| Detecting linear trend changes in data sequences H Maeng, P Fryzlewicz Statistical Papers, 2023 | 18* | 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 119 (547), 2038-2050, 2024 | 14 | 2024 |
| Detecting linear trend changes in data sequences H Maeng, P Fryzlewicz arXiv preprint arXiv:1906.01939, 2019 | 5 | 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 | 4 | 2023 |
| Tail-robust factor modelling of vector and tensor time series in high dimensions M Barigozzi, H Cho, H Maeng arXiv preprint arXiv:2407.09390, 2024 | 3 | 2024 |
| Adaptive multiscale approaches to regression and trend segmentation H Maeng London School of Economics and Political Science, 2019 | 2 | 2019 |
| 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 |
| 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 |
| High-dimensional detection of Landscape Dynamics: a Landsat time series-based algorithm for forest disturbance mapping and beyond D Morresi, H Maeng, R Marzano, E Lingua, R Motta, M Garbarino GIScience & Remote Sensing 61 (1), 2365001, 2024 | | 2024 |
| Reconstructing forest dynamics in the European Alps through a high-dimensional analysis based on Landsat time series D Morresi, H Maeng, R Marzano, E Lingua, R Motta, M Garbarino EGU General Assembly Conference Abstracts, EGU-14563, 2023 | | 2023 |
| Change detection by multispectral trends: a Landsat time series-based algorithm for forest disturbance mapping and beyond D Morresi, H Maeng, R Marzano, E Lingua, R Motta, M Garbarino PHD PROGRAMME IN AGRICULTURAL, FOREST AND FOOD SCIENCES, 0 | | |
| 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
