Piotr Fryzlewicz
Identifiers
- name variant Piotr Fryzlewicz 0.60 · backfill
Papers (10)
- Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal stat.ME · 2017 · author #1
- Simultaneous multiple change-point and factor analysis for high-dimensional time series stat.ME · 2016 · author #3
- Multiscale and multilevel technique for consistent segmentation of nonstationary time series stat.ME · 2016 · author #2
- High-dimensional variable selection via tilting stat.ME · 2016 · author #2
- Multiple-change-point detection for high dimensional time series via sparsified binary segmentation stat.ME · 2016 · author #2
- Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets stat.ME · 2016 · author #2
- Wild binary segmentation for multiple change-point detection math.ST · 2014 · author #1
- Mixing properties of ARCH and time-varying ARCH processes math.ST · 2011 · author #1
- Normalized least-squares estimation in time-varying ARCH models math.ST · 2008 · author #1
- Data-driven wavelet-Fisz methodology for nonparametric function estimation math.ST · 2007 · author #1
Mentions
Frequent Coauthors
- Haeran Cho 5 shared papers
- Suhasini Subba Rao 2 shared papers
- Matteo Barigozzi 1 shared papers
- Theofanis Sapatinas 1 shared papers