The following pages link to Haeran Cho (Q309555):
Displayed 14 items.
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence (Q92617) (← links)
- Bootstrap confidence intervals for multiple change points based on moving sum procedures (Q92618) (← links)
- Change-point detection in panel data via double CUSUM statistic (Q150198) (← links)
- Multiscale interpretation of taut string estimation and its connection to unbalanced Haar wavelets (Q638002) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Consistent estimation of high-dimensional factor models when the factor number is over-estimated (Q2192324) (← links)
- (Q2864557) (← links)
- Multiscale and multilevel technique for consistent segmentation of nonstationary time series (Q3223864) (← links)
- High Dimensional Variable Selection via Tilting (Q4632676) (← links)
- Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach (Q4916922) (← links)
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation (Q5378126) (← links)
- Discussion of `Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection' (Q5970809) (← links)
- Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm (Q6128257) (← links)
- Robust multiscale estimation of time-average variance for time series segmentation (Q6166922) (← links)