Haeran Cho
Titel
Zitiert von
Zitiert von
Jahr
Corrections on “Multiple change-point detection for high-dimensional time series via Sparsified Binary Segmentation”
H Cho, P Fryzlewicz
159*2015
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
1592015
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
772013
High dimensional variable selection via tilting
H Cho, P Fryzlewicz
Journal of the Royal Statistical Society: Series B 74 (3), 593-622, 2012
722012
Multiscale and multilevel technique for consistent segmentation of nonstationary time series
H Cho, P Fryzlewicz
Statistica Sinica 22 (1), 207-229, 2012
552012
Change-point detection in panel data via double CUSUM statistic
H Cho
Electronic Journal of Statistics 10, 2000-2038, 2016
472016
Simultaneous multiple change-point and factor analysis for high-dimensional time series
M Barigozzi, H Cho, P Fryzlewicz
The Journal of Econometrics, 2018
312018
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
222012
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
192011
Link prediction for interdisciplinary collaboration via co-authorship network
H Cho, Y Yu
Social Network Analysis and Mining 8 (1), 25, 2018
102018
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
72014
A test for second-order stationarity of time series based on unsystematic subsamples
H Cho
Stat 5 (1), 262-277, 2016
62016
Multiscale detection of breakpoints in piecewise stationary autoregressive models
H Cho, P Fryzlewicz
IASC2008, Yokohama, Japan, 2008
3*2008
Consistent estimation of high-dimensional factor models when the factor number is over-estimated
M Barigozzi, H Cho
arXiv preprint arXiv:1811.00306, 2018
22018
unsystation: Stationarity Test Based on Unsystematic Sub-Sampling
H Cho
22016
factorcpt: Simultaneous change-point and factor analysis
H Cho, P Fryzlewicz, M Barigozzi
12016
Localised pruning for data segmentation based on multiscale change point procedures
H Cho, C Kirch
arXiv preprint arXiv:1910.12486, 2019
2019
mosum: A package for moving sums in change point analysis
H Cho, C Kirch, A Meier
2018
hdbinseg: Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation
H Cho, P Fryzlewicz
2018
mosum: Moving Sum Based Procedures for Changes in the Mean
H Cho, C Kirch, A Meier
2018
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