Dr Juhyun Park
LecturerResearch 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
Removing phase variability to extract a mean shape for juggling trajectories
Brunel, N., Park, J. 29/10/2014 In: Electronic Journal of Statistics. 8, 2, p. 1848-1855. 8 p.
Journal article
Measuring similarity and improving stability in biomarker identification methods applied to Fourier-transform infrared (FTIR) spectroscopy
Trevisan, J., Park, J., Angelov, P., Ahmadzai, A., Gajjar, K., Scott, A.D., Carmichael, P.L., Martin, F. 04/2014 In: Journal of Biophotonics. 7, 3-4, p. 254-265. 12 p.
Journal article
Functional synchrony for point processes
Park, J. 2014 In: Contributions in infinite-dimensional statistics and related topics. Societa Editorice Esculapio p. 203-208. 6 p.
Paper
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.
Journal article
Estimation of a functional single index model
Ferraty, F., Park, J., Vieu, P. 2011 In: Recent Advances in Functional Data Analysis and Related Topics. Berlin : Physica-Verlag HD p. 111-116. 6 p.
Paper
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.
Journal article
Local additive estimation.
Park, J., Seifert, B. 03/2010 In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 72, 2, p. 171-191. 21 p.
Journal article
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.
Journal 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.
Journal article
Shape invariant modelling pricing kernels and risk aversion. SFB 649 Discussion Papers SFB649DP2009-041, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
Grith, M., Härdle, W., Park, J. 2009 Berlin : Humboldt University
Working paper
Supporting mathematics undergraduates in learning statistics using self-learning materials
Park, J., Sperrin, M. 2009 In: JSM Proceedings, Washington, USA.
Conference contribution
On properties of local additive estimation based on the smooth backfitting estimator.
Park, J., Seifert, B. 2008
Working paper
On the effect of curve alignment and functional PCA
Park, J. 2008 In: Functional and operatorial statistics. Springer p. 243-245. 3 p.
Paper
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.
Journal article
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.
Journal article
