Piotr Kokoszka

Contact Information

E-mail: firstName.lastName AT colostate.edu
Phone: (970) 491 6870
Address: Department of Statistics, Colorado State University, Fort Collins, CO 80523, USA
Office: Statistics 202

Research Interests

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

Selected recent publications

P. Kokoszka and M. Reimherr and N. Woelfing, A randomness test for functional panels, Journal of Multivariate Analysis , 151, 37-53, 2016 pdf file

P. Kokoszka, H. Miao and X. Zhang, Functional dynamic factor model for intraday price curves, Journal of Financial Econometrics , 13, 456-477, 2015 pdf file

L. Horvath, P. Kokoszka and G. Rice, Testing stationarity of functional time series, Journal of Econometrics , 179, 66-82, 2014 pdf file

More Papers

Book on functional data

Forthcoming FDA textbook

Editorial service

Journal of Multivariate Analysis
Scandinavian Journal of Statistics
Econometrics and Statistics
Computational Statistics and Data Analysis
Journal of Time Series Analysis

Other links

About me, Canadian Journal of Statistics award , WAMI project, Toronto talk
Department of Statistics, Colorado State University