Items where Author is "Cho, Haeran"

Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2023) Multiple change point detection under serial dependence: wild contrast maximisation and gappy Schwarz algorithm. Journal of Time Series Analysis. ISSN 0143-9782

Barigozzi, Matteo, Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2018) Simultaneous multiple change-point and factor analysis for high-dimensional time series. Journal of Econometrics, 206 (1). pp. 187-225. ISSN 0304-4076

Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2015) Multiple-change-point detection for high dimensional time series via sparsified binary segmentation. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 77 (2). 475 - 507. ISSN 1369-7412

Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2013) Errata on 'Multiscale and multilevel technique for consistent segmentation of nonstationary time series', Statistica Sinica (2012), vol. 22, no. 1, pp. 207-229. Statistical Science, 23 (4). p. 1793. ISSN 0883-4237

Cho, Haeran, Goude, Yannig, Brossat, Xavier and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2013) Modeling and forecasting daily electricity load curves: a hybrid approach. Journal of the American Statistical Association, 108 (501). pp. 7-21. ISSN 0162-1459

Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2012) High dimensional variable selection via tilting. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 74 (3). pp. 593-622. ISSN 1369-7412

Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2012) Multiscale and multilevel technique for consistent segmentation of nonstationary time series. Statistica Sinica, 22 (1). pp. 207-229. ISSN 1017-0405

Christodoulaki, Olga, Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2011) A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929. GreeSE (50). Hellenic Observatory, London School of Economics and Political Science, London, UK.

Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2011) Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets. Statistics and Computing, 21. pp. 671-681. ISSN 0960-3174

Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2008) Multiscale breakpoint detection in piecewise stationary AR models. In: IASC2008, 2008-12-05 - 2008-12-08, Yokohama, Japan, JPN. (Submitted)