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Piotr Fryźlewicz

Observed names: Fryzlewicz, Piotr, Fryźlewicz, Piotr, P Fryzlewicz, P. Fryzlewicz, PIOTR FRYZLEWICZ, Piotr Fryzlewicz
Observed institutions: University of London, Federal Reserve, Brown University, Federal Reserve Board of Governors, University of Bristol, Imperial College London, Ruhr University Bochum, London School of Economics and Political Science, Texas A&M University
ORCID: 0000-0002-9676-902X
Observed ORCID: 0000-0002-9676-902X
OpenAlex ID: A5000478383
Wild binary segmentation for multiple change-point detection
2014 · Piotr Fryzlewicz · The Annals of Statistics · 723
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Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
2014 · Haeran Cho, Piotr Fryzlewicz · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 263
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Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
2019 · Rafal Baranowski, Yining Chen, et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 145
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A Haar-Fisz Algorithm for Poisson Intensity Estimation
2004 · Piotr Fryzlewicz, Guy P Nason · Journal of Computational and Graphical Statistics · 144
Forecasting non-stationary time series by wavelet process modelling
2003 · Piotr Fryzlewicz, Sébastien Van Bellegem, et al. · Annals of the Institute of Statistical Mathematics · 111
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Simultaneous multiple change-point and factor analysis for high-dimensional time series
2018 · Matteo Barigozzi, Haeran Cho, et al. · Journal of Econometrics · 100
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Random rotation ensembles
2016 · Rico Blaser, Piotr Fryźlewicz · London School of Economics and Political Science Research Online (London School of Economics and Political Science) · 90
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High Dimensional Variable Selection via Tilting
2012 · Haeran Cho, Piotr Fryzlewicz · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 79
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The Dantzig Selector in Cox's Proportional Hazards Model
2010 · ANESTIS ANTONIADIS, PIOTR FRYZLEWICZ, et al. · Scandinavian Journal of Statistics · 79
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Multiscale and multilevel technique for consistent segmentation of nonstationary time series
2011 · Haeran Cho, Piotr Fryzlewicz · Statistica Sinica · 78
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Unbalanced Haar Technique for Nonparametric Function Estimation
2007 · Piotr Fryzlewicz · Journal of the American Statistical Association · 72
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Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes
2013 · P. Fryzlewicz, S. Subba Rao · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 66
Normalized least-squares estimation in time-varying ARCH models
2008 · Piotr Fryzlewicz, Theofanis Sapatinas, et al. · The Annals of Statistics · 64
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Multiple change-point detection for non-stationary time series using Wild Binary Segmentation
2017 · Karolos Korkas, Piotr Fryzlewicz · Statistica Sinica · 63
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A Haar–Fisz technique for locally stationary volatility estimation
2006 · Piotr Fryzlewicz, Theofanis Sapatinas, et al. · Biometrika · 61
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Haar–Fisz Estimation of Evolutionary Wavelet Spectra
2006 · Piotr Fryzlewicz, Guy P. Nason · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 61
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Estimating linear dependence between nonstationary time series using the locally stationary wavelet model
2010 · J. Sanderson, P. Fryzlewicz, et al. · Biometrika · 54
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Tail-greedy bottom-up data decompositions and fast multiple change-point detection
2018 · Piotr Fryzlewicz · The Annals of Statistics · 53
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Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection
2020 · Piotr Fryzlewicz · Journal of the Korean Statistical Society · 52
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Mixing properties of ARCH and time-varying ARCH processes
2011 · Piotr Fryzlewicz, Suhasini Subba Rao · Bernoulli · 48
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Variance stabilization and normalization for one-color microarray data using a data-driven multiscale approach
2006 · E. S. Motakis, G. P. Nason, et al. · Bioinformatics · 44
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Automatic change-point detection in time series via deep learning
2024 · Jie Li, Paul Fearnhead, et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 43
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Consistent Classification of Nonstationary Time Series Using Stochastic Wavelet Representations
2009 · Piotr Fryzlewicz, Hernando Ombao · Journal of the American Statistical Association · 41
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Modelling and forecasting financial log-returns as locally stationary wavelet processes
2005 · Piotr Fryźlewicz · Explore Bristol Research · 26
GOES-8 X-Ray Sensor Variance Stabilization Using the Multiscale Data-Driven Haar–Fisz Transform
2007 · Piotr Fryzlewicz, Véronique Delouille, et al. · Journal of the Royal Statistical Society Series C (Applied Statistics) · 25
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Works count: 144
Citation count: 3,023
H-index: 25
I10-index: 44
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