| Detecting linear trend changes in data sequences H Maeng, P Fryzlewicz Statistical Papers, 2023 | 9* | 2023 |
| High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling H Cho, H Maeng, IA Eckley, P Fearnhead Journal of the American Statistical Association, 1-13, 2023 | 6 | 2023 |
| Detecting linear trend changes in data sequences H Maeng, P Fryzlewicz arXiv preprint arXiv:1906.01939, 2019 | 6 | 2019 |
| Collective anomaly detection in High-dimensional VAR Models H Maeng, I Eckley, P Fearnhead Statistica Sinica 33 (doi:10.5705/ss.202021.0181), 1603-1627, 2023 | 3 | 2023 |
| Regularised forecasting via smooth-rough partitioning of the regression coefficients H Maeng, P Fryzlewicz Electronic Journal of Statistics 13 (1), 2093-2120, 2019 | 2 | 2019 |
| Adaptive multiscale approaches to regression and trend segmentation H Maeng London School of Economics and Political Science, 2019 | 1 | 2019 |
| Bootstrap forecast intervals for asymmetric volatilities via EGARCH model H Maeng, DW Shin Communications in Statistics-Theory and Methods 46 (3), 1144-1157, 2017 | 1 | 2017 |
| Supplementary Material for Collective anomaly detection in High-dimensional VAR Models H Maeng, IA Eckley, P Fearnhead | | |
Piotr FryzlewiczProfessor of Statistics, London School of EconomicsVerified email at lse.ac.uk
