under conditional heteroscedasticity. Zbl 1378.62073Kokoszka, Piotr; Rice, Gregory; Shang, Han Lin 8 2017 Subsampling unit root tests for heavy-tailed observations. Zbl 1045.62086Jach, Agnieszka; Kokoszka, Piotr 8 2004 Large sample distribution of weighted sums of ARCH(\(p\)) squared residual correlations. Zbl 0973.62074Horváth, Lajos; Kokoszka, Piotr 8 2001 Near-integrated GARCH sequences. Zbl 1059.62092Berkes, István; Horváth, Lajos; Kokoszka, Piotr 7 2005 Asymptotics for GARCH squared residual correlations. Zbl 1441.62608Berkes, István; Horváth, Lajos; Kokoszka, Piotr 6 2003 New classes of self-similar symmetric stable random fields. Zbl 0806.60026Kokoszka, Piotr S.; Taqqu, Murad S. 6 1994 Testing separability of space-time functional processes. Zbl 07072216Constantinou, P.; Kokoszka, Piotr; Reimherr, M. 6 2017 Testing normality of functional time series. Zbl 1416.62489Górecki, Tomasz; Hörmann, Siegfried; Horváth, Lajos; Kokoszka, Piotr 6 2018 On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives. Zbl 1029.62075Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 6 2003 Dependent functional data. Zbl 06169714Kokoszka, Piotr 6 2012 Computer investigation of the rate of convergence of LePage type series to \(\alpha\)-stable random variables. Zbl 0813.60014Janicki, Aleksander; Kokoszka, Piotr 5 1992 The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables. Zbl 0889.60017Kokoszka, P. S.; Taqqu, M. S. 5 1997 Wavelet-domain test for long-range dependence in the presence of a trend. Zbl 1148.62072Jach, Agnieszka; Kokoszka, Piotr 5 2008 Monitoring the intraday volatility pattern. Zbl 1462.62719Gabrys, Robertas; Hörmann, Siegfried; Kokoszka, Piotr 5 2013 Estimation of the maximal moment exponent of a GARCH(1,1) sequence. Zbl 1441.62609Berkes, István; Horváth, Lajos; Kokoszka, Piotr 4 2003 A weighted goodness-of-fit test for GARCH(1,1) specification. Zbl 1047.62015Berkes, I.; Horváth, L.; Kokoszka, P. 4 2004 Discrete time parametric models with long memory and infinite variance. Zbl 0990.62080Kokoszka, P. S.; Taqqu, M. S. 4 1999 Estimation in functional lagged regression. Zbl 1325.62168Hörmann, Siegfried; Kidziński, Łukasz; Kokoszka, Piotr 4 2015 Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Zbl 1054.62104Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 4 2000 The periodogram at the Fourier frequencies. Zbl 1025.62030Kokoszka, P.; Mikosch, T. 4 2000 Impulse responses of fractionally integrated processes with long memory. Zbl 1230.62118Hassler, Uwe; Kokoszka, Piotr 4 2010 Can one use the Durbin-Levinson algorithm to generate infinite variance fractional ARIMA time series? Zbl 0978.62082Kokoszka, Piotr S.; Taqqu, Murad S. 4 2001 Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination. Zbl 1400.62064Gromenko, Oleksandr; Kokoszka, Piotr 3 2013 Probabilistic and statistical properties of GARCH processes. Zbl 1060.62094Berkes, István; Horváth, Lajos; Kokoszka, Piotr 3 2004 Editorial for the special issue on high-dimensional and functional data analysis. Zbl 1471.00015 3 2019 Asymptotic dependence of stable self-similar processes of Chentsov type. Zbl 0787.60047Kokoszka, Piotr S.; Taqqu, Murad S. 3 1992 KPSS test for functional time series. Zbl 1440.62333Kokoszka, Piotr; Young, Gabriel 3 2016 Asymptotic dependence of moving average type self-similar stable random fields. Zbl 0771.60026Kokoszka, Piotr S.; Taqqu, Murad S. 3 1993 Nonlinearity of ARCH and stochastic volatility models and Bartlett’s formula. Zbl 1260.62068Kokoszka, Piotr S.; Politis, Dimitris N. 3 2011 Prediction of long-memory time series. Zbl 1039.62088Bhansali, R. J.; Kokoszka, P. S. 3 2003 Detection