Haeran Cho
University of Bristol
H-index: 14
Europe-United Kingdom
Top articles of Haeran Cho
Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm
arXiv preprint ArXiv:2011.13884
2021/3/10
Haeran Cho
H-Index: 10
Detection and inference of changes in high-dimensional linear regression with non-sparse structures
arXiv preprint arXiv:2402.06915
2024/2/10
Haeran Cho
H-Index: 10
Housen Li
H-Index: 8
FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series
Journal of Business & Economic Statistics
2023/10/3
Matteo Barigozzi
H-Index: 16
Haeran Cho
H-Index: 10
High-dimensional time series segmentation via factor-adjusted vector autoregressive modeling
Journal of the American Statistical Association
2023/9/22
Nonparametric data segmentation in multivariate time series via joint characteristic functions
arXiv preprint arXiv:2305.07581
2023/5/12
Haeran Cho
H-Index: 10
Robust multiscale estimation of time-average variance for time series segmentation
Computational Statistics & Data Analysis
2023/3/1
Haeran Cho
H-Index: 10
fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling
arXiv preprint arXiv:2301.11675
2023/1/27
Haeran Cho
H-Index: 10
Matteo Barigozzi
H-Index: 16
Bootstrap confidence intervals for multiple change points based on moving sum procedures
Computational Statistics & Data Analysis
2022/11/1
Haeran Cho
H-Index: 10
Claudia Kirch
H-Index: 16
High-dimensional data segmentation in regression settings permitting heavy tails and temporal dependence
arXiv preprint arXiv:2209.08892
2022/9/19
Haeran Cho
H-Index: 10
Capturing usage patterns in bike sharing system via multilayer network fused Lasso
arXiv preprint arXiv:2208.08150
2022/8/17
Yunjin Choi
H-Index: 3
Haeran Cho
H-Index: 10
Capturing network and dynamic effects in bike sharing system via fused Lasso
2022/8/17
Yunjin Choi
H-Index: 3
Haeran Cho
H-Index: 10
High-dimensional GARCH process segmentation with an application to Value-at-Risk
Econometrics and Statistics
2022/7/1
Haeran Cho
H-Index: 10
mosum: A package for moving sums in change point analysis
Journal of Statistical Software
2021/3/19
Claudia Kirch
H-Index: 16
Haeran Cho
H-Index: 10
Data segmentation algorithms: Univariate mean change and beyond
Econometrics and Statistics
2021/11/2
Haeran Cho
H-Index: 10
Claudia Kirch
H-Index: 16
Discussion of ‘Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection’
Journal of the Korean Statistical Society
2020/12
Haeran Cho
H-Index: 10
Claudia Kirch
H-Index: 16
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
Annals of the Institute of Statistical Mathematics
2022/8/1
Haeran Cho
H-Index: 10
Claudia Kirch
H-Index: 16
Consistent estimation of high-dimensional factor models when the factor number is over-estimated
2020/1/1
Matteo Barigozzi
H-Index: 16
Haeran Cho
H-Index: 10
Co-Authors
