Homepage of Dr. Piotr S Kokoszka

Piotr Kokoszka

Contact Information

E-mail: Piotr.Kokoszka@usu.edu
Phone: (435) 797 0746
Fax: (435) 797 1822
Address:

Research Interests

My research is concerned with stochastic modeling and statistical inference for time series. Areas of current interest include:

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

Selected recent publications

L. Horvath and P. Kokoszka, Sample autocovariances of long memory time series Bernoulli, 14 , 405-418 , 2008 pdf file

P. Kokoszka, I. Maslova, J. Sojka, L. Zhu, Testing for lack of dependence in the functional linear model, Canadian Journal of Statistics, Vol. 36, No. 2, 207-222, 2008 pdf file

R. Gabrys and P. Kokoszka, Portmanteau test of independence for functional observations Journal of the American Statistical Association, 102 , 1338-1348, 2007 pdf file

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

Graz talk , StatDep talk , Functional WISA