Ph.D. in Statistics (2010), University of North Carolina at Chapel Hill
Advisor: Vladas Pipiras
M.S. in Statistics (2005), Seoul National University, Seoul, Korea
Advisor: Byeong-Uk Park
B.S. in Statistics (2003), Seoul National University, Seoul, Korea
March 2015 - : Associate Professor, Department of Statistics, Sungkyunkwan University
March 2013 - Feb 2015: Assistant Professor, Department of Statistics,
Sep 2010 - May 2013: Assistant Professor, Department of Mathematics, Ohio University
Sparse modelling in High dimensional Time series
Long range dependence (LRD) phenomenon in time series analysis
change-point analysis, heavy-tail phenomenon
(High dimensional) time series analysis
Long range dependence / long memory time series
change point analysis
Major Research Achievements
Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification, with Taewook Lee, Computational Statistics and Data Analysis, 150, 2020
Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity, with Stefanos Kechagias and Vladas Pipiras, Journal of Statistical Planning and Inference, 205, 245-268, 2020
Periodic dynamic factor models: estimation approaches and applications, with Richard A. Davis and Vladas Pipiras, Electronic Journal of Statistis, 12, 4377-4411, 2018.
Sparse seasonal and periodic vector autoregressive modeling, with Richard A. Davis and Vladas Pipiras, Computational Statistics and Data Analysis, 106, 103-126, 2017.
Tests for volatility shifts in GARCH against long-range dependence, with Taewook Lee and Moosup Kim, Journal of Time Series Analysis, 36, 127-153, 2015.
On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation, with Vladas Pipiras, Electronic Journal of Statistics, 8, 931-964, 2014.
Statistical tests for a single change in mean against long range dependence, with Vladas Pipiras, Journal of Time Series Analysis, 33(1), 131-151, 2012.
Second order properties of distribution tails and estimation of tail exponents in random difference equations, with Vladas Pipiras, Herwig Wendt and Patrice Abry, Extremes 12(4), 361-400, 2009.
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