of change in the spatiotemporal mean function. Zbl 1414.62400Gromenko, Oleksandr; Kokoszka, Piotr; Reimherr, Matthew 3 2017 Bootstrap unit root tests for heavy-tailed time series. Zbl 1126.91406Kokoszka, Piotr; Parfionovas, Andrejus 2 2004 Multivariate analysis of variance and change points estimation for high-dimensional longitudinal data. Zbl 1469.62431Zhong, Ping-Shou; Li, Jun; Kokoszka, Piotr 2 2021 Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data. Zbl 1471.62065French, Joshua; Kokoszka, Piotr; Stoev, Stilian; Hall, Lauren 2 2019 Ergodicity and weak mixing of semistable processes. Zbl 0781.60029Kokoszka, Piotr; Podgórski, Krzysztof 2 1992 A characterization of mixing processes of type G. Zbl 0853.60034Kokoszka, Piotr S.; Taqqu, Murad S. 2 1996 Wasserstein autoregressive models for density time series. Zbl 1493.62182Zhang, Chao; Kokoszka, Piotr; Petersen, Alexander 2 2022 Principal components analysis of regularly varying functions. Zbl 1428.62258Kokoszka, Piotr; Stoev, Stilian; Xiong, Qian 2 2019 Principal components analysis of periodically correlated functional time series. Zbl 1416.62503Kidziński, Łukasz; Kokoszka, Piotr; Jouzdani, Neda Mohammadi 2 2018 Prediction of long-memory time series: An overview. Zbl 1034.62091Bhansali, R. J.; Kokoszka, P. S. 2 2001 Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models. Zbl 1224.62058Jach, Agnieszka; Kokoszka, Piotr 2 2010 Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study. Zbl 1182.62177Jach, Agnieszka; Kokoszka, Piotr 2 2010 Testing separability of functional time series. Zbl 1401.62147Constantinou, Panayiotis; Kokoszka, Piotr; Reimherr, Matthew 2 2018 Wasserstein autoregressive models for density time series. Zbl 1493.62182Zhang, Chao; Kokoszka, Piotr; Petersen, Alexander 2 2022 Multivariate analysis of variance and change points estimation for high-dimensional longitudinal data. Zbl 1469.62431Zhong, Ping-Shou; Li, Jun; Kokoszka, Piotr 2 2021 Statistical and probabilistic analysis of interarrival and waiting times of Internet2 anomalies. Zbl 1458.62305Kokoszka, Piotr; Nguyen, Hieu; Wang, Haonan; Yang, Liuqing 1 2020 Frequency domain theory for functional time series: variance decomposition and an invariance principle. Zbl 1441.62931Kokoszka, Piotr; Jouzdani, Neda Mohammadi 1 2020 Consistency of the Hill estimator for time series observed with measurement errors. Zbl 1452.62651Kim, Mihyun; Kokoszka, Piotr 1 2020 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 1471.62065French, Joshua; Kokoszka, Piotr; Stoev, Stilian; Hall, Lauren 2 2019 Principal components analysis of regularly varying functions. Zbl 1428.62258Kokoszka, Piotr; Stoev, Stilian; Xiong, Qian 2 2019 Some recent developments in inference for geostatistical functional data. Zbl 1435.62413Kokoszka, Piotr; Reimherr, Matthew 2 2019 Hill estimator of projections of functional data on principal components. Zbl 1418.62218Kim, Mihyun; Kokoszka, Piotr 1 2019 Testing for periodicity in functional time series. Zbl 1416.62496Hörmann, Siegfried; Kokoszka, Piotr; Nisol, Gilles 8 2018 Testing normality of functional time series. Zbl 1416.62489Górecki, Tomasz; Hörmann, Siegfried; Horváth, Lajos; Kokoszka, Piotr 6 2018 Principal components analysis of periodically correlated functional time series. Zbl 1416.62503Kidziński, Łukasz; Kokoszka, Piotr; Jouzdani, Neda Mohammadi 2 2018 Testing separability of functional time series. Zbl 1401.62147Constantinou, Panayiotis; Kokoszka, Piotr; Reimherr, Matthew 2 2018 Introduction to functional data analysis. Zbl 1411.62004Kokoszka, Piotr; Reimherr, Matthew 59 2017 Inference for the autocovariance of a functional time