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P. Fryzlewicz · SciRah

Researcher profile · Semantic Scholar

P. Fryzlewicz

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P. Fryzlewicz — researcher profile on SciRah

h-index: 27
Works: 100
Citations: 3,739

Most-cited papers

Wild binary segmentation for multiple change-point detection
P. Fryzlewicz
2014787 citations Open access
Semantic Scholar
Multiple‐change‐point detection for high dimensional time series via sparsified binary segmentation
Haeran Cho, P. Fryzlewicz
2015408 citations Open access
Semantic Scholar
Narrowest‐over‐threshold detection of multiple change points and change‐point‐like features
R. Baranowski, Yining Chen, P. Fryzlewicz
2016Journal of The Royal Statistical Society Series B-statistical Methodology184 citations Open access
Semantic Scholar
A Haar-Fisz Algorithm for Poisson Intensity Estimation
P. Fryzlewicz, G. Nason
2004175 citations Open access
Semantic Scholar
Random Rotation Ensembles
R. Blaser, P. Fryzlewicz
2016Journal of machine learning research140 citations
Semantic Scholar
Forecasting non-stationary time series by wavelet process modelling
P. Fryzlewicz, S. Van Bellegem, R. von Sachs
2003135 citations Open access
Semantic Scholar
Simultaneous multiple change-point and factor analysis for high-dimensional time series
M. Barigozzi, Haeran Cho, P. Fryzlewicz
2016Journal of Econometrics111 citations Open access
Semantic Scholar
Multiscale and multilevel technique for consistent segmentation of nonstationary time series
Haeran Cho, P. Fryzlewicz
201698 citations Open access
Semantic Scholar
High dimensional variable selection via tilting
Haeran Cho, P. Fryzlewicz
201297 citations Open access
Semantic Scholar
Multiple‐change‐point detection for auto‐regressive conditional heteroscedastic processes
P. Fryzlewicz, S. Rao
201487 citations Open access
Semantic Scholar
A Haar-Fisz technique for locally stationary volatility estimation
P. Fryzlewicz, T. Sapatinas, S. Rao
200684 citations Open access
Semantic Scholar
Unbalanced Haar Technique for Nonparametric Function Estimation
P. Fryzlewicz
200778 citations Open access
Semantic Scholar
MULTIPLE CHANGE-POINT DETECTION FOR NON-STATIONARY TIME SERIES USING WILD BINARY SEGMENTATION
Karolos K. Korkas, P. Fryzlewicz
201776 citations Open access
Semantic Scholar
Normalized least-squares estimation in time-varying ARCH models
P. Fryzlewicz, T. Sapatinas, S. Rao
200873 citations Open access
Semantic Scholar
Haar–Fisz estimation of evolutionary wavelet spectra
P. Fryzlewicz, G. Nason
200673 citations Open access
Semantic Scholar
Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection
P. Fryzlewicz
2018Journal of the Korean Statistical Society71 citations Open access
Semantic Scholar
Detecting multiple generalized change-points by isolating single ones
Andreas Anastasiou, P. Fryzlewicz
2019Metrika (Heidelberg)67 citations Open access
Semantic Scholar
Tail-greedy bottom-up data decompositions and fast multiple change-point detection
P. Fryzlewicz
2018Annals of Statistics62 citations Open access
Semantic Scholar
Automatic Change-Point Detection in Time Series via Deep Learning
Jie Li, P. Fearnhead, P. Fryzlewicz, Teng Wang
2022Journal of The Royal Statistical Society Series B-statistical Methodology56 citations Open access
Semantic Scholar
Estimating linear dependence between nonstationary time series using the locally stationary wavelet model
Jean Sanderson, P. Fryzlewicz, Matthew W. Jones
201056 citations Open access
Semantic Scholar
A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929
Olga Christodoulaki, Haeran Cho, P. Fryzlewicz
201255 citations Open access
Semantic Scholar
The Dantzig Selector in Cox's Proportional Hazards Model
A. Antoniadis, P. Fryzlewicz, Frédérique Letué
200955 citations Open access
Semantic Scholar
Mixing properties of ARCH and time-varying ARCH processes
P. Fryzlewicz, S. Rao
201154 citations Open access
Semantic Scholar
Consistent Classification of Nonstationary Time Series Using Stochastic Wavelet Representations
P. Fryzlewicz, H. Ombao
