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Haeran Cho

Change-point detection in panel data via double CUSUM statistic
2016 · Haeran Cho · Electronic Journal of Statistics · 140
Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach
2012 · Haeran Cho, Yannig Goude, et al. · Journal of the American Statistical Association · 107
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Simultaneous multiple change-point and factor analysis for high-dimensional time series
2018 · Matteo Barigozzi, Haeran Cho, et al. · Journal of Econometrics · 99
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High Dimensional Variable Selection via Tilting
2012 · Haeran Cho, Piotr Fryzlewicz · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 79
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Link prediction for interdisciplinary collaboration via co-authorship network
2018 · Haeran Cho, Yi Yu · Social Network Analysis and Mining · 52
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Data segmentation algorithms: Univariate mean change and beyond
2021 · Haeran Cho, Claudia Kirch · Econometrics and Statistics · 51
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mosum: A Package for Moving Sums in Change-Point Analysis
2021 · Alexander Meier, Claudia Kirch, et al. · Journal of Statistical Software · 36
FNETS: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
2023 · Matteo Barigozzi, Haeran Cho, et al. · Journal of Business and Economic Statistics · 30
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Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets
2010 · Haeran Cho, Piotr Fryzlewicz · Statistics and Computing · 23
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A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929
2012 · Olga Christodoulaki, Haeran Cho, et al. · European Review of Economic History · 18
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Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm
2023 · Haeran Cho, Piotr Fryzlewicz · Journal of Time Series Analysis · 17
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Bootstrap confidence intervals for multiple change points based on moving sum procedures
2022 · Haeran Cho, Claudia Kirch · Computational Statistics & Data Analysis · 13
Modelling and Forecasting Daily Electricity Load via Curve Linear Regression
2015 · Haeran Cho, Yannig Goude, et al. · Lecture notes in statistics · 12
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High-Dimensional Time Series Segmentation via Factor-Adjusted Vector Autoregressive Modeling
2023 · Haeran Cho, Hyeyoung Maeng, et al. · Journal of the American Statistical Association · 11
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Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
2021 · Haeran Cho, Claudia Kirch · Annals of the Institute of Statistical Mathematics · 11
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High-dimensional GARCH process segmentation with an application to Value-at-Risk
2021 · Haeran Cho, Karolos K. Korkas · Econometrics and Statistics · 11
Multiple change-point detection for high-dimensional time series via sparsified binary segmentation
2014 · Piotr Fryźlewicz, Haeran Cho · RePEc: Research Papers in Economics · 10
A test for second‐order stationarity of time series based on unsystematic sub‐samples
2016 · Haeran Cho · Stat · 8
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Moving Sum Procedure for Change Point Detection under Piecewise Linearity
2024 · Joonpyo Kim, Hee-Seok Oh, et al. · Technometrics · 7
Robust multiscale estimation of time-average variance for time series segmentation
2022 · Euan T. McGonigle, Haeran Cho · Computational Statistics & Data Analysis · 7
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mosum: Moving Sum Based Procedures for Changes in the Mean
2018 · Alexander Meier, Haeran Cho, et al. · 7
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High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity
2024 · Haeran Cho, Dom Owens · Electronic Journal of Statistics · 5
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Multiple change point detection under serial dependence: Wild energy maximisation and gappy Schwarz criterion
2020 · Haeran Cho, Piotr Fryźlewicz · arXiv (Cornell University) · 5
Detection and inference of changes in high-dimensional linear regression with nonsparse structures
2025 · Haeran Cho, Tobias Kley, et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 4
Localised pruning for data segmentation based on multiscale change point procedures
2019 · Haeran Cho, Claudia Kirch · arXiv (Cornell University) · 4
Works count: 63
Citation count: 791
H-index: 12
I10-index: 17
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