series under conditional heteroscedasticity. Zbl 1378.62073Kokoszka, Piotr; Rice, Gregory; Shang, Han Lin 8 2017 Testing separability of space-time functional processes. Zbl 07072216Constantinou, P.; Kokoszka, Piotr; Reimherr, M. 6 2017 Detection of change in the spatiotemporal mean function. Zbl 1414.62400Gromenko, Oleksandr; Kokoszka, Piotr; Reimherr, Matthew 3 2017 Wavelet semi-parametric inference for long memory in volatility in the presence of a trend. Zbl 07192014Jach, Agnieszka; Kokoszka, Piotr 1 2017 Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price. Zbl 1362.62185Kokoszka, Piotr; Miao, Hong; Zheng, Ben 1 2017 KPSS test for functional time series. Zbl 1440.62333Kokoszka, Piotr; Young, Gabriel 3 2016 Estimation in functional lagged regression. Zbl 1325.62168Hörmann, Siegfried; Kidziński, Łukasz; Kokoszka, Piotr 4 2015 Testing stationarity of functional time series. Zbl 1293.62186Horváth, Lajos; Kokoszka, Piotr; Rice, Gregory 40 2014 Functional data analysis with increasing number of projections. Zbl 1359.62197Fremdt, Stefan; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef G. 20 2014 Testing the equality of covariance operators in functional samples. Zbl 1259.62031Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr 35 2013 Determining the order of the functional autoregressive model. Zbl 1274.62600Kokoszka, Piotr; Reimherr, Matthew 22 2013 Asymptotic normality of the principal components of functional time series. Zbl 1275.62066Kokoszka, Piotr; Reimherr, Matthew 15 2013 Consistency of the mean and the principal components of spatially distributed functional data. Zbl 1457.62193Hörmann, Siegfried; Kokoszka, Piotr 9 2013 Monitoring the intraday volatility pattern. Zbl 1462.62719Gabrys, Robertas; Hörmann, Siegfried; Kokoszka, Piotr 5 2013 Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination. Zbl 1400.62064Gromenko, Oleksandr; Kokoszka, Piotr 3 2013 Estimation of the mean of functional time series and a two-sample problem. Zbl 07555440Horváth, Lajos; Kokoszka, Piotr; Reeder, Ron 2 2013 Inference for functional data with applications. Zbl 1279.62017Horváth, Lajos; Kokoszka, Piotr 358 2012 Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends. Zbl 1243.62122Gromenko, Oleksandr; Kokoszka, Piotr; Zhu, Lie; Sojka, Jan 16 2012 Empirical properties of forecasts with the functional autoregressive model. Zbl 1304.65026Didericksen, Devin; Kokoszka, Piotr; Zhang, Xi 11 2012 Dependent functional data. Zbl 06169714Kokoszka, Piotr 6 2012 Functional prediction of intraday cumulative returns. Zbl 07257884Kokoszka, Piotr; Zhang, Xi 1 2012 Nonlinearity of ARCH and stochastic volatility models and Bartlett’s formula. Zbl 1260.62068Kokoszka, Piotr S.; Politis, Dimitris N. 3 2011 Weakly dependent functional data. Zbl 1189.62141Hörmann, Siegfried; Kokoszka, Piotr 93 2010 Testing the stability of the functional autoregressive process. Zbl 1178.62099Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 26 2010 Tests for error correlation in the functional linear model. Zbl 1390.62118Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 25 2010 Impulse responses of fractionally integrated processes with long memory. Zbl 1230.62118Hassler, Uwe; Kokoszka, Piotr 4 2010 Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models. Zbl 1224.62058Jach, Agnieszka; Kokoszka, Piotr 2 2010 Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study. Zbl 1182.62177Jach, Agnieszka; Kokoszka, Piotr 2 2010 Estimation of a change-point in the mean function of functional data. Zbl 1176.62025Aue, Alexander; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 25 2009 Detecting changes in the