Karolos Korkas - Google Scholar Citations

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Co-authors

Piotr FryzlewiczProfessor of Statistics, London School of EconomicsVerified email at lse.ac.uk
Haeran ChoUniversity of BristolVerified email at bristol.ac.uk

Karolos Korkas

Karolos Korkas

London School of Economics

Verified email at lse.ac.uk

change-point detection high dimensional statistics wavelets


Title	Cited by	Year
MULTIPLE CHANGE-POINT DETECTION FOR NON-STATIONARY TIME SERIES USING WILD BINARY SEGMENTATION KK Korkas, P Fryzlewicz	26	2014
Asset Pricing with Dynamic CAPM: An Application to 49 US Industry Portfolios KK Korkas Available at SSRN 1733082, 2010	2	2010
wbsts: Multiple Change-Point Detection for Nonstationary Time Series K Korkas, P Fryzlewicz cran.r-project.org, 2018		2018
segMGarch: Multiple Change-Point Detection for High-Dimensional GARCH Processes K Korkas, H Cho cran.r-project.org, 2018		2018
High-dimensional GARCH process segmentation with an application to Value-at-Risk H Cho, K Korkas arXiv preprint arXiv:1706.01155, 2017		2017
Randomised and L1-penalty approaches to segmentation in time series and regression models KK Korkas London School of Economics, 2014		2014
Adaptive estimation for locally stationary autoregressions KK Korkas, P Fryzlewicz		2011
Statistica Sinica Preprint No: SS-2015-0262R2 P Fryzlewicz
3 rd International Conference on Accounting and Finance August 26–27, 2010, Skiathos Island, Greece IT LAZARIDIS
Supplementary material: MULTIPLE CHANGE-POINT DETECTION FOR NON-STATIONARY TIME SERIES USING WILD BINARY SEGMENTATION KK Korkas, P Fryzlewicz

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