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"Fryzlewicz, Piotr"

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Fryzlewicz, Piotr (2014) Wild binary segmentation for multiple change-point detection. Annals of Statistics . ISSN 0090-5364

Fryzlewicz, Piotr and Cho, Haeran (2014) Multiple change-point detection for high-dimensional time series via sparsified binary segmentation. Journal of the Royal Statistical Society: Series B . ISSN 1467-9868

Fryzlewicz, Piotr and Subba Rao, Suhasini (2013) Multiple-change-point detection for auto-regressive conditional heteroscedastic processes. Journal of the Royal Statistical Society: Series B (Statistical Methodology), Online . ISSN 1369-7412

Fryzlewicz, P. (2013) High-dimensional volatility matrix estimation via wavelets and thresholding. Biometrika . ISSN 0006-3444

Schroeder, Anna Louise and Fryzlewicz, Piotr (2013) Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. Statistics and Its Interface, 6 (4). pp. 449-461. ISSN 1938-7997

Cho, Haeran and Fryzlewicz, Piotr (2013) Errata on 'Multiscale and multilevel technique for consistent segmentation of nonstationary time series', Statistica Sinica (2012), vol. 22, no. 1, pp. 207-229. Statistical Science, 23 (4). p. 1793. ISSN 0883-4237

Fryzlewicz, Piotr and Subba Rao, Suhasini (2013) Multiple-change-point detection for auto-regressive conditional heteroscedastic processes. Journal of the Royal Statistical Society: Series B (Statistical Methodology), online . n/a-n/a. ISSN 1369-7412 (In Press)

Cho, Haeran and Fryzlewicz, Piotr (2012) High dimensional variable selection via tilting. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 74 (3). pp. 593-622. ISSN 1369-7412

Fryzlewicz, Piotr (2012) Rejoinder: time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously. Journal of the Korean Statistical Society, 41 (2). pp. 173-175. ISSN 1226-3192

Fryzlewicz, Piotr (2012) Time–Threshold Maps: Using information from wavelet reconstructions with all threshold values simultaneously. Journal of the Korean Statistical Society, 41 (2). pp. 145-159. ISSN 1226-3192

Cho, Haeran and Fryzlewicz, Piotr (2012) Multiscale and multilevel technique for consistent segmentation of nonstationary time series. Statistica Sinica, 22 (1). pp. 207-229. ISSN 1017-0405

Fryzlewicz, Piotr and Oh, H. S. (2011) Thick pen transformation for time series. Journal of the Royal Statistical Society, Series B, 73 (4). pp. 499-529. ISSN 1369-7412

Christodoulaki, Olga, Cho, Haeran and Fryzlewicz, Piotr (2011) A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929. GreeSE, 50. Hellenic Observatory, London, UK.

Fryzlewicz, Piotr and Subba Rao, Suhasini (2011) Mixing properties of ARCH and time-varying ARCH processes. Bernoulli, 17 (1). pp. 320-346. ISSN 1350-7265

Cho, Haeran and Fryzlewicz, Piotr (2011) Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets. Statistics and Computing, 21 . pp. 671-681. ISSN 0960-3174

Antoniadis, Anestis, Fryzlewicz, Piotr and Letué, Frédérique (2010) The Dantzig selector in Cox's proportional hazards model. Scandinavian Journal of Statistics, 37 (4). pp. 531-552. ISSN 0303-6898

Sanderson, Jean, Fryzlewicz, Piotr and Jones, M. W. (2010) Estimating linear dependence between nonstationary time series using the locally stationary wavelet model. Biometrika, 97 (2). pp. 435-446. ISSN 0006-3444

Fryzlewicz, Piotr and Oh, Hee-Seok (2010) On the thick-pen transformation for time series. Oberwolfach Reports, 7 (1). pp. 179-216. ISSN 1660-8933

Fryzlewicz, Piotr (2010) Wavelet methods. Wiley Interdisciplinary Reviews: Computational Statistics, 2 (6). pp. 654-667. ISSN 1939-5108

Fryzlewicz, Piotr and Ombao, Hernando (2009) Consistent classification of non-stationary time series using stochastic wavelet representations. Journal of the American Statistical Association, 104 (485). pp. 299-312. ISSN 0162-1459

Cho, Haeran and Fryzlewicz, Piotr (2008) Multiscale breakpoint detection in piecewise stationary AR models. In: IASC2008, 5-8 December 2008, Yokohama, Japan. (Unpublished)

