| Inference for functional data with applications L Horváth, P Kokoszka Springer Science & Business Media, 2012 | 1585 | 2012 |
| GARCH processes: structure and estimation L Horv, P Kokoszka Bernoulli 9 (2), 201-227, 2003 | 657 | 2003 |
| Introduction to functional data analysis P Kokoszka, M Reimherr Chapman and Hall/CRC, 2017 | 559 | 2017 |
| Rescaled variance and related tests for long memory in volatility and levels L Giraitis, P Kokoszka, R Leipus, G Teyssière Journal of econometrics 112 (2), 265-294, 2003 | 434 | 2003 |
| Weakly dependent functional data S Hörmann, P Kokoszka | 411 | 2010 |
| Stationary ARCH models: dependence structure and central limit theorem L Giraitis, P Kokoszka, R Leipus Econometric theory 16 (1), 3-22, 2000 | 358 | 2000 |
| Change-point estimation in ARCH models P Kokoszka, R Leipus | 357 | 2000 |
| Monitoring changes in linear models L Horváth, M Hušková, P Kokoszka, J Steinebach Journal of statistical Planning and Inference 126 (1), 225-251, 2004 | 249 | 2004 |
| Testing stationarity of functional time series L Horváth, P Kokoszka, G Rice Journal of Econometrics 179 (1), 66-82, 2014 | 240 | 2014 |
| Fractional ARIMA with stable innovations PS Kokoszka, MS Taqqu Stochastic processes and their applications 60 (1), 19-47, 1995 | 237 | 1995 |
| Estimation of the mean of functional time series and a two-sample problem L Horváth, P Kokoszka, R Reeder Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2013 | 210 | 2013 |
| Detecting changes in the mean of functional observations I Berkes, R Gabrys, L Horváth, P Kokoszka Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2009 | 190 | 2009 |
| On discriminating between long-range dependence and changes in mean I Berkes, L Horváth, P Kokoszka, QM Shao | 180 | 2006 |
| Sequential change-point detection in GARCH (p, q) models I Berkes, E Gombay, L Horváth, P Kokoszka Econometric theory 20 (6), 1140-1167, 2004 | 169 | 2004 |
| Change-point in the mean of dependent observations P Kokoszka, R Leipus Statistics & probability letters 40 (4), 385-393, 1998 | 157 | 1998 |
| Parameter estimation for infinite variance fractional ARIMA PS Kokoszka, MS Taqqu The Annals of Statistics 24 (5), 1880-1913, 1996 | 155 | 1996 |
| Change‐point monitoring in linear models A Aue, L Horváth, M Hušková, P Kokoszka The Econometrics Journal 9 (3), 373-403, 2006 | 126 | 2006 |
| Testing for long memory in the presence of a general trend L Giraitis, P Kokoszka, R Leipus Journal of Applied Probability 38 (4), 1033-1054, 2001 | 117 | 2001 |
| Testing for changes in multivariate dependent observations with an application to temperature changes L Horváth, P Kokoszka, J Steinebach Journal of Multivariate Analysis 68 (1), 96-119, 1999 | 115 | 1999 |
| Testing the equality of covariance operators in functional samples S Fremdt, JG Steinebach, L Horváth, P Kokoszka Scandinavian Journal of Statistics 40 (1), 138-152, 2013 | 112 | 2013 |
Matthew ReimherrAmazon, Pennsylvania State University在 psu.edu 的电子邮件经过验证
