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Results: 3
A haar-fisz algorithm for poisson intensity estimation
Authors:
Fryzlewicz, Piotr Nason, Guy P.
Citation:
Fryzlewicz, Piotr et P. Nason, Guy, A haar-fisz algorithm for poisson intensity estimation, Journal of computational and graphical statistics , 13(3), 2004, pp. 621-638
A haar: fisz technique for locally stationary volatility estimation
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
Normalized Least-Squares Estimation in Time-Varying Arch Models
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
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