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Piotr Fryzlewicz
Piotr Fryzlewicz
Professor of Statistics, London School of Economics
Adresse e-mail validée de lse.ac.uk - Page d'accueil
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Wild binary segmentation for multiple change-point detection
P Fryzlewicz
The Annals of Statistics 42 (6), 2243-2281, 2014
5492014
Multiple‐change‐point detection for high dimensional time series via sparsified binary segmentation
H Cho, P Fryzlewicz
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2015
3012015
A Haar-Fisz algorithm for Poisson intensity estimation
P Fryzlewicz, GP Nason
Journal of computational and graphical statistics 13 (3), 621-638, 2004
2242004
Forecasting non-stationary time series by wavelet process modelling
P Fryzlewicz, S Van Bellegem, R Von Sachs
Annals of the Institute of Statistical Mathematics 55 (4), 737-764, 2003
1522003
Random rotation ensembles
R Blaser, P Fryzlewicz
The Journal of Machine Learning Research 17 (1), 126-151, 2016
1222016
Narrowest‐over‐threshold detection of multiple change points and change‐point‐like features
R Baranowski, Y Chen, P Fryzlewicz
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2019
992019
High dimensional variable selection via tilting
H Cho, P Fryzlewicz
Journal of the Royal Statistical Society: series B (statistical methodology …, 2012
952012
The Dantzig selector in Cox's proportional hazards model
A Antoniadis, P Fryzlewicz, F Letué
Scandinavian Journal of Statistics 37 (4), 531-552, 2010
882010
Normalized least-squares estimation in time-varying ARCH models
P Fryzlewicz, T Sapatinas, SS Rao
The Annals of Statistics 36 (2), 742-786, 2008
872008
Multiscale and multilevel technique for consistent segmentation of nonstationary time series
H Cho, P Fryzlewicz
Statistica Sinica, 207-229, 2012
862012
Unbalanced Haar technique for nonparametric function estimation
P Fryzlewicz
Journal of the American Statistical Association 102 (480), 1318-1327, 2007
842007
Haar–Fisz estimation of evolutionary wavelet spectra
P Fryzlewicz, GP Nason
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2006
82*2006
Simultaneous multiple change-point and factor analysis for high-dimensional time series
M Barigozzi, H Cho, P Fryzlewicz
Journal of Econometrics 206 (1), 187-225, 2018
802018
Multiple‐change‐point detection for auto‐regressive conditional heteroscedastic processes
P Fryzlewicz, S Subba Rao
Journal of the Royal Statistical Society: series B (statistical methodology …, 2014
80*2014
A Haar–Fisz technique for locally stationary volatility estimation
P Fryzlewicz, T Sapatinas, SS Rao
Biometrika 93 (3), 687-704, 2006
692006
Mixing properties of ARCH and time-varying ARCH processes
P Fryzlewicz, SS Rao
Bernoulli 17 (1), 320-346, 2011
662011
Estimating linear dependence between nonstationary time series using the locally stationary wavelet model
J Sanderson, P Fryzlewicz, MW Jones
Biometrika 97 (2), 435-446, 2010
592010
Multiple change-point detection for non-stationary time series using wild binary segmentation
KK Korkas, P Fryzlewicz
Statistica Sinica, 287-311, 2017
542017
Modelling and forecasting financial log-returns as locally stationary wavelet processes
P Fryzlewicz
Journal of Applied Statistics 32 (5), 503, 2005
512005
Tail-greedy bottom-up data decompositions and fast multiple change-point detection
P Fryzlewicz
Annals of Statistics 46 (6B), 3390-3421, 2018
502018
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