I am a postdoctoral researcher working with Professors Idris Eckley and Paul Fearnhead in the StatScale programme. My research interests are in Change-point detection, High-dimensional time series modelling, Networks and Multiscale methods.
Before joining in the StatScale programme, I did my PhD in Statistics at the London School of Economics under the supervision of
Professor Piotr Fryzlewicz.
Contact
h.maeng4@lancaster.ac.uk
Mathematics and Statistics
Lancaster University
Lancaster
LA1 4YF
UK
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Publications and Preprints
Detecting linear trend changes and point anomalies in data sequences. H. Maeng and P. Fryzlewicz (2019). In submission. - paper - supplement - R package - R code Bootstrap forecast intervals for asymmetric volatilities via EGARCH model. H. Maeng and D. W. Shin (2017). Communications in Statistics-Theory and Methods, 46, 1144-1157.
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Sep 2015 – present |
MPhil/PhD Student, Statistics Department of Statistics, London School of Economics, London, UK |
Aug 2012 – Jul 2014 |
PhD Student, Statistics Department of Statistics, North Carolina State University, NC, USA |
Sep 2009 – Aug 2011 |
Master of Science Department of Statistics, Ewha Womans University, Seoul, Korea |
Mar 2005 – Aug 2009 |
Bachelor of Economics, Bachelor of Science Department of Economics, Ewha Womans University, Seoul, Korea |