Haeran Cho
Cited by
Cited by
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
Change-point detection in panel data via double CUSUM statistic
H Cho
Electronic Journal of Statistics 10, 2000-2038, 2016
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
Simultaneous multiple change-point and factor analysis for high-dimensional time series
M Barigozzi, H Cho, P Fryzlewicz
The Journal of Econometrics, 2018
High dimensional variable selection via tilting
H Cho, P Fryzlewicz
Journal of the Royal Statistical Society: Series B 74 (3), 593-622, 2012
Multiscale and multilevel technique for consistent segmentation of nonstationary time series
H Cho, P Fryzlewicz
Statistica Sinica 22 (1), 207-229, 2012
Link prediction for interdisciplinary collaboration via co-authorship network
H Cho, Y Yu
Social Network Analysis and Mining 8, 1-12, 2018
mosum: A package for moving sums in change-point analysis
A Meier, C Kirch, H Cho
Journal of Statistical Software 97, 1-42, 2021
Data segmentation algorithms: Univariate mean change and beyond
H Cho, C Kirch
Econometrics and Statistics, 2021
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
H Cho, C Kirch
arXiv preprint arXiv:1910.12486, 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
Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets
H Cho, P Fryzlewicz
Statistics and computing 21, 671-681, 2011
Consistent estimation of high-dimensional factor models when the factor number is over-estimated
M Barigozzi, H Cho
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
Multiple change point detection under serial dependence: Wild energy maximisation and gappy Schwarz criterion
H Cho, P Fryzlewicz
arXiv preprint ArXiv:2011.13884, 1-55, 2021
breakfast: Methods for Fast Multiple Change-Point Detection and Estimation
A Anastasiou, Y Chen, H Cho, P Fryzlewicz
R package version 2, 2020
FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series
M Barigozzi, H Cho, D Owens
Journal of Business & Economic Statistics, 1-13, 2023
mosum: Moving sum based procedures for changes in the mean
A Meier, H Cho, C Kirch
R package version 1 (2), 5, 2021
A test for second-order stationarity of time series based on unsystematic subsamples
H Cho
Stat 5 (1), 262-277, 2016
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
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