Fryzlewicz, Piotr, Nason, Guy P. and von Sachs, Rainer (2008) A wavelet-Fisz approach to spectrum estimation. Journal of Time Series Analysis, 29 (5). pp. 868-880. ISSN 0143-9782

Fryzlewicz, Piotr (2008) Data-driven wavelet-Fisz methodology for nonparametric function estimation. Electronic Journal of Statistics, 2 . pp. 863-896. ISSN 1935-7524

Fryzlewicz, Piotr, 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 (2007) Unbalanced Haar technique for nonparametric function estimation. Journal of the American Statistical Association, 102 (480). pp. 1318-1327. ISSN 0162-1459

Sanderson, Jean and Fryzlewicz, Piotr (2007) Locally stationary wavelet coherence with application to neuroscience. In: Proceedings of the 56th session of the International Statistical Institute, 22-29 August 2007, Lisbon, Portugal.

Sanderson, Jean and Fryzlewicz, Piotr (2007) Locally stationary wavelet coherence with application to neuroscience. In: Barber, S., Baxter, P. D. and Mardia, K. V., (eds.) Systems Biology and Statistical Bioinformatics. Leeds University Press, Leeds, UK, pp. 69-72.

Fryzlewicz, Piotr (2007) Bivariate hard thresholding in wavelet function estimation. Statistica Sinica, 17 (4). pp. 1457-1481. ISSN 1017-0405

Fryzlewicz, Piotr, Delouille, V´eronique and Nason, Guy P. (2007) GOES-8 X-ray sensor variance stabilization using the multiscale data-driven Haar-Fisz transform. Journal of the Royal Statistical Society: Series C, 56 (1). pp. 99-116. ISSN 0035-9254

Fryzlewicz, Piotr, 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

Motakis, E. S., Nason, Guy P., Fryzlewicz, Piotr and Rutter, G. A (2006) Variance stabilization and normalization for one-color microarray data using a data-driven multiscale approach. Bioinformatics, 22 (20). pp. 2547-2553. ISSN 1367-4803

Antoniadis, Anestis and Fryzlewicz, Piotr (2006) Parametric modelling of thresholds across scales in wavelet regression. Biometrika, 93 (2). pp. 465-471. ISSN 0006-3444

Fryzlewicz, Piotr and Delouille, V (2006) A data-driven HAAR-FISZ transform for multiscale variance stabilization. In: Proceedings of the 13th IEEE/Sp Workshop on Statistical Signal Processing. IEEE, California, USA, pp. 539-544. ISBN 0780394038

Fryzlewicz, Piotr and Nason, Guy P. (2006) Haar-Fisz estimation of evolutionary wavelet spectra. Journal of the Royal Statistical Society: Series B, 68 (4). pp. 611-634. ISSN 1369-7412

Fryzlewicz, Piotr (2005) Modelling and forecasting financial log-returns as locally stationary wavelet processes. Journal of Applied Statistics, 32 (5). pp. 503-528. ISSN 0266-4763

Fryzlewicz, Piotr and Nason, Guy P. (2004) A Haar-Fisz algorithm for poisson intensity estimation. Journal of Computational and Graphical Statistics, 13 (3). pp. 621-638. ISSN 1061-8600

Fryzlewicz, Piotr and Nason, Guy P. (2004) Smoothing the wavelet periodogram using the Haar-Fisz transform. Technical report, 03:08. Department of Mathematics, University of Bristol, Bristol, UK. (Unpublished)

Fryzlewicz, Piotr, van Bellegem, Sébastien and von Sachs, Rainer (2003) Forecasting non-stationary time series by wavelet process modelling. Annals of the Institute of Statistical Mathematics, 55 (4). pp. 737-764. ISSN 0020-3157

Fryzlewicz, Piotr (2003) Wavelet techniques for time series and poisson data. PhD thesis, University of Bristol.

van Bellegem, Sébastien, Fryzlewicz, Piotr and von Sachs, Rainer (2003) A wavelet-based model for forecasting non-stationary processes. In: Gazeau, J-P, Kerner, R, Antoine, J-P and Metens, S, (eds.) Group 24: Physical and Mathematical Aspects of Symmetries: Proceedings of the 24th International Colloquium on Group Theoretical. Institute of Physics conference series(173). Institute of Physics Publishing , Bristol, UK, pp. 955-958. ISBN 9780750309334

Fryzlewicz, Piotr (2000) The application of linear programming to American option valuation in the jump-diffusion model. Other thesis, Wroclaw University of Technology.

This list was generated on Fri Oct 31 09:52:57 2014 GMT.