Google scholar profile.
working papers:
H. Cho, Y. Goude, X. Brossat and Q. Yao (2014) Modeling and forecasting daily electricity loads via functional clustering and curve linear regression. In revision.
publications:
H. Cho (2016) A test for second-order stationarity of time series based on unsystematic sub-samples, Stat (to appear).
- paper
- supplementary document
- R package
H. Cho (2016) Change-point detection in panel data via double CUSUM statistic, Electronic Journal of Statistics, 10:2000-2038.
- paper
- supplementary document
H. Cho and P. Fryzlewicz (2015) Multiple change-point detection for high-dimensional time series via Sparsified
Binary Segmentation, Journal of the Royal Statistical Society Series B, 77: 475-507.
- paper
- correction
H. Cho, Y. Goude, X. Brossat and Q. Yao (2014) Modelling and forecasting daily electricity load via curve linear regression, Modeling and Stochastic Learning for Forecasting in High Dimension: Lecture Notes in Statistics (to appear), Springer.
H. Cho, Y. Goude, X. Brossat and Q. Yao (2013) Modelling and forecasting daily electricity load curves: a hybrid approach, Journal of the American Statistical Association, 108: 7–21.
- paper
- supplementary document
O. Christodoulaki, H. Cho and P. Fryzlewicz (2012) A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929, European Review of Economic History, 16: 550–571.
- paper
H. Cho and P. Fryzlewicz (2012) High-dimensional variable selection via tilting, Journal of the Royal Statistical Society Series B, 74: 593–622.
- paper
- R package
H. Cho and P. Fryzlewicz (2012) Multiscale and multilevel technique for consistent segmentation of nonstationary time series, Statistica Sinica, 22: 207–229.
- paper
- accompanying software
- correction
H. Cho and P. Fryzlewicz (2011) Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets, Statistics and Computing, 21: 671–681.
- paper
H. Cho and P. Fryzlewicz (2008) Multiscale breakpoint detection in piecewise stationary AR models, Proceedings of IASC 2008, Yokohama, Japan, 5 – 8 December 2008.
dissertation:
H. Cho, Sparse modelling and estimation for nonstationary time series and high-dimensional data. PhD thesis, Department of Statistics, London School of Economics, UK.
- thesis
conferences/workshops:
The full list of conferences and workshops I've attended can be found here.