mean of functional observations. Zbl 1411.62153Berkes, István; Gabrys, Robertas; Horváth, Lajos; Kokoszka, Piotr 19 2009 Two sample inference in functional linear models. Zbl 1191.62088Horváth, Lajos; Kokoszka, Piotr; Reimherr, Matthew 18 2009 Testing for lack of dependence in the functional linear model. Zbl 1144.62316Kokoszka, Piotr; Maslova, Inga; Sojka, Jan; Zhu, Lie 16 2008 Testing for changes in polynomial regression. Zbl 1155.62027Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 16 2008 Sample autocovariances of long-memory time series. Zbl 1155.62323Horváth, Lajos; Kokoszka, Piotr 12 2008 Monitoring shifts in mean: asymptotic normality of stopping times. Zbl 1367.62242Aue, Alexander; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 10 2008 Wavelet-domain test for long-range dependence in the presence of a trend. Zbl 1148.62072Jach, Agnieszka; Kokoszka, Piotr 5 2008 Distributional analysis of empirical volatility in GARCH processes. Zbl 1158.62055Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas 1 2008 Portmanteau test of independence for functional observations. Zbl 1332.62322Gabrys, Robertas; Kokoszka, Piotr 27 2007 Approximations and limit theory for quadratic forms of linear processes. Zbl 1107.62038Bhansali, R. J.; Giraitis, L.; Kokoszka, P. S. 22 2007 Convergence of quadratic forms with nonvanishing diagonal. Zbl 1283.62027Bhansali, R. J.; Giraitis, L.; Kokoszka, P. S. 18 2007 On sequential detection of parameter changes in linear regression. Zbl 1117.62079Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 15 2007 Intermittency, long-memory and financial returns. Zbl 1181.91340Bhansali, Raj; Holland, Mark P.; Kokoszka, Piotr S. 1 2007 On discriminating between long-range dependence and changes in mean. Zbl 1112.62085Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 45 2006 Change-point monitoring in linear models. Zbl 1106.62067Aue, Alexander; Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr 41 2006 Monitoring constancy of variance in conditionally heteroskedastic time series. Zbl 1125.62102Horváth, Lajos; Kokoszka, Piotr; Zhang, Aonan 15 2006 Testing for stochastic dominance using the weighted McFadden-type statistic. Zbl 1345.62076Horváth, Lajos; Kokoszka, Piotr; Zitikis, Ričardas 10 2006 Estimation of the memory parameter by fitting fractionally differenced autoregressive models. Zbl 1101.62073Bhansali, R. J.; Giraitis, L.; Kokoszka, P. S. 8 2006 Testing for parameter constancy in GARCH\((p,q)\) models. Zbl 1058.62070Berkes, Istvan; Horváth, Lajos; Kokoszka, Piotr 23 2005 Almost sure convergence of the Bartlett estimator. Zbl 1092.62030Berkes, István; Horváth, Lajos; Kokoszka, Piotr; Shao, Qi-Man 13 2005 Near-integrated GARCH sequences. Zbl 1059.62092Berkes, István; Horváth, Lajos; Kokoszka, Piotr 7 2005 Corrigendum to: “Rescaled variance and related tests for long memory in volatility and levels”. Zbl 1335.62133Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 1 2005 Monitoring changes in linear models. Zbl 1075.62054Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr; Steinebach, Josef 76 2004 Sequential change-point detection in \(\text{GARCH}(p,q)\) models. Zbl 1069.62058Berkes, István; Gombay, Edit; Horváth, Lajos; Kokoszka, Piotr 36 2004 Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals. Zbl 1060.62097Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles 16 2004 Subsampling the mean of heavy-tailed dependent observations. Zbl 1051.62078Kokoszka, Piotr; Wolf, Michael 11 2004 Subsampling unit root tests for heavy-tailed observations. Zbl 1045.62086Jach, Agnieszka; Kokoszka, Piotr 8 2004 A weighted goodness-of-fit test