Selected publications generated by the WAMI project.
(Statistical methodology and applications to magnetogram data).

A. Aue, R. Gabrys, L. Horvath, P. Kokoszka, Estimation of a change--point in the mean function of functional data Journal of Multivariate Analysis , Forthcoming pdf file 

I. Berkes, R. Gabrys, L. Horvath, P. Kokoszka, Detecting changes in the mean of functional observations, Journal of the Royal Statistical Society , Forthcoming pdf file 

L. Horvath, M. Huskova, P. Kokoszka, Testing the stability of the functional autoregressive process, Journal of Multivariate Analysis , Forthcoming pdf file 

I. Maslova, P. Kokoszka, J. Sojka, and L. Zhu, Removal of nonconstant daily variation by means of wavelet and functional data analysis, Journal of Geophysical Research , 114, A03202, doi:10.1029/2008JA013685, 2009 pdf file 

L. Horvath, M. Huskova and P. Kokoszka, Testing the stability of the functional autoregressive process, Journal of Multivariate Analysis, 00 , 000-000, 2008 pdf file 

A. Jach and P. Kokoszka, Robust wavelet domain estimation of the fractional difference parameter in heavy--tailed time series: an empirical study, Methodology and Computing in Applied Probability DOI: 10.1007/s11009-008-9105-3, 2008 pdf file 

A.Jach and P. Kokoszka, Wavelet based confidence intervals for the self-similarity parameter, Journal of Statistical Computation and Simulation, 78, 1179-1198, 2008 pdf file  

Z. Xu, L. Zhu, J. Sojka, P. Kokoszka, A. Jach, An Assessment Study of the Wavelet-Based Index of Magnetic Storm Activity (WISA) and Its Comparison to the Dst Index, Journal of Atmospheric and Solar-Terrestrial Physics DOI: 10.1016/j.jastp.2008.05.007, 2008 pdf file 

P. Kokoszka, I. Maslova, J. Sojka, L. Zhu, Testing for lack of dependence in the functional linear model, Canadian Journal of Statistics, Vol. 36, No. 2, 207-222, 2008 pdf file 

R. Gabrys and P. Kokoszka, Portmanteau test of independence for functional observations Journal of the American Statistical Association, 102 , 1338-1348, 2007 pdf file 

L. Horvath, P. Kokoszka and J. Steinebach, On sequential detection of parameter changes in linear regression, Statistics and Probability Letters, 77 , 885-895, 2007 pdf file

R. Bhansali, L. Giraitis and P. Kokoszka, Approximations and limit theory for quadratic forms of linear variables Stochastic Processes and their Applications, 117 , 71-95, 2007 pdf file

P. Kokoszka, I. Maslova, J. Sojka, L. Zhu, Probability tails of wavelet coefficients of magnetometer records. Journal of Geophysical Research, Vol. 111, No. A6, A06202, 10.1029/2005JA011486, 2006 pdf file

R. Bhansali, L. Giraitis and P. Kokoszka, Estimation of the memory parameter by fitting fractionally differenced autoregressive models Journal of Multivaiate Analysis, 97 Issue 10, 2101-2130, 2006 pdf file

I. Berkes, L. Horvath, P. Kokoszka, Q. Shao, On discriminating between long-range dependence and changes in mean The Annals of Statistics, 34, 1140-1165, 2006 pdf file

P. Kokoszka, I. Maslova, J. Sojka, L. Zhu, Probability tails of wavelet coefficients of magnetometer records. Journal of Geophysical Research, Vol. 111, No. A6, A06202, 10.1029/2005JA011486, 2006 pdf file

A. Jach, P. Kokoszka, J. Sojka, L. Zhu, Wavelet--based index of magnetic storm activity. Journal of Geophysical Research, 111 , A09215, 2006 pdf file