Fryzlewicz, Piotr

Fryzlewicz, Piotr and Timmermans, Catherine (2016) SHAH: SHape-Adaptive Haar wavelets for image processing Journal of Computational and Graphical Statistics, 25 (3). 879-898. ISSN 1061-8600

Korkas, Karolos K. and Fryzlewicz, Piotr (2016) Multiple change-point detection for non-stationary time series using wild binary segmentation Statistica Sinica. ISSN 1017-0405

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, 77 (2). 475-507. ISSN 1467-9868

Fryzlewicz, Piotr 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). 903-924. ISSN 1369-7412

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). 1793. ISSN 0883-4237

Fryzlewicz, P. (2013) High-dimensional volatility matrix estimation via wavelets and thresholding Biometrika, 100 (4). 921-938. ISSN 0006-3444

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

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

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

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

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

Christodoulaki, Olga and 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.

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

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

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

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

Fryzlewicz, Piotr and Sapatinas, Theofanis and Subba Rao, Suhasini (2008) Normalized least-squares estimation in time-varying ARCH models Annals of Statistics, 36 (2). 742-786. ISSN 0090-5364

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

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

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

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

Fryzlewicz, Piotr and 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). 99-116. ISSN 0035-9254

Antoniadis, Anestis and Fryzlewicz, Piotr (2006) Parametric modelling of thresholds across scales in wavelet regression Biometrika, 93 (2). 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, 539-544. ISBN 0780394038

Motakis, E. S. and Nason, Guy P. and 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). 2547-2553. ISSN 1367-4803

Fryzlewicz, Piotr and Sapatinas, Theofanis and Subba Rao, Suhasini (2006) A Haar-Fisz technique for locally stationary volatility estimation Biometrika, 93 (3). 687-704. ISSN 0006-3444

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

van Bellegem, Sébastien and Fryzlewicz, Piotr and von Sachs, Rainer (2003) A wavelet-based model for forecasting non-stationary processes In: Gazeau, J-P and Kerner, R and 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, 955-958. ISBN 9780750309334

Fryzlewicz, Piotr and 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). 737-764. ISSN 0020-3157