Haeran Cho
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Позовавания
Година
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
2692015
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
1072013
Change-point detection in panel data via double CUSUM statistic
H Cho
Electronic Journal of Statistics 10, 2000-2038, 2016
1062016
High dimensional variable selection via tilting
H Cho, P Fryzlewicz
Journal of the Royal Statistical Society: Series B 74 (3), 593-622, 2012
902012
Multiscale and multilevel technique for consistent segmentation of nonstationary time series
H Cho, P Fryzlewicz
Statistica Sinica 22 (1), 207-229, 2012
802012
Simultaneous multiple change-point and factor analysis for high-dimensional time series
M Barigozzi, H Cho, P Fryzlewicz
The Journal of Econometrics, 2018
642018
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
232012
Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets
H Cho, P Fryzlewicz
Statistics and computing 21 (4), 671-681, 2011
232011
Link prediction for interdisciplinary collaboration via co-authorship network
H Cho, Y Yu
Social Network Analysis and Mining 8 (1), 1-12, 2018
202018
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
H Cho, C Kirch
arXiv preprint arXiv:1910.12486, 2020
14*2020
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
132014
Data segmentation algorithms: Univariate mean change and beyond
H Cho, C Kirchs
Econometrics and Statistics, 2021
102021
mosum: Moving sum based procedures for changes in the mean
A Meier, H Cho, C Kirch
R package version 1 (3), 2019
102019
mosum: A package for moving sums in change-point analysis
A Meier, C Kirch, H Cho
Journal of Statistical Software 97 (1), 1-42, 2021
92021
A test for second-order stationarity of time series based on unsystematic subsamples
H Cho
Stat 5 (1), 262-277, 2016
92016
Consistent estimation of high-dimensional factor models when the factor number is over-estimated
M Barigozzi, H Cho
Electronic Journal of Statistics 14 (2), 2892-2921, 2020
72020
mosum: A package for moving sums in change point analysis
H Cho, C Kirch, A Meier
Journal of Statistical Software, 2019
32019
unsystation: Stationarity Test Based on Unsystematic Sub-Sampling
H Cho
32016
Multiscale detection of breakpoints in piecewise stationary autoregressive models
H Cho, P Fryzlewicz
IASC2008, Yokohama, Japan, 2008
3*2008
High-dimensional GARCH process segmentation with an application to Value-at-Risk
H Cho, KK Korkas
Econometrics and Statistics, 2021
22021
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