Confidence Intervals for the Autocorrelations of the Squares of GARCH Sequences. - Piotr Kokoszka; Gilles Teyssière; Aonan Zhang (International Conference on Computational Science, 2004)

Almost sure convergence of the Bartlett estimator. - István Berkes; Lajos Horváth; Piotr Kokoszka; Qi-Man Shao (Period. Math. Hung., 2005)

Estimation of a change-point in the mean function of functional data. - Alexander Aue; Robertas Gabrys; Lajos Horváth; Piotr Kokoszka (J. Multivar. Anal., 2009)

Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models. - Agnieszka Jach; Piotr Kokoszka (Comput. Stat., 2010)

Testing the stability of the functional autoregressive process. - Lajos Horváth; Marie Husková; Piotr Kokoszka (J. Multivar. Anal., 2010)

Empirical properties of forecasts with the functional autoregressive model. - Devin Didericksen; Piotr Kokoszka; Xi Zhang (Comput. Stat., 2012)

Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination. - Oleksandr Gromenko; Piotr Kokoszka (Comput. Stat. Data Anal., 2013)

Functional data analysis with increasing number of projections. - Stefan Fremdt; Lajos Horváth; Piotr Kokoszka; Josef G. Steinebach (J. Multivar. Anal., 2014)

P. Secchi, S. Vantini and V. Vitelli: Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan. - Piotr Kokoszka (Stat. Methods Appl., 2015)

A randomness test for functional panels. - Piotr Kokoszka; Matthew Reimherr; Nikolas Wölfing (J. Multivar. Anal., 2016)

Inference for the autocovariance of a functional time series under conditional heteroscedasticity. - Piotr Kokoszka; Gregory Rice; Han Lin Shang (J. Multivar. Anal., 2017)

Editorial for the special issue on High-dimensional and functional data analysis. - Frédéric Ferraty; Piotr Kokoszka; Jane-Ling Wang; Yichao Wu (Comput. Stat. Data Anal., 2019)

Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data. - Joshua French; Piotr Kokoszka; Stilian Stoev; Lauren Hall (Comput. Stat. Data Anal., 2019)

Testing normality of data on a multivariate grid. - Lajos Horváth; Piotr Kokoszka; Shixuan Wang (J. Multivar. Anal., 2020)

Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data. - Miroslaw Krzysko; Lukasz Smaga; Piotr Kokoszka (J. Artif. Intell. Res., 2022)

Extremal dependence measure for functional data. - Mihyun Kim; Piotr Kokoszka (J. Multivar. Anal., 2022)

Principal component analysis of infinite variance functional data. - Piotr Kokoszka; Rafal Kulik (J. Multivar. Anal., 2023)

Detection and localization of changes in a panel of densities. - Tim Kutta; Agnieszka Jach; Michel Ferreira Cardia Haddad; Piotr Kokoszka; Haonan Wang (J. Multivar. Anal., 2025)