Projects per year
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Dive into the research topics where Haeran Cho is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Projects
- 3 Finished
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Quantile factor modelling for high-dimensional time series
Cho, H. & Oh, H.
22/01/19 → 8/07/19
Project: Research
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Quantile factor modelling for high-dimensional time series
Cho, H. & Oh, H.
3/01/19 → 31/07/19
Project: Research
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Change-point detection for high-dimensional time series with nonstationarities
25/06/16 → 24/12/17
Project: Research
Research output
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fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling
Owens, D., Cho, H. & Barigozzi, M., 27 Jan 2023.Research output: Working paper › Preprint
File15 Downloads (Pure) -
High-dimensional time series segmentation via factor-adjusted vector autoregressive modelling
Cho, H., Maeng, H., Eckley, I. & Fearnhead, P., 26 Jul 2023, (E-pub ahead of print) In: Journal of the American Statistical Association.Research output: Contribution to journal › Article (Academic Journal) › peer-review
Open Access -
Nonparametric data segmentation in multivariate time series via joint characteristic functions
McGonigle, E. T. & Cho, H., May 2023, (Submitted).Research output: Working paper › Preprint
File1 Downloads (Pure)