You are here: Home > People > Dr Juhyun Park



Dr Juhyun Park

Dr Juhyun Park

Lecturer

Fylde College
Lancaster University
Bailrigg
Lancaster
United Kingdom
LA1 4YF

+44 (0)1524 593606

My main research area centres around functional data analysis and its applications. A typical functional data will be in the form of curves, or densely observed longitudinal data, such as spectrometric curves or cardiac frequency profiles. I focus on semi- or non-parametric approaches to analysing such data. Recent works are motivated by the need of developing methodologies for the analysis of multi-dimensional curves based on dynamic relations, and for extending to more general objects such as shapes or images.

Data as curves can also arise as intermediary from other forms of data, for example, risk neutral density functions, mortality curves, periodograms or intensity functions, and many nonparametric and functional data analysis techniques can be adopted to these type of data. 

My interest also extends to regression models for extreme events, multiple point process models, ordinary differential equation models and medical statistics. In particular I am interested in extending these models to incorporate more complex data structure or high dimensional problems.  

Research Interests

  • Nonparametric regression and functional data analysis
  • Dynamic modelling of multi-dimensional curves
  • Heavy tailed time series and extremes
  • Longitudinal data analysis and medical statistics
  • Multiple point processes for high frequency events

Juhyun Park's Publications

2013

Shape invariant modeling of pricing kernels and risk aversion

Grith, M., Haerdle, W. & Park, J. 2013 In : Journal of Financial Econometrics. 11, 2, p. 370-399 30 p.

Research output: Contribution to journalJournal article

2011

Estimation of a functional single index model

Ferraty, F., Park, J. & Vieu, P. 2011 Recent Advances in Functional Data Analysis and Related Topics. Ferraty, F. (ed.). Berlin: Physica-Verlag HD, p. 111-116 6 p.

Research output: Contribution in Book/Report/ProceedingsPaper

Long-range dependence analysis of Internet traffic

Park, C., Hernandez-Campos, F., Le, L., Marron, J. S., Park, J., Pipiras, V., Smith, F. D., Smith, R. L., Trovero, M. & Zhu, Z. 2011 In : Journal of Applied Statistics. 38, 7, p. 1407-1433 27 p.

Research output: Contribution to journalJournal article

2010

Local additive estimation.

Park, J. & Seifert, B. 03/2010 In : Journal of Royal Statistical Society Series B. 72, 2, p. 171-191 21 p.

Research output: Contribution to journalJournal article

2009

Robust estimation of the Hurst parameter and selection of an onset scaling.

Park, J. & Park, C. 10/2009 In : Statistica Sinica. 19, 4, p. 1531-1555 25 p.

Research output: Contribution to journalJournal article

Structural components in functional data.

Park, J., Gasser, T. & Rousson, V. 1/07/2009 In : Computational Statistics and Data Analysis. 53, 9, p. 3452-3465 14 p.

Research output: Contribution to journalJournal article

Supporting mathematics undergraduates in learning statistics using self-learning materials

Park, J. & Sperrin, M. 2009 JSM Proceedings, Washington, USA.

Research output: Contribution in Book/Report/ProceedingsConference contribution

2008

On the effect of curve alignment and functional PCA.

Park, J. 2008 Functional and Operatorial Statistics. Dabo-Niang, S. & Ferraty, F. (eds.). Springer, p. 243-245 3 p.

Research output: Contribution in Book/Report/ProceedingsChapter

2007

On the choice of an auxiliary function in the M/G/∞ estimation.

Park, J. 15/08/2007 In : Computational Statistics and Data Analysis. 51, 12, p. 5477-5482 6 p.

Research output: Contribution to journalJournal article

2004

Nonparametric inference about service time distribution from indirect measurements.

Park, J. & Hall, P. 1/11/2004 In : Journal of the Royal Statistical Society Series B (Statistical Methodology). 66, 4, p. 861-875 15 p.

Research output: Contribution to journalJournal article