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Authors: Fryzlewicz, Piotr Sapatinas, Theofanis Rao, Suhasini Subba

Citation: Fryzlewicz, Piotr et al., A haar: fisz technique for locally stationary volatility estimation, Biometrika , 93(3), 2006, pp. 687-704

Authors: Fryzlewicz, Piotr Sapatinas, Theofanis Subba Rao, Suhasini

Citation: Fryzlewicz, Piotr et al., Normalized Least-Squares Estimation in Time-Varying Arch Models, Annals of statistics , 36(2), 2008, pp. 742-786