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교수진

교수진안내

  • 부교수 이론통계학
  • 백창룡 홈페이지 바로가기

학력

  • (Ph.D.) The University of North Carolina at Chapel Hill, 통계학 박사, 2010
  • (M.S.) 서울대학교, 통계학 석사, 2005
  • (B.S.) 서울대학교, 통계학 학사, 2003

약력/경력

  • 오하이오 대학 조교수 2010.9-2013.5
  • 성균관대학교 조교수/부교수 2013.3 - 현재

관심분야

  • 고차원 시계열 분석, 장기 기억 시계열, 변화점 추정 및 검정

연구키워드

  • 시계열 분석
  • 장기기억 시계열

연구성과

  • 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.

논문

  • 개인 홈페이지 참조 https://sites.google.com/view/crbaek/

수상

  • 제 26회 과학기술 우수 논문상 수상 (한국통계학회, “A piecewise polynoimal trend against long range dependence”, Journal of the Korean Statistical Society (SCIE))
  • Associate Editor, Journal of Korean Statistical Society, 2017-present