Browsing All of EconStor by Author Kokoszka, Piotr
Showing results 1 to 3 of 3
| Year of Publication | Title | Author(s) |
| 1999 | Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity | Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles |
| 1999 | Empirical process of the squared residuals of an ARCH sequence | Horvath, Lajos; Kokoszka, Piotr; Teyssière, Gilles |
| 2015 | Change point and trend analyses of annual expectile curves of tropical storms | Burdejova, Petra; Härdle, Wolfgang Karl; Kokoszka, Piotr; Xiong, Q. |
