Dr Haeran Cho
BSc, PhD
Expertise
Research interests include data segmentation (a.k.a. change point analysis), time series analysis and high dimensional statistics.
Current positions
Associate Professor in Statistics
School of Mathematics
Contact
Press and media
Many of our academics speak to the media as experts in their field of research. If you are a journalist, please contact the University’s Media and PR Team:
Projects and supervisions
Research projects
Quantile factor modelling for high-dimensional time series
Principal Investigator
Description
Time series data (observations indexed by time or other meaningful orderings) are encountered in many areas such as finance, economics, medicine, engineering, natural and social sciences. A recent challenge which…Managing organisational unit
Dates
22/01/2019 to 08/07/2019
Quantile factor modelling for high-dimensional time series
Principal Investigator
Description
Time series data (observations indexed by time or other meaningful orderings) are encountered in many areas such as finance, economics, medicine, engineering, natural and social sciences. A recent challenge which…Managing organisational unit
Dates
03/01/2019 to 31/07/2019
Change-point detection for high-dimensional time series with nonstationarities
Principal Investigator
Managing organisational unit
School of MathematicsDates
25/06/2016 to 24/12/2017
Thesis supervisions
Publications
Recent publications
01/04/2024Data segmentation algorithms
Econometrics and Statistics
High-dimensional data segmentation in regression settings permitting heavy tails and temporal dependence
Electronic Journal of Statistics
Moving sum procedure for change point detection under piecewise linearity
Technometrics
Detection and inference of changes in high-dimensional linear regression with non-sparse structures
Detection and inference of changes in high-dimensional linear regression with non-sparse structures
Estimation and Inference for Change Points in Functional Regression Time Series
Estimation and Inference for Change Points in Functional Regression Time Series