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
Senior Lecturer
School of Mathematics
Contact
Media contact
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Positions
University of Bristol positions
Senior Lecturer
School of Mathematics
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
03/01/2019 to 31/07/2019
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
22/01/2019 to 08/07/2019
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
Publications
Recent publications
31/08/2020Consistent estimation of high-dimensional factor models when the factor number is over-estimated
Electronic Journal of Statistics
Discussion of 'Detecting possibly frequent change-points: Wild Binary Segmentation 2 and steepest-drop model selection'
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
mosum
Journal of Statistical Software