Anna Louise Schröder
PhD student in the Department of Statistics
Supervised by Prof. Piotr Fryzlewicz
Office: TW1, Room 11.01
Non-stationary time series
Multi-scale correlation estimation
Change-point detection in mean and variance
Change-point detection in time-varying spectra
Statistical analysis in finance
Applications in neuroscience
Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery, with Piotr Fryzlewicz. Statistics and Its Interface, 6, 449-461.
ST429: Probabilistic and Statistical Methods in Risk Management of Hao Xing. Lent term 2013/2014.
[Last modified: December 2014 by A. L. Schröder]
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© London School of Economics and Political Science 2014