| MULTIPLE CHANGE-POINT DETECTION FOR NON-STATIONARY TIME SERIES USING WILD BINARY SEGMENTATION KK Korkas, P Fryzlewicz Statistica Sinica, 2017, 2014 | 75 | 2014 |
| High-dimensional GARCH process segmentation with an application to Value-at-Risk H Cho, K Korkas Econometrics and Statistics, 2017 | 8* | 2017 |
| Ensemble binary segmentation for irregularly spaced data with change-points KK Korkas Journal of the Korean Statistical Society 51 (1), 65-86, 2022 | 3 | 2022 |
| wbsts: Multiple Change-Point Detection for Nonstationary Time Series K Korkas, P Fryzlewicz https://cran.r-project.org/web/packages/wbsts/wbsts.pdf, 2018 | 3 | 2018 |
| Asset Pricing with Dynamic CAPM: An Application to 49 US Industry Portfolios KK Korkas Available at SSRN 1733082, 2010 | 2 | 2010 |
| segMGarch: Multiple Change-Point Detection for High-Dimensional GARCH Processes K Korkas, H Cho cran.r-project.org, 2018 | | 2018 |
| Randomised and L1-penalty approaches to segmentation in time series and regression models KK Korkas London School of Economics, 2014 | | 2014 |
| Adaptive estimation for locally stationary autoregressions KK Korkas, P Fryzlewicz | | 2011 |
| Statistica Sinica Preprint No: SS-2015-0262R2 P Fryzlewicz | | |
| 3 rd International Conference on Accounting and Finance August 26–27, 2010, Skiathos Island, Greece IT LAZARIDIS | | |
| Supplementary material: MULTIPLE CHANGE-POINT DETECTION FOR NON-STATIONARY TIME SERIES USING WILD BINARY SEGMENTATION KK Korkas, P Fryzlewicz | | |
Piotr FryzlewiczProfessor of Statistics, London School of EconomicsDirección de correo verificada de lse.ac.uk
