Haeran Cho

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Moving Sum Procedure for Change Point Detection under Piecewise Linearity	2024-11-13	Paper
High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling	2024-11-01	Paper
FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series	2024-10-28	Paper
High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity	2024-09-03	Paper
A test for second-order stationarity of time series based on unsystematic sub-samples	2024-05-14	Paper
Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm	2024-04-15	Paper
Robust multiscale estimation of time-average variance for time series segmentation	2023-07-07	Paper
Bootstrap confidence intervals for multiple change points based on moving sum procedures	2022-11-01	Paper
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence	2022-10-25	Paper
Bootstrap confidence intervals for multiple change points based on moving sum procedures	2022-09-14	Paper
Discussion of `Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection'	2022-04-27	Paper
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence	2021-09-25	Paper
Consistent estimation of high-dimensional factor models when the factor number is over-estimated	2020-08-17	Paper
Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation	2019-06-12	Paper
High Dimensional Variable Selection via Tilting	2019-04-30	Paper
Simultaneous multiple change-point and factor analysis for high-dimensional time series	2018-08-29	Paper
Change-point detection in panel data via double CUSUM statistic	2016-09-07	Paper
Change-point detection in panel data via double CUSUM statistic	2016-01-01	Paper
Errata on ``Multiscale and multilevel technique for consistent segmentation of nonstationary time series	2013-11-25	Paper
Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach	2013-04-26	Paper
Multiscale and multilevel technique for consistent segmentation of nonstationary time series	2012-03-08	Paper
Multiscale interpretation of taut string estimation and its connection to unbalanced Haar wavelets	2011-09-08	Paper

Research outcomes over time

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