Haeran Cho
Scholar

Haeran Cho

Google Scholar ID: qgeXS6IAAAAJ
University of Bristol
change-point detectionnonstationary time series analysishigh-dimensional data analysisenergy data modelling
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Citations & Impact
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Citations
1,273
 
H-index
16
 
i10-index
20
 
Publications
20
 
Co-authors
0
 
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Publications
6 items
Tail-robust estimation of factor-adjusted vector autoregressive models for high-dimensional time series
2025
Cited
0
Covariance scanning for adaptively optimal change point detection in high-dimensional linear models
2025
Cited
0
Moving sum procedure for multiple change point detection in large factor models
2024
Cited
0
Tail-robust factor modelling of vector and tensor time series in high dimensions
2024
Cited
5
Detection and inference of changes in high-dimensional linear regression with non-sparse structures
2024
Cited
3
Nonparametric data segmentation in multivariate time series via joint characteristic functions
Biometrika · 2023
Cited
0
Resume (English only)
Background
  • Professor of Statistical Science, with research interests in data segmentation (a.k.a. change point detection), high-dimensional statistics, factor modelling of (tensor) time series, and robust statistics.
Co-authors
0 total
Co-authors: 0 (list not available)