Piotr Fryzlewicz

Получаване на мой собствен потребителски профил

Позовавания

	Всички	От 2020
Позовавания	4266	2349
h-индекс	29	22
i10-индекс	50	36

540

270

135

405

2003200420052006200720082009201020112012201320142015201620172018201920202021202220232024202518 26 22 32 38 62 64 69 68 88 106 123 153 191 238 287 283 380 404 452 482 530 93

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Преглед на всички

25 статии

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Въз основа на изисквания при финансирането

Съавтори

Guy NasonChair in Statistics, Imperial College, LondonПотвърден имейл адрес: imperial.ac.uk
Haeran ChoUniversity of BristolПотвърден имейл адрес: bristol.ac.uk
Rafał BaranowskiIndependent Data Science and Quantitative Finance ConsultantПотвърден имейл адрес: rbaranowski.com
Suhasini Subba RaoTexas A&MПотвърден имейл адрес: tamu.edu
Rainer von SachsUniversité catholique de Louvain, BelgiumПотвърден имейл адрес: uclouvain.be
Yining ChenLondon School of EconomicsПотвърден имейл адрес: lse.ac.uk
Andreas AnastasiouAssistant Professor of Statistics, University of CyprusПотвърден имейл адрес: ucy.ac.cy
Theofanis SapatinasProfessor of StatistcsПотвърден имейл адрес: ucy.ac.cy
Jean Hamilton (Sanderson)Research Associate in Statistics, Sheffield UniversityПотвърден имейл адрес: sheffield.ac.uk
Efthymios MotakisComputational Scientist, The Jackson Laboratory, Farmington, CT, USAПотвърден имейл адрес: jax.org
Sébastien Van BellegemCORE, Université catholique de LouvainПотвърден имейл адрес: uclouvain.be
Karolos KorkasUniversity of GreenwichПотвърден имейл адрес: gre.ac.uk
Matteo BarigozziFull Professor - Alma Mater Studiorum Università di BolognaПотвърден имейл адрес: unibo.it
Paul FearnheadProfessor of Statistics; Lancaster UniversityПотвърден имейл адрес: lancs.ac.uk
Hyeyoung MaengDurham UniversityПотвърден имейл адрес: durham.ac.uk
Ilknur ZerFederal Reserve BoardПотвърден имейл адрес: frb.gov
Veronique DelouilleRoyal Observatory of BelgiumПотвърден имейл адрес: oma.be
Zhenke WuAssociate Professor of Biostatistics, University of MichiganПотвърден имейл адрес: umich.edu
Chengchun ShiLondon School of Economics and Political ScienceПотвърден имейл адрес: lse.ac.uk
Mengbing LiUniversity of MichiganПотвърден имейл адрес: umich.edu

Следене

Piotr Fryzlewicz

Professor of Statistics, London School of Economics

Потвърден имейл адрес: lse.ac.uk - Начална страница

statistics time series data science machine learning econometrics


Заглавие Сортиране по цитати Сортиране по година Сортиране по заглавие	Позовавания Позовавания	Година
Wild binary segmentation for multiple change-point detection P Fryzlewicz The Annals of Statistics 42 (6), 2243-2281, 2014	860	2014
Multiple-change-point detection for high dimensional time series via sparsified binary segmentation H Cho, P Fryzlewicz Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2015	426	2015
A Haar-Fisz algorithm for Poisson intensity estimation P Fryzlewicz, GP Nason Journal of computational and graphical statistics 13 (3), 621-638, 2004	232	2004
Narrowest‐over‐threshold detection of multiple change points and change‐point‐like features R Baranowski, Y Chen, P Fryzlewicz Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2019	184	2019
Random rotation ensembles R Blaser, P Fryzlewicz The Journal of Machine Learning Research 17 (1), 126-151, 2016	173	2016
Forecasting non-stationary time series by wavelet process modelling P Fryzlewicz, S Van Bellegem, R Von Sachs Annals of the Institute of Statistical Mathematics 55 (4), 737-764, 2003	170	2003
Simultaneous multiple change-point and factor analysis for high-dimensional time series M Barigozzi, H Cho, P Fryzlewicz Journal of Econometrics 206 (1), 187-225, 2018	132	2018
Multiple‐change‐point detection for auto‐regressive conditional heteroscedastic processes P Fryzlewicz, S Subba Rao Journal of the Royal Statistical Society: series B (statistical methodology …, 2014	104*	2014
High dimensional variable selection via tilting H Cho, P Fryzlewicz Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2012	103	2012
Multiscale and multilevel technique for consistent segmentation of nonstationary time series H Cho, P Fryzlewicz Statistica Sinica, 207-229, 2012	103	2012
Unbalanced Haar technique for nonparametric function estimation P Fryzlewicz Journal of the American Statistical Association 102 (480), 1318-1327, 2007	102	2007
The Dantzig selector in Cox's proportional hazards model A Antoniadis, P Fryzlewicz, F Letué Scandinavian Journal of Statistics 37 (4), 531-552, 2010	96	2010
Normalized least-squares estimation in time-varying ARCH models P Fryzlewicz, T Sapatinas, S Subba Rao	95	2008
Multiple change-point detection for non-stationary time series using wild binary segmentation KK Korkas, P Fryzlewicz Statistica Sinica, 287-311, 2017	89	2017
Haar–Fisz estimation of evolutionary wavelet spectra P Fryzlewicz, GP Nason Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2006	86*	2006
A Haar–Fisz technique for locally stationary volatility estimation P Fryzlewicz, T Sapatinas, SS Rao Biometrika 93 (3), 687-704, 2006	77	2006
Mixing properties of ARCH and time-varying ARCH processes P Fryzlewicz, S Subba Rao	76	2011
Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection P Fryzlewicz Journal of the Korean Statistical Society 49 (4), 1027-1070, 2020	74	2020
Tail-greedy bottom-up data decompositions and fast multiple change-point detection P Fryzlewicz Annals of Statistics 46 (6B), 3390-3421, 2018	72	2018
Estimating linear dependence between nonstationary time series using the locally stationary wavelet model J Sanderson, P Fryzlewicz, MW Jones Biometrika 97 (2), 435-446, 2010	68	2010

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