The following pages link to Piotr Fryzlewicz (Q108005):
Displaying 50 items.
- nsp (Q117191) (← links)
- Multiple change-point detection for non-stationary time series using Wild Binary Segmentation (Q137162) (← links)
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Guy P. Nason (Q451232) (← links)
- (Q459476) (redirect page) (← links)
- Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously (Q459477) (← links)
- Rejoinder: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously (Q459481) (← links)
- (Q482880) (redirect page) (← links)
- Wild binary segmentation for multiple change-point detection (Q482881) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Multiscale interpretation of taut string estimation and its connection to unbalanced Haar wavelets (Q638002) (← links)
- Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery (Q896583) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Forecasting non-stationary time series by wavelet process modelling (Q1880993) (← links)
- Data-driven wavelet-Fisz methodology for nonparametric function estimation (Q1951777) (← links)
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection (Q1990585) (← links)
- Regularised forecasting via smooth-rough partitioning of the regression coefficients (Q2002584) (← links)
- Regularizing axis-aligned ensembles via data rotations that favor simpler learners (Q2029102) (← links)
- Detecting multiple generalized change-points by isolating single ones (Q2075028) (← links)
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection (Q2131951) (← links)
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection -- rejoinder (Q2131957) (← links)
- NOVELIST estimator of large correlation and covariance matrices and their inverses (Q2273174) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- (Q2810762) (← links)
- (Q2864557) (← links)
- High-dimensional volatility matrix estimation via wavelets and thresholding (Q2870256) (← links)
- Thick Pen Transformation for Time Series (Q3100683) (← links)
- The Dantzig Selector in Cox's Proportional Hazards Model (Q3103139) (← links)
- Multiscale and multilevel technique for consistent segmentation of nonstationary time series (Q3223864) (← links)
- Haar–Fisz Estimation of Evolutionary Wavelet Spectra (Q3408551) (← links)
- A Haar–Fisz technique for locally stationary volatility estimation (Q3434086) (← links)
- A wavelet-Fisz approach to spectrum estimation (Q3552856) (← links)
- Unbalanced Haar Technique for Nonparametric Function Estimation (Q3632597) (← links)
- Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal (Q4558619) (← links)
- High Dimensional Variable Selection via Tilting (Q4632676) (← links)
- Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization (Q5084434) (← links)
- Ranking-Based Variable Selection for high-dimensional data (Q5134486) (← links)
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features (Q5234417) (← links)
- Consistent Classification of Nonstationary Time Series Using Stochastic Wavelet Representations (Q5256126) (← links)
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation (Q5378126) (← links)
- (Q5449208) (← links)
- Parametric modelling of thresholds across scales in wavelet regression (Q5503410) (← links)
- Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes (Q5743276) (← links)
- GOES-8 X-Ray Sensor Variance Stabilization Using the Multiscale Data-Driven Haar–Fisz Transform (Q5757862) (← links)
- Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm (Q6128257) (← links)
- Narrowest Significance Pursuit: Inference for Multiple Change-Points in Linear Models (Q6567956) (← links)
- Automatic change-point detection in time series via deep learning (Q6569495) (← links)
- Authors' reply to the discussion of `Automatic change-point detection in time series via deep learning' at the Discussion Meeting on `Probabilistic and statistical aspects of machine learning' (Q6569527) (← links)
- Detecting linear trend changes in data sequences (Q6579392) (← links)
- Complex-Valued Wavelet Lifting and Applications (Q6622406) (← links)
