Contact Information

E-mail: Piotr.Kokoszka@usu.edu

Phone: (435) 797 0746

Fax: (435) 797 1822

Address:

Mathematics and Statistics
Utah State University
3900 Old Main Hill
Logan, Utah 84322-3900, USA

Research Interests

• Functional data analysis.
• Change-point detection.
• Self-similar and heavy-tailed time series.
• Inference for GARCH and related time series.

Selected recent publications

I. Maslova, P. Kokoszka, J. Sojka, and L. Zhu, Removal of nonconstant daily variation by means of wavelet and functional data analysis, Journal of Geophysical Research , 114, A03202, 2009 pdf file

A. Jach and P. Kokoszka, Wavelet domain test for long-range dependence in the presence of a trend, Statistics, 42 , 101-113, 2008 pdf file

A. Aue, L. Horvath, M. Huskova and P. Kokoszka, Testing for changes in polynomial regression Bernoulli, 14 , 637-660, 2008 pdf file

More Papers, About me, WAMI project, Mathematics and Statistics, Utah State University

Vancouver talk , Graduate handbook