for GARCH(1,1) specification. Zbl 1047.62015Berkes, I.; Horváth, L.; Kokoszka, P. 4 2004 Probabilistic and statistical properties of GARCH processes. Zbl 1060.62094Berkes, István; Horváth, Lajos; Kokoszka, Piotr 3 2004 Bootstrap unit root tests for heavy-tailed time series. Zbl 1126.91406Kokoszka, Piotr; Parfionovas, Andrejus 2 2004 Chaotic maps with slowly decaying correlations and intermittency. Zbl 1067.62092Bhansali, R. J.; Holland, M. P.; Kokoszka, P. S. 1 2004 GARCH processes: structure and estimation. Zbl 1064.62094Berkes, István; Horváth, Lajos; Kokoszka, Piotr 158 2003 Rescaled variance and related tests for long memory in volatility and levels. Zbl 1027.62064Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 70 2003 A bootstrap approximation to a unit root test statistic for heavy-tailed observations. Zbl 1116.62393Horváth, Lajos; Kokoszka, Piotr 20 2003 Detection and estimation of changes in regime. Zbl 1031.62075Kokoszka, Piotr; Leipus, Remigijus 9 2003 Asymptotics for GARCH squared residual correlations. Zbl 1441.62608Berkes, István; Horváth, Lajos; Kokoszka, Piotr 6 2003 On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives. Zbl 1029.62075Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 6 2003 Estimation of the maximal moment exponent of a GARCH(1,1) sequence. Zbl 1441.62609Berkes, István; Horváth, Lajos; Kokoszka, Piotr 4 2003 Prediction of long-memory time series. Zbl 1039.62088Bhansali, R. J.; Kokoszka, P. S. 3 2003 Change-point detection with nonparametric regression. Zbl 1010.62036Horváth, Lajos; Kokoszka, Piotr 16 2002 Empirical process of the squared residuals of an ARCH sequence. Zbl 1012.62053Horváth, Lajos; Kokoszka, Piotr; Teyssière, Gilles 31 2001 Testing for long memory in the presence of a general trend. Zbl 1140.62341Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus 19 2001 Large sample distribution of weighted sums of ARCH(\(p\)) squared residual correlations. Zbl 0973.62074Horváth, Lajos; Kokoszka, Piotr 8 2001 Can one use the Durbin-Levinson algorithm to generate infinite variance fractional ARIMA time series? Zbl 0978.62082Kokoszka, Piotr S.; Taqqu, Murad S. 4 2001 Prediction of long-memory time series: An overview. Zbl 1034.62091Bhansali, R. J.; Kokoszka, P. S. 2 2001 Stationary ARCH models: Dependence structure and central limit theorem. Zbl 0986.60030Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus 83 2000 Change-point estimation in ARCH models. Zbl 0997.62068Kokoszka, Piotr; Leipus, Remigijus 52 2000 Approximations for weighted bootstrap processes with an application. Zbl 0982.60019Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 16 2000 Approximation for bootstrapped empirical processes. Zbl 0959.62043Csörgő, Miklós; Horváth, Lajos; Kokoszka, Piotr 8 2000 Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Zbl 1054.62104Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 4 2000 The periodogram at the Fourier frequencies. Zbl 1025.62030Kokoszka, P.; Mikosch, T. 4 2000 Testing for changes in multivariate dependent observations with an application to temperature changes. Zbl 0962.62042Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 37 1999 Testing for parameter changes in ARCH models. Zbl 0972.62012Kokoszka, P.; Leipus, R. 18 1999 Discrete time parametric models with long memory and infinite variance. Zbl 0990.62080Kokoszka, P. S.; Taqqu, M. S. 4 1999 Change-point in the mean of dependent observations. Zbl 0935.62097Kokoszka, Piotr; Leipus, Remigijus 33 1998 The effect of long-range dependence on change-point estimators. Zbl 0946.62078Horváth, Lajos; Kokoszka, Piotr 39 1997 ...and 13 