Citation: Spokoiny, Vladimir, Multiscale local change point detection with applications to value-at-risk, Annals of statistics , 37(3), 2009, pp. 1405-1436
Citation: Belomestny, Denis et Spokoiny, Vladimir, Spatial Aggregation of Local Likelihood Estimates with Applications to Classification, Annals of statistics , 35(5), 2007, pp. 2287-2311
Citation: Spokoiny, Vladimir et Vial, Céline, Parameter tuning in pointwise adaptation using a propagation approach, Annals of statistics , 37(5B), 2009, pp. 2783-2807