LSE creators

Number of items: 11.
2024
  • Cho, Haeran, Fryzlewicz, Piotr (2024). Multiple change point detection under serial dependence: wild contrast maximisation and gappy Schwarz algorithm. Journal of Time Series Analysis, 45(3), 479 - 494. https://doi.org/10.1111/jtsa.12722 picture_as_pdf
    • 2018
  • Barigozzi, Matteo, Cho, Haeran, Fryzlewicz, Piotr (2018). Simultaneous multiple change-point and factor analysis for high-dimensional time series. Journal of Econometrics, 206(1), 187-225. https://doi.org/10.1016/j.jeconom.2018.05.003
    • 2015
  • Cho, Haeran, Fryzlewicz, Piotr (2015). Multiple-change-point detection for high dimensional time series via sparsified binary segmentation. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 77(2), 475 - 507. https://doi.org/10.1111/rssb.12079
    • 2013
  • Cho, Haeran, Fryzlewicz, Piotr (2013). Errata on 'Multiscale and multilevel technique for consistent segmentation of nonstationary time series', Statistica Sinica (2012), vol. 22, no. 1, pp. 207-229. Statistical Science, 23(4), p. 1793.
  • Cho, Haeran, Goude, Yannig, Brossat, Xavier, Yao, Qiwei (2013). Modeling and forecasting daily electricity load curves: a hybrid approach. Journal of the American Statistical Association, 108(501), 7-21. https://doi.org/10.1080/01621459.2012.722900
    • 2012
  • Cho, Haeran, Fryzlewicz, Piotr (2012). High dimensional variable selection via tilting. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 74(3), 593-622. https://doi.org/10.1111/j.1467-9868.2011.01023.x
  • Cho, Haeran, Fryzlewicz, Piotr (2012). Multiscale and multilevel technique for consistent segmentation of nonstationary time series. Statistica Sinica, 22(1), 207-229. https://doi.org/10.5705/ss.2009.280
    • 2011
  • Christodoulaki, Olga, Cho, Haeran, Fryzlewicz, Piotr (2011). A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929. (GreeSE 50). Hellenic Observatory, London School of Economics and Political Science.
  • Cho, Haeran, Fryzlewicz, Piotr (2011). Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets. Statistics and Computing, 21, 671-681. https://doi.org/10.1007/s11222-010-9200-5
    • 2010
  • Cho, Haeran (2010). Sparse modelling and estimation for nonstationary time series and high-dimensional data [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
    • 2008
  • Cho, Haeran, Fryzlewicz, Piotr (2008-12-05 - 2008-12-08) Multiscale breakpoint detection in piecewise stationary AR models [Paper]. IASC2008, Yokohama, Japan, JPN.