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,616 Authors 66 Kokoszka, Piotr S. 62 Horváth, Lajos 29 Hušková, Marie 26 Vieu, Philippe 24 Lee, Sangyeol 21 Aue, Alexander 21 Shang, Han Lin 19 Surgailis, Donatas 18 Steinebach, Josef G. 18 Tian, Zheng 18 Zakoïan, Jean-Michel 17 Dette, Holger 17 Francq, Christian 17 Rice, Gregory 16 Kirch, Claudia 16 Taqqu, Murad S. 15 Giraitis, Liudas 15 Hörmann, Siegfried 15 Reimherr, Matthew L. 14 Berkes, István 14 Bouzebda, Salim 13 Chen, Zhanshou 12 Ling, Shiqing 11 Aneiros-Pérez, Germán 11 Bardet, Jean-Marc 11 Jin, Hao 11 Meintanis, Simos G. 10 Beran, Jan 10 Leipus, Remigijus 10 Mikosch, Thomas 10 Qin, Ruibing 10 Steland, Ansgar 9 Alvarez-Andrade, Sergio 9 Wang, Guochang 9 Zhang, Zhongzhan 8 Baek, Changryong 8 Goia, Aldo 8 Jirak, Moritz 8 Laksaci, Ali 8 Lee, Taewook 8 Ling, Nengxiang 8 Mojirsheibani, Majid 8 Ruiz-Medina, María Dolores 8 Sabzikar, Farzad 8 Shao, Xiaofeng 8 Smaga, Łukasz 8 Vantini, Simone 8 Wang, Lihong 7 Ciuperca, Gabriela 7 Doukhan, Paul 7 Härdle, Wolfgang Karl 7 Hlávka, Zdeněk 7 Kengne, William Charky 7 Menafoglio, Alessandra 7 Pini, Alessia 7 Song, Junmo 7 Stoev, Stilian A. 7 Taniguchi, Masanobu 7 Wintenberger, Olivier 7 Yu, Ping 7 Zhang, Rongmao 6 Arvanitis, Stelios 6 Aston, John A. D. 6 Ben Hariz, Samir 6 Beyaztas, Ufuk 6 Davis, Richard A. 6 Du, Jiang 6 Jach, Agnieszka E. 6 Pan, Jiazhu 6 Peng, Liang 6 Philippe, Anne 6 Prášková, Zuzana 6 Qi, Peiyan 6 Robinson, Peter Michael 6 Secchi, Piercesare 6 Sibbertsen, Philipp 6 van Delft, Anne 6 Wang, Hui 6 Wylie, Jonathan J. 6 Zhang, Baoxue 6 Zhang, Jinsuo 5 Aknouche, Abdelhakim 5 Boente, Graciela 5 Bongiorno, Enea G. 5 Cao, Ruiyuan 5 Chan, Ngai Hang 5 Chen, Min 5 Fokianos, Konstantinos 5 Fremdt, Stefan 5 Genton, Marc G. 5 Gombay, Edit 5 Hidalgo, Javier 5 Hill, Jonathan B. 5 Koul, Hira Lal 5 Kreiß, Jens-Peter 5 Li, Fuxiao 5 Lopes, Sílvia R. C. 5 Lund, Robert B. 5 Na, Okyoung 5 Nkiet, Guy Martial ...and 1,516 more Authors all top 5 Cited in 156 Serials 124 Journal of Multivariate Analysis 79 Journal of Econometrics 56 Journal of Statistical Planning and Inference 55 Statistics & Probability Letters 51 Journal of Time Series Analysis 51 Computational Statistics and Data Analysis 47 Communications in Statistics. 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Series A 2 SIAM/ASA Journal on Uncertainty Quantification 1 Computers & Mathematics with Applications 1 Journal of the Franklin Institute 1 Journal of Statistical Physics 1 Periodica Mathematica Hungarica 1 Advances in Mathematics 1 Applied Mathematics and Computation 1 Automatica ...and 56 more Serials all top 5 Cited in 28 Fields 1,259 Statistics (62-XX) 343 Probability theory and stochastic processes (60-XX) 123 Numerical analysis (65-XX) 120 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Functional analysis (46-XX) 12 Harmonic analysis on Euclidean spaces (42-XX) 10 Geophysics (86-XX) 9 Operations research, mathematical programming (90-XX) 9 Biology and other natural sciences (92-XX) 8 Operator theory (47-XX) 7 Information and communication theory, circuits (94-XX) 6 Statistical mechanics, structure of matter (82-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 5 Computer science (68-XX) 3 General and overarching topics; collections (00-XX) 3 Real functions (26-XX) 3 Dynamical systems and ergodic theory (37-XX) 2 Combinatorics (05-XX) 2 Difference and functional equations (39-XX) 2 Integral equations (45-XX) 2 Systems theory; control (93-XX) 1 History and biography (01-XX) 1 Approximations and expansions (41-XX) 1 Calculus of variations and optimal control; optimization (49-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