Piotr Fryzlewicz
Piotr Fryzlewicz
Professor of Statistics, London School of Economics
Verified email at lse.ac.uk - Homepage
TitleCited byYear
Wild binary segmentation for multiple change-point detection
P Fryzlewicz
The Annals of Statistics 42 (6), 2243-2281, 2014
2352014
A Haar-Fisz algorithm for Poisson intensity estimation
P Fryzlewicz, GP Nason
Journal of computational and graphical statistics 13 (3), 621-638, 2004
1902004
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
1372015
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
1272003
Random rotation ensembles
R Blaser, P Fryzlewicz
The Journal of Machine Learning Research 17 (1), 126-151, 2016
672016
High dimensional variable selection via tilting
H Cho, P Fryzlewicz
Journal of the Royal Statistical Society: series B (statistical methodology …, 2012
662012
The Dantzig selector in Cox's proportional hazards model
A Antoniadis, P Fryzlewicz, F Letué
Scandinavian Journal of Statistics 37 (4), 531-552, 2010
632010
Unbalanced Haar technique for nonparametric function estimation
P Fryzlewicz
Journal of the American Statistical Association 102 (480), 1318-1327, 2007
622007
Normalized least-squares estimation in time-varying ARCH models
P Fryzlewicz, T Sapatinas, SS Rao
The Annals of Statistics 36 (2), 742-786, 2008
612008
Haar–Fisz estimation of evolutionary wavelet spectra
P Fryzlewicz, GP Nason
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 2006
612006
A Haar–Fisz technique for locally stationary volatility estimation
P Fryzlewicz, T Sapatinas, SS Rao
Biometrika 93 (3), 687-704, 2006
592006
Multiscale and multilevel technique for consistent segmentation of nonstationary time series
H Cho, P Fryzlewicz
Statistica Sinica, 207-229, 2012
502012
Mixing properties of ARCH and time-varying ARCH processes
P Fryzlewicz, SS Rao
Bernoulli 17 (1), 320-346, 2011
492011
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
452010
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
432014
Variance stabilization and normalization for one-color microarray data using a data-driven multiscale approach
ES Motakis, GP Nason, P Fryzlewicz, GA Rutter
Bioinformatics 22 (20), 2547-2553, 2006
422006
Modelling and forecasting financial log-returns as locally stationary wavelet processes
P Fryzlewicz
Journal of Applied Statistics 32 (5), 503, 2005
392005
Consistent classification of nonstationary time series using stochastic wavelet representations
P Fryzlewicz, H Ombao
Journal of the American Statistical Association 104 (485), 299-312, 2009
352009
GOES‐8 X‐ray sensor variance stabilization using the multiscale data‐driven Haar–Fisz transform
P Fryzlewicz, V Delouille, GP Nason
Journal of the Royal Statistical Society: Series C (Applied Statistics) 56 …, 2007
292007
Multiple change-point detection for non-stationary time series using wild binary segmentation
KK Korkas, P PryzlewiczV
Statistica Sinica, 287-311, 2017
262017
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