Concepedia

Piotr Kokoszka

PK

Statistics

Publications

109

Citations

6.6K

H-Index

43

Active since

1994

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 time series analysis, econometrics, and computing.

Publications per year

1994–2022

109

Publications

109

GARCH processes: structure and estimation

I. Berkés, Lajos Horváth, Piotr Kokoszka · Bernoulli · 2003 · 495 citations

Business, Economics, Econometrics +14

Weakly dependent functional data

Siegfried Hörmann, Piotr Kokoszka · The Annals of Statistics · 2010 · 362 citations · Full text

Computing, Geophysics, Dynamical Systems +14

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

Liudas Giraitis, Piotr Kokoszka, Remigijus Leipus et al. · Journal of Econometrics · 2002 · 308 citations

Social Sciences, Psychology, Memory +13

STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM

Liudas Giraitis, Piotr Kokoszka, Remigijus Leipus · Econometric Theory · 2000 · 267 citations

Natural Sciences, Mathematics, Probability Theory +16

Change-Point Estimation in ARCH Models

Piotr Kokoszka, Remigijus Leipus · Bernoulli · 2000 · 245 citations

Social Sciences, Economics, Econometrics +11

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