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Fryzlewicz, Piotr 
ORCID: 0000-0002-9676-902X and Subba Rao, Suhasini
(2014)
Multiple-change-point detection for auto-regressive conditional heteroscedastic processes.
Journal of the Royal Statistical Society. Series B: Statistical Methodology, 76 (5).
pp. 903-924.
ISSN 1369-7412
Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X and Subba Rao, Suhasini
(2011)
Mixing properties of ARCH and time-varying ARCH processes.
Bernoulli, 17 (1).
pp. 320-346.
ISSN 1350-7265
Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X, Sapatinas, Theofanis and Subba Rao, Suhasini
(2008)
Normalized least-squares estimation in time-varying ARCH models.
Annals of Statistics, 36 (2).
pp. 742-786.
ISSN 0090-5364
Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X, Sapatinas, Theofanis and Subba Rao, Suhasini
(2006)
A Haar-Fisz technique for locally stationary volatility estimation.
Biometrika, 93 (3).
pp. 687-704.
ISSN 0006-3444
