Piotr Kokoszka

According to our database, Piotr Kokoszka authored at least 18 papers between 2004 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

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

2023

Principal component analysis of infinite variance functional data.

Piotr Kokoszka, Rafal Kulik

J. Multivar. Anal., 2023

2022

Extremal dependence measure for functional data.

Mihyun Kim, Piotr Kokoszka

J. Multivar. Anal., 2022

Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data.

Miroslaw Krzysko, Lukasz Smaga, Piotr Kokoszka

J. Artif. Intell. Res., 2022

2020

Testing normality of data on a multivariate grid.

Lajos Horváth, Piotr Kokoszka, Shixuan Wang

J. Multivar. Anal., 2020

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

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

2017

Inference for the autocovariance of a functional time series under conditional heteroscedasticity.

Piotr Kokoszka, Gregory Rice, Han Lin Shang

J. Multivar. Anal., 2017

2016

A randomness test for functional panels.

Piotr Kokoszka, Matthew Reimherr, Nikolas Wölfing

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.

Piotr Kokoszka

Stat. Methods Appl., 2015

2014

Functional data analysis with increasing number of projections.

Stefan Fremdt, Lajos Horváth, Piotr Kokoszka, Josef G. Steinebach

J. Multivar. Anal., 2014

2013

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

2012

Empirical properties of forecasts with the functional autoregressive model.

Devin Didericksen, Piotr Kokoszka, Xi Zhang

Comput. Stat., 2012

2010

Testing the stability of the functional autoregressive process.

Lajos Horváth, Marie Husková, Piotr Kokoszka

J. Multivar. Anal., 2010

Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models.

Agnieszka Jach, Piotr Kokoszka

Comput. Stat., 2010

2009

Estimation of a change-point in the mean function of functional data.

Alexander Aue, Robertas Gabrys, Lajos Horváth, Piotr Kokoszka

J. Multivar. Anal., 2009

2005

Almost sure convergence of the Bartlett estimator.

István Berkes, Lajos Horváth, Piotr Kokoszka, Qi-Man Shao

Period. Math. Hung., 2005

2004

Confidence Intervals for the Autocorrelations of the Squares of GARCH Sequences.

Piotr Kokoszka, Gilles Teyssière, Aonan Zhang

Proceedings of the Computational Science, 2004