Education

MSci Mathematics

Wroclaw University of Technology - Poland (2000)

PhD Statistics

University of Bristol - UK (2003)

Publications

A Haar-Fisz technique for locally stationary volatility estimation (2006)
Piotr Fryzlewicz, Theofanis Sapatinas, Suhasini Subba Rao
Biometrika vol: 93 , Pages: 687 - 704
URL provided by the author

Forecasting non-stationary time series by wavelet process modelling (2003)
Piotr Fryzlewicz, Sebastien Van Bellegem, Rainer von Sachs
Annals of the Institute of Statistical Mathematics vol: 55 , Pages: 737 - 764
URL provided by the author

Full list of publications

Research Interests

Wavelets and multiscale modelling, nonparametric function estimation, time series, statistics in finance, statistics in neuroscience, bioinformatics.

Research Themes

• Multiscale Methods
• Nonparametric Regression
• Time Series