Items where Author is "Cho, Haeran"
Number of items: 10.
Multiple change point detection under serial dependence:wild contrast maximisation and gappy Schwarz algorithm. (2024)
Cho, Haeran; Fryzlewicz, Piotr
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Errata on 'Multiscale and multilevel technique for consistent segmentation of nonstationary time series', Statistica Sinica (2012), vol. 22, no. 1, pp. 207-229.
Cho, Haeran; Fryzlewicz, Piotr
High dimensional variable selection via tilting.
Cho, Haeran; Fryzlewicz, Piotr
Modeling and forecasting daily electricity load curves: a hybrid approach.
Cho, Haeran; Goude, Yannig; Brossat, Xavier; Yao, Qiwei
Multiple-change-point detection for high dimensional time series via sparsified binary segmentation.
Cho, Haeran; Fryzlewicz, Piotr
Multiscale and multilevel technique for consistent segmentation of nonstationary time series.
Cho, Haeran; Fryzlewicz, Piotr
Multiscale breakpoint detection in piecewise stationary AR models.
Cho, Haeran; Fryzlewicz, Piotr
Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets.
Cho, Haeran; Fryzlewicz, Piotr
Simultaneous multiple change-point and factor analysis for high-dimensional time series.
Barigozzi, Matteo; Cho, Haeran; Fryzlewicz, Piotr
A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929.
Christodoulaki, Olga; Cho, Haeran; Fryzlewicz, Piotr