Concepedia

Piotr Kokoszka

PK

108

Publications

6.5K

Citations

43

H-Index

1994

Active since

Affiliations

Utah State University(Current)

University of Utah

Colorado State University

University of Liverpool

Vilnius University

Piotr Kokoszka is an author at Utah State University specializing in statistics, engineering, and statistical inference.

Top concepts

EngineeringStatisticsFunctional Data AnalysisStatistical InferenceEconometricsBusinessTime Series EconometricsFinanceData ScienceFunctional Analysis

Publications per year

1994–2022

108

Publications

108

GARCH processes: structure and estimation

I. Berkés, Lajos Horváth, Piotr Kokoszka · Bernoulli · 2003 · 489 citations

Conditional Variance, Engineering, Mild Conditions +6

Weakly dependent functional data

Siegfried Hörmann, Piotr Kokoszka · The Annals of Statistics · 2010 · 356 citations · Full text

Rescaled variance and related tests for long memory in volatility and levels

Liudas Giraitis, Piotr Kokoszka, Remigijus Leipus et al. · Journal of Econometrics · 2002 · 306 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +6

STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM

Liudas Giraitis, Piotr Kokoszka, Remigijus Leipus · Econometric Theory · 2000 · 266 citations

Dynamic Economic Model, Engineering, Stochastic Calculus +10

Change-Point Estimation in ARCH Models

Piotr Kokoszka, Remigijus Leipus · Bernoulli · 2000 · 242 citations

Estimation Theory, Arch Models.bounds, Engineering +8

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