E-LIB Suche - Ergebnisse für: Kokoszka, Piotr

1

Projection-based white noise and goodness-of-fit tests for ..:

Kim, Mihyun ; Kokoszka, Piotr ; Rice, Gregory
Statistical Inference for Stochastic Processes. , 2024

Link: https://doi.org/10.1007/..

2

Variable Selection Based Testing for Parameter Changes in R..:

Horváth, Lajos ; Kokoszka, Piotr ; Lu, Shanglin
Journal of Business & Economic Statistics. , 2024

Link: https://doi.org/10.1080/..

3

Detection of a structural break in intraday volatility patt..:

Kokoszka, Piotr ; Kutta, Tim ; Mohammadi, Neda..
Stochastic Processes and their Applications. 176 (2024) - p. 104426 , 2024

Link: https://doi.org/10.1016/..

4

Principal component analysis of infinite variance functiona..:

Kokoszka, Piotr ; Kulik, Rafał
Journal of Multivariate Analysis. 193 (2023) - p. 105123 , 2023

Link: https://doi.org/10.1016/..

5

Detection and Localization of Faults in a Regional Power Gr..:

Kokoszka, Piotr ; Rimkus, Mantautas ; Hosur, Sanjay Sheshagiri..
Austrian Journal of Statistics. 52 (2023) 4 - p. 143-162 , 2023

Link: https://doi.org/10.17713..

6

Test of change point versus long‐range dependence in functi..:

Baek, Changryong ; Kokoszka, Piotr ; Meng, Xiangdong
Journal of Time Series Analysis. 45 (2023) 4 - p. 497-512 , 2023

Link: https://doi.org/10.1111/..

7

Tempered functional time series:

Sabzikar, Farzad ; Kokoszka, Piotr
Journal of Time Series Analysis. 44 (2022) 3 - p. 280-293 , 2022

Link: https://doi.org/10.1111/..

8

Modeling Probability Density Functions as Data Objects:

Petersen, Alexander ; Zhang, Chao ; Kokoszka, Piotr
Econometrics and Statistics. 21 (2022) - p. 159-178 , 2022

Link: https://doi.org/10.1016/..

9

Asymptotic and finite sample properties of Hill-type estima..:

Kim, Mihyun ; Kokoszka, Piotr
Journal of Nonparametric Statistics. 35 (2022) 1 - p. 1-18 , 2022

Link: https://doi.org/10.1080/..

10

2nd Special issue on Functional Data Analysis:

Ferraty, Frederic ; Kneip, Alois ; Kokoszka, Piotr.
Econometrics and Statistics. 21 (2022) - p. 112-113 , 2022

Link: https://doi.org/10.1016/..

11

Long term behavior of incomplete and time varying product r..:

Kokoszka, Piotr ; Singh, Deepak ; Wang, Haonan
Statistics & Probability Letters. 184 (2022) - p. 109387 , 2022

Link: https://doi.org/10.1016/..

12

Extremal dependence measure for functional data:

Kim, Mihyun ; Kokoszka, Piotr
Journal of Multivariate Analysis. 189 (2022) - p. 104887 , 2022

Link: https://doi.org/10.1016/..

13

Inference in functional factor models with applications to ..:

Horváth, Lajos ; Kokoszka, Piotr ; VanderDoes, Jeremy.
Journal of Time Series Analysis. 43 (2022) 6 - p. 872-894 , 2022

Link: https://doi.org/10.1111/..

14

Renewal model for anomalous traffic in Internet2 links:

Nicholson, John ; Kokoszka, Piotr ; Lund, Robert..
Statistical Modelling. 22 (2021) 5 - p. 430-456 , 2021

Link: https://doi.org/10.1177/..

15

Wasserstein autoregressive models for density time series:

Zhang, Chao ; Kokoszka, Piotr ; Petersen, Alexander
Journal of Time Series Analysis. 43 (2021) 1 - p. 30-52 , 2021

Link: https://doi.org/10.1111/..