200947 citations Open access
Semantic Scholar
Modelling and forecasting financial log-returns as locally stationary wavelet processes
P. Fryzlewicz
200544 citations
Semantic Scholar
Narrowest Significance Pursuit: Inference for Multiple Change-Points in Linear Models
P. Fryzlewicz
2020Journal of the American Statistical Association32 citations Open access
Semantic Scholar
GOES‐8 X‐ray sensor variance stabilization using the multiscale data‐driven Haar–Fisz transform
P. Fryzlewicz, V. Delouille, G. Nason
200731 citations Open access
Semantic Scholar
Wavelet methods
P. Fryzlewicz
201025 citations
Semantic Scholar
Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets
Haeran Cho, P. Fryzlewicz
2011Statistics and computing24 citations Open access
Semantic Scholar
Wavelet techniques for time series and poisson data
P. Fryzlewicz
200423 citations
Semantic Scholar
Cross-covariance isolate detect: a new change-point method for estimating dynamic functional connectivity
Andreas Anastasiou, Ivor Cribben, P. Fryzlewicz
2020bioRxiv22 citations Open access
Semantic Scholar
Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm
Haeran Cho, P. Fryzlewicz
2020Journal of Time Series Analysis22 citations Open access
Semantic Scholar
Relative Liquidity and Future Volatility
Marcela Valenzuela, Ilknur Zer, P. Fryzlewicz, Thorsten Rheinländer
201422 citations Open access
Semantic Scholar
Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery
P. Fryzlewicz, A. Schröder
201322 citations Open access
Semantic Scholar
Thick pen transformation for time series
P. Fryzlewicz, Hee‐Seok Oh
201122 citations Open access
Semantic Scholar
Detection of Multiple Structural Breaks in Large Covariance Matrices
Yu-Ning Li, De-Gui Li, P. Fryzlewicz
2022Journal of Business & Economic Statistics20 citations Open access
Semantic Scholar
Detecting linear trend changes in data sequences
Hyeyoung Maeng, P. Fryzlewicz
2019Statistical Papers20 citations Open access
Semantic Scholar
Data-driven wavelet-Fisz methodology for nonparametric function estimation
P. Fryzlewicz
200720 citations Open access
Semantic Scholar
Predictive, finite-sample model choice for time series under stationarity and non-stationarity
Tobias Kley, Philip Preuss, P. Fryzlewicz
2016Electronic Journal of Statistics19 citations Open access
Semantic Scholar
Testing stationarity and change point detection in reinforcement learning
Mengbing Li, Cheng-Chun Shi, Zhanghua Wu, P. Fryzlewicz
2022Annals of Statistics18 citations Open access
Semantic Scholar
BIVARIATE HARD THRESHOLDING IN WAVELET FUNCTION ESTIMATION
P. Fryzlewicz
200717 citations
Semantic Scholar
Ranking-Based Variable Selection for high-dimensional data
R. Baranowski, Yining Chen, P. Fryzlewicz
2020Statistica sinica15 citations Open access
Semantic Scholar
A wavelet‐Fisz approach to spectrum estimation
P. Fryzlewicz, Guy P. Nason, R. von Sachs
200815 citations Open access
Semantic Scholar
Robust Narrowest Significance Pursuit: Inference for Multiple Change-Points in the Median
P. Fryzlewicz
2021Journal of Business & Economic Statistics12 citations Open access
Semantic Scholar
High-dimensional volatility matrix estimation via wavelets and thresholding
P. Fryzlewicz
201312 citations
Semantic Scholar
Measuring dependence between non-stationary time series using the locally stationary wavelet model
Jean Sanderson, P. Fryzlewicz, Matthew Jones
200812 citations
Semantic Scholar
SHAH: SHape-Adaptive Haar Wavelets for Image Processing
P. Fryzlewicz, C. Timmermans
201611 citations Open access
Semantic Scholar
Parametric modelling of thresholds across scales in wavelet regression
A. Antoniadis, P. Fryzlewicz
200611 citations Open access
Semantic Scholar
Multiple change point detection under serial dependence: Wild energy maximisation and gappy Schwarz criterion.
Haeran Cho, P. Fryzlewicz
202010 citations
Semantic Scholar
NOVELIST estimator of large correlation and covariance matrices and their inverses
Na Huang, P. Fryzlewicz
2018Test (Madrid)10 citations Open access
Semantic Scholar

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