Overview
Piotr S. Kokoszka is a statistician (Colorado State University; earlier University of Liverpool), known for functional data analysis, time series with long memory and heavy tails, and change-point methods.
Key Contributions / Features
- Long-memory parameter estimation under heavy tails (Bhansali-Kokoszka 2006): with Bhansali, the fractionally-differenced autoregressive estimator consistent under infinite-variance stable innovations.
- Foundational work on functional time series (functional ARCH/GARCH, functional PCA) and on change-point detection.
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