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, 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

S. Hörmann and P. Kokoszka, Consistency of the mean and the principal components of spatially distributed functional data, Bernoulli , 19 , 1535-1558, 2013 pdf file

More Papers

Book on functional data

Editorial service

Econometrics and Statistics,
Computational Statistics and Data Analysis,
Journal of Time Series Analysis,
Statistical Modelling

Other links

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