The following pages link to Piotr S. Kokoszka (Q1354495):
Displaying 50 items.
- Empirical process of the squared residuals of an ARCH sequence (Q1848867) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- A weighted goodness-of-fit test for GARCH(1,1) specification (Q1881754) (← links)
- Monitoring changes in linear models (Q1888862) (← links)
- A characterization of mixing processes of type G (Q1908202) (← links)
- Fractional ARIMA with stable innovations (Q1909951) (← links)
- Infinite variance stable moving averages with long memory (Q1922360) (← links)
- Asymptotic normality of the principal components of functional time series (Q1947593) (← links)
- Dependent functional data (Q1952694) (← links)
- Testing for periodicity in functional time series (Q1991685) (← links)
- Monitoring for a change point in a sequence of distributions (Q2054495) (← links)
- Extremal dependence measure for functional data (Q2078556) (← links)
- Principal component analysis of infinite variance functional data (Q2101477) (← links)
- Frequency domain theory for functional time series: variance decomposition and an invariance principle (Q2175006) (← links)
- Testing normality of data on a multivariate grid (Q2196122) (← links)
- Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study (Q2270190) (← links)
- Principal components analysis of regularly varying functions (Q2325395) (← links)
- Almost sure convergence of the Bartlett estimator (Q2368601) (← links)
- Convergence of quadratic forms with nonvanishing diagonal (Q2373662) (← links)
- On sequential detection of parameter changes in linear regression (Q2373671) (← links)
- Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price (Q2397479) (← links)
- Risk analysis of cumulative intraday return curves (Q2417028) (← links)
- Consistency of the mean and the principal components of spatially distributed functional data (Q2435212) (← links)
- On discriminating between long-range dependence and changes in mean (Q2500449) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- Long term behavior of incomplete and time varying product ratings (Q2667618) (← links)
- LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(<i>p</i>) SQUARED RESIDUAL CORRELATIONS (Q2739262) (← links)
- Can One Use the Durbin–Levinson Algorithm to Generate Infinite Variance Fractional ARIMA Time Series? (Q2740038) (← links)
- Determining the order of the functional autoregressive model (Q2852484) (← links)
- Non-Parametric Econometrics (Q2930911) (← links)
- KPSS test for functional time series (Q2953440) (← links)
- IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY (Q2995426) (← links)
- (Q3139489) (← links)
- (Q3374065) (← links)
- (Q3400724) (← links)
- (Q3409059) (← links)
- Change‐point monitoring in linear models (Q3422390) (← links)
- Wavelet-domain test for long-range dependence in the presence of a trend (Q3525835) (← links)
- Testing for lack of dependence in the functional linear model (Q3526426) (← links)
- Wavelet-based confidence intervals for the self-similarity parameter (Q3615036) (← links)
- Two sample inference in functional linear models (Q3651430) (← links)
- (Q4014113) (← links)
- (Q4273001) (← links)
- INFINITE VARIANCE STABLE ARMA PROCESSES (Q4299019) (← links)
- Computer investigation of the Rate of Convergence of Lepage Type Series to α-Stable Random Variables (Q4322944) (← links)
- (Q4407611) (← links)
- (Q4407613) (← links)
- (Q4458417) (← links)
- (Q4518942) (← links)
- Testing for long memory in the presence of a general trend (Q4537308) (← links)
