Piotr Fryzlewicz
20 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-9676-902X
Department of Statistics, London School of Economics and Political Science
Publications
- Testing stationarity and change point detection in reinforcement learning — The Annals of Statistics 2025
- Narrowest Significance Pursuit: Inference for Multiple Change-Points in Linear Models — Journal of the American Statistical Association 2024
- Authors’ reply to the Discussion of ‘Automatic change-point detection in time series via deep learning’ at the Discussion Meeting on ‘Probabilistic and statistical aspects of machine learning’ — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2024
- Automatic change-point detection in time series via deep learning — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2024
- Report of the Editors—2017 — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2018
- Report of the Editors—2016 — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2017
- Multiple-change-point detection for high dimensional time series via sparsified binary segmentation — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2015
- Report of the Editors—2014 — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2015
- Multiple-change-point detection for auto-regressive conditional heteroscedastic processes — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2014
- Wild binary segmentation for multiple change-point detection — The Annals of Statistics 2014
- High-dimensional volatility matrix estimation via wavelets and thresholding — Biometrika 2013
- High dimensional variable selection via tilting — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2012
- Thick pen transformation for time series — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2011
- Estimating linear dependence between nonstationary time series using the locally stationary wavelet model — Biometrika 2010
- Consistent Classification of Nonstationary Time Series Using Stochastic Wavelet Representations — Journal of the American Statistical Association 2009
- Normalized least-squares estimation in time-varying ARCH models — The Annals of Statistics 2008
- Unbalanced Haar Technique for Nonparametric Function Estimation — Journal of the American Statistical Association 2007
- A Haar–Fisz technique for locally stationary volatility estimation — Biometrika 2006
- Parametric modelling of thresholds across scales in wavelet regression — Biometrika 2006
- Haar–Fisz estimation of evolutionary wavelet spectra — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2006