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:
- Functional data analysis,
- Time series and spatial statistics,
- Applications to electrical engineering and financial econometrics.
Selected recent publications
P. Kokoszka, T. Kutta, N. Mohammadi, H. Wang and S. Wang,
Detection of a structural break in intraday volatility pattern,
Stochastic Processes and their Applications, 176 , 000-000, 2024
pdf file pdf E-component
P. Kokoszka, N. Mohammadi, H. Wang and S. Wang,
Functional diffusion driven stochastic volatility model,
Bernoulli, 00 , 000-000, 2024
pdf file
L. Horvath, P. Kokoszka and S. Lu,
Variable Selection Based Testing for Parameter
Changes in Regression with Autoregressive Dependence,
Journal of Business & Economic Statistics, 42, 1331-1343, 2024
pdf file
More papers
Google scholar
Monograph on functional data
FDA textbook Data sets:
zip file
Editorial service
Journal of the Royal Statistical Society (B)
Journal of the American Statistical Association
Scandinavian Journal of Statistics
Journal of Multivariate Analysis
Journal of Time Series Analysis
Probability and Mathematical Statistics
Statistical Modelling
Other links
About me,
Canadian Journal of Statistics award ,
JTSA distinguished author award ,
WAMI project,
Warsaw talk ,
Ben's code