Piotr Kokoszka

Orcid: 0000-0001-9979-6536

According to our database1, Piotr Kokoszka authored at least 17 papers between 2004 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2023
Principal component analysis of infinite variance functional data.
J. Multivar. Anal., 2023

2022
Extremal dependence measure for functional data.
J. Multivar. Anal., 2022

Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data.
J. Artif. Intell. Res., 2022

2020
Testing normality of data on a multivariate grid.
J. Multivar. Anal., 2020

2019
Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data.
Comput. Stat. Data Anal., 2019

Editorial for the special issue on High-dimensional and functional data analysis.
Comput. Stat. Data Anal., 2019

2017
Inference for the autocovariance of a functional time series under conditional heteroscedasticity.
J. Multivar. Anal., 2017

2016
A randomness test for functional panels.
J. Multivar. Anal., 2016

2015
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., 2015

2014
Functional data analysis with increasing number of projections.
J. Multivar. Anal., 2014

2013
Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination.
Comput. Stat. Data Anal., 2013

2012
Empirical properties of forecasts with the functional autoregressive model.
Comput. Stat., 2012

2010
Testing the stability of the functional autoregressive process.
J. Multivar. Anal., 2010

Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models.
Comput. Stat., 2010

2009
Estimation of a change-point in the mean function of functional data.
J. Multivar. Anal., 2009

2005
Almost sure convergence of the Bartlett estimator.
Period. Math. Hung., 2005

2004
Confidence Intervals for the Autocorrelations of the Squares of GARCH Sequences.
Proceedings of the Computational Science, 2004


  Loading...