Παρακολούθηση
Haeran Cho
Haeran Cho
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα bristol.ac.uk - Αρχική σελίδα
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Παρατίθεται από
Παρατίθεται από
Έτος
Multiple change-point detection for high-dimensional time series via Sparsified Binary Segmentation
H Cho, P Fryzlewicz
Journal of the Royal Statistical Society: Series B 77 (2), 475-507, 2015
3912015
Change-point detection in panel data via double CUSUM statistic
H Cho
Electronic Journal of Statistics 10, 2000-2038, 2016
1552016
Modeling and forecasting daily electricity load curves: a hybrid approach
H Cho, Y Goude, X Brossat, Q Yao
Journal of the American Statistical Association 108 (501), 7-21, 2013
1452013
Simultaneous multiple change-point and factor analysis for high-dimensional time series
M Barigozzi, H Cho, P Fryzlewicz
The Journal of Econometrics, 2018
1172018
High dimensional variable selection via tilting
H Cho, P Fryzlewicz
Journal of the Royal Statistical Society: Series B 74 (3), 593-622, 2012
1012012
Multiscale and multilevel technique for consistent segmentation of nonstationary time series
H Cho, P Fryzlewicz
Statistica Sinica 22 (1), 207-229, 2012
1002012
mosum: A package for moving sums in change point analysis
A Meier, C Kirch, H Cho
Journal of Statistical Software 97 (8), 1-42, 2021
452021
Link prediction for interdisciplinary collaboration via co-authorship network
H Cho, Y Yu
Social Network Analysis and Mining 8, 1-12, 2018
452018
Data segmentation algorithms: Univariate mean change and beyond
H Cho, C Kirch
Econometrics and Statistics, 2021
382021
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
H Cho, C Kirch
arXiv preprint arXiv:1910.12486, 2020
36*2020
A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929
O Christodoulaki, H Cho, P Fryzlewicz
European Review of Economic History 16 (4), 550-571, 2012
292012
Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets
H Cho, P Fryzlewicz
Statistics and computing 21, 671-681, 2011
252011
Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm
H Cho, P Fryzlewicz
Journal of Time Series Analysis 45 (3), 479-494, 2024
192024
Consistent estimation of high-dimensional factor models when the factor number is over-estimated
M Barigozzi, H Cho
192020
Modelling and forecasting daily electricity load via curve linear regression
H Cho, Y Goude, X Brossat, Q Yao
Modeling and Stochastic Learning for Forecasting in High Dimension, Lecture …, 2014
172014
FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series
M Barigozzi, H Cho, D Owens
Journal of Business & Economic Statistics 42 (3), 890-902, 2024
142024
Bootstrap confidence intervals for multiple change points based on moving sum procedures
H Cho, C Kirch
Computational Statistics & Data Analysis 175, 107552, 2022
132022
Breakfast: methods for fast multiple change-point detection and estimation
A Anastasiou, Y Chen, H Cho, P Fryzlewicz
R package version 2 (1), 2020
132020
High-dimensional time series segmentation via factor-adjusted vector autoregressive modeling
H Cho, H Maeng, IA Eckley, P Fearnhead
Journal of the American Statistical Association, 1-13, 2023
122023
mosum: Moving sum based procedures for changes in the mean
A Meier, H Cho, C Kirch
R package version 1 (2), 5, 2021
122021
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