The following pages link to Piotr S. Kokoszka (Q1354495):
Displaying 50 items.
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
- Portmanteau Test of Independence for Functional Observations (Q91432) (← links)
- The effect of long-range dependence on change-point estimators (Q135915) (← links)
- Principal component analysis of periodically correlated functional time series (Q153270) (← links)
- (Q180847) (redirect page) (← links)
- (Q262786) (redirect page) (← links)
- Corrigendum to: ``Rescaled variance and related tests for long memory in volatility and levels'' (Q262787) (← links)
- Testing for stochastic dominance using the weighted McFadden-type statistic (Q274913) (← links)
- (Q311798) (redirect page) (← links)
- A randomness test for functional panels (Q311801) (← links)
- Functional data analysis with increasing number of projections (Q392095) (← links)
- (Q413579) (redirect page) (← links)
- Inference for functional data with applications (Q413580) (← links)
- Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends (Q439160) (← links)
- (Q497813) (redirect page) (← links)
- P. Secchi, S. Vantini and V. Vitelli: ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan'' (Q497814) (← links)
- (Q587809) (redirect page) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Extremes of projections of functional time series on data-driven basis systems (Q726120) (← links)
- (Q853942) (redirect page) (← links)
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
- Approximations and limit theory for quadratic forms of linear processes (Q873607) (← links)
- Distributional analysis of empirical volatility in GARCH processes (Q947260) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Testing for changes in polynomial regression (Q1002544) (← links)
- Sample autocovariances of long-memory time series (Q1002560) (← links)
- Monitoring shifts in mean: asymptotic normality of stopping times (Q1019482) (← links)
- Estimation of a change-point in the mean function of functional data (Q1036788) (← links)
- Testing the stability of the functional autoregressive process (Q1049540) (← links)
- Testing for changes in multivariate dependent observations with an application to temperature changes (Q1283849) (← links)
- Change-point in the mean of dependent observations (Q1305227) (← links)
- New classes of self-similar symmetric stable random fields (Q1332400) (← links)
- Parameter estimation for infinite variance fractional ARIMA (Q1354498) (← links)
- The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables (Q1382493) (← links)
- The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
- GARCH processes: structure and estimation (Q1395935) (← links)
- The periodogram at the Fourier frequencies (Q1411876) (← links)
- On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives (Q1415885) (← links)
- A bootstrap approximation to a unit root test statistic for heavy-tailed observations. (Q1423259) (← links)
- Subsampling unit root tests for heavy-tailed observations (Q1431346) (← links)
- Approximations for weighted bootstrap processes with an application (Q1567320) (← links)
- Testing for parameter changes in ARCH models (Q1568067) (← links)
- Change-point estimation in ARCH models (Q1572832) (← links)
- Discrete time parametric models with long memory and infinite variance (Q1596879) (← links)
- Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data (Q1615275) (← links)
- Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination (Q1621207) (← links)
- Monitoring the intraday volatility pattern (Q1695559) (← links)
- Testing trend stationarity of functional time series with application to yield and daily price curves (Q1748622) (← links)
- Testing for parameter constancy in GARCH\((p,q)\) models (Q1767739) (← links)
- Near-integrated GARCH sequences (Q1774201) (← links)
