| Publication | Date of Publication | Type |
|---|
| Complex-Valued Wavelet Lifting and Applications | 2024-10-22 | Paper |
| Detecting linear trend changes in data sequences | 2024-07-25 | Paper |
| Automatic change-point detection in time series via deep learning | 2024-07-09 | Paper |
| 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' | 2024-07-09 | Paper |
| Narrowest Significance Pursuit: Inference for Multiple Change-Points in Linear Models | 2024-07-05 | Paper |
| Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm | 2024-04-15 | Paper |
| Detection of Multiple Structural Breaks in Large Covariance Matrices | 2024-03-06 | Paper |
| Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization | 2022-06-24 | Paper |
| Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection | 2022-04-27 | Paper |
| Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection -- rejoinder | 2022-04-27 | Paper |
| Detecting multiple generalized change-points by isolating single ones | 2022-02-11 | Paper |
| nsp | 2021-12-21 | Software |
| Regularizing axis-aligned ensembles via data rotations that favor simpler learners | 2021-06-03 | Paper |
| Ranking-based variable selection for high-dimensional data | 2020-11-16 | Paper |
| Predictive, finite-sample model choice for time series under stationarity and non-stationarity | 2019-10-04 | Paper |
| Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features | 2019-09-26 | Paper |
| NOVELIST estimator of large correlation and covariance matrices and their inverses | 2019-09-18 | Paper |
| Regularised forecasting via smooth-rough partitioning of the regression coefficients | 2019-07-12 | Paper |
| Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation | 2019-06-12 | Paper |
| Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes | 2019-05-09 | Paper |
| High Dimensional Variable Selection via Tilting | 2019-04-30 | Paper |
| Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal | 2018-11-22 | Paper |
| Tail-greedy bottom-up data decompositions and fast multiple change-point detection | 2018-10-25 | Paper |
| Simultaneous multiple change-point and factor analysis for high-dimensional time series | 2018-08-29 | Paper |
| Multiple change-point detection for non-stationary time series using wild binary segmentation | 2017-02-17 | Paper |
| Multiple change-point detection for non-stationary time series using wild binary segmentation | 2017-01-01 | Paper |
| Predictive, finite-sample model choice for time series under stationarity and non-stationarity | 2016-11-14 | Paper |
| Random rotation ensembles | 2016-06-06 | Paper |
| Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery | 2015-12-10 | Paper |
| Consistent classification of nonstationary time series using stochastic wavelet representations | 2015-06-22 | Paper |
| Wild binary segmentation for multiple change-point detection | 2015-01-06 | Paper |
| Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously | 2014-10-13 | Paper |
| Rejoinder: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously | 2014-10-13 | Paper |
| High-dimensional volatility matrix estimation via wavelets and thresholding | 2014-01-17 | Paper |
| Errata on ``Multiscale and multilevel technique for consistent segmentation of nonstationary time series | 2013-11-25 | Paper |
| Data-driven wavelet-Fisz methodology for nonparametric function estimation | 2013-05-24 | Paper |
| Multiscale and multilevel technique for consistent segmentation of nonstationary time series | 2012-03-08 | Paper |
| The Dantzig Selector in Cox's Proportional Hazards Model | 2011-11-26 | Paper |
| Thick Pen Transformation for Time Series | 2011-11-21 | Paper |
| Multiscale interpretation of taut string estimation and its connection to unbalanced Haar wavelets | 2011-09-08 | Paper |
| Mixing properties of ARCH and time-varying ARCH processes | 2011-09-02 | Paper |
| A wavelet-Fisz approach to spectrum estimation | 2010-04-22 | Paper |
| Unbalanced Haar Technique for Nonparametric Function Estimation | 2009-06-12 | Paper |
| Parametric modelling of thresholds across scales in wavelet regression | 2009-01-15 | Paper |
| Normalized least-squares estimation in time-varying ARCH models | 2008-04-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5449208 | 2008-03-11 | Paper |
| GOES-8 X-Ray Sensor Variance Stabilization Using the Multiscale Data-Driven Haar–Fisz Transform | 2007-09-07 | Paper |
| A Haar–Fisz technique for locally stationary volatility estimation | 2007-04-23 | Paper |
| Haar–Fisz Estimation of Evolutionary Wavelet Spectra | 2006-11-14 | Paper |
| Forecasting non-stationary time series by wavelet process modelling | 2004-09-27 | Paper |
