4. Mathematics
  5. Statistics Theory

Piotr Fryzlewicz

Mathematics – Statistics Theory

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Data-driven wavelet-Fisz methodology for nonparametric function estimation

Mathematics – Statistics Theory
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Mixing properties of ARCH and time-varying ARCH processes

Mathematics – Statistics Theory
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Normalized least-squares estimation in time-varying ARCH models

Mathematics – Statistics Theory
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Profile ID: LFWR-SCP-P-177118

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