4 citations · 4 across the 1 of their papers we have counts for
2 papers
stat.ME2024★ 4 cited
Multiscale Autoregression on Adaptively Detected Timescales
Rafal Baranowski, Yining Chen, Piotr Fryzlewicz
We propose a multiscale approach to time series autoregression, in which linear regressors for the process in question include features of its own path that live on multiple timesc…
stat.ME2016
Narrowest-Over-Threshold Detection of Multiple Change-points and Change-point-like Features
Rafal Baranowski, Yining Chen, Piotr Fryzlewicz
We propose a new, generic and flexible methodology for nonparametric function estimation, in which we first estimate the number and locations of any features that may be present in…