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Piotr Fryźlewicz · Study

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Piotr Fryźlewicz

12 works· latest 2024· 3 institutionscluster: provisionalORCID 0000-0002-9676-902X

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i1012

Citations1,190

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Most cited in this library

Wild binary segmentation for multiple change-point detection2014 · 721 citations
Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes2013 · 67 citations
Normalized least-squares estimation in time-varying ARCH models2008 · 66 citations
Multiple change-point detection for non-stationary time series using Wild Binary Segmentation2017 · 63 citations
A Haar–Fisz technique for locally stationary volatility estimation2006 · 62 citations

Works

12 shown

Automatic change-point detection in time series via deep learning

Journal of the Royal Statistical Society Series B (Statistical Methodology)·2024·4 authors·Open access

42citations

Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm

Journal of Time Series Analysis·2023·2 authors·Open access

17citations

Detecting linear trend changes in data sequences

Statistical Papers·2023·2 authors·Open access

17citations

Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features

Journal of the Royal Statistical Society Series B (Statistical Methodology)·2019·2 authors·Open access

15citations

Tail-greedy bottom-up data decompositions and fast multiple change-point detection

The Annals of Statistics·2018·1 author·Open access

55citations

Multiple change-point detection for non-stationary time series using Wild Binary Segmentation

Statistica Sinica

·2017

·2 authors

·Open access

63citations

Wild binary segmentation for multiple change-point detection

London School of Economics and Political Science Research Online (London School of Economics and Political Science)·2014·1 author·Open access

17citations

Wild binary segmentation for multiple change-point detection

The Annals of Statistics·2014·1 author·Open access

721citations

Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes

Journal of the Royal Statistical Society Series B (Statistical Methodology)·2013·2 authors·Open access

67citations

Mixing properties of ARCH and time-varying ARCH processes

Bernoulli·2011·2 authors·Open access

48citations

Normalized least-squares estimation in time-varying ARCH models

The Annals of Statistics·2008·2 authors·Open access

66citations

A Haar–Fisz technique for locally stationary volatility estimation

Biometrika·2006·3 authors·Open access

62citations