Jin-Hong Park

 

Associate Professor in Statistics

Department of Mathematics
College of Charleston
Charleston, SC 29424

Office: 351 Robert Scott Small Building
Phone: (843) 953-4838

E-mail: parkj@cofc.edu

Research Interest:

Dimension Reduction Methods

Applied Time Series Modeling

Nonparametric Methods

Intervention Analysis

Financial/Econometric Applications in Statistics

Teaching Experience:

Applied Time Series Analysis

Design of Experiments

Applied Regression Analysis

Mathematical Statistics I & II

Statistical Methods I & II

Elementary Statistics

Teaching Schedule for Fall 2017:

MATH 250 (Statistical Method I) - Section 06 & Section 01

MATH 430 (Mathematical Statistics I - Undergraduate)

MATH 530 (Mathematical Statistics I - Graduate)

MATH 699 (Analysis of Time Series)

 

Statistics Training Sharpens Skills

Careers in Statistics

Statistics Track at the College of Charleston

Internships

Education:

University of Georgia (PhD in Statistics)

Recent Publications:

* Park, J.-H. and Sriram, T.N. (2017) Robust estimation of conditional variance of time series using density power, Journal of Forecasting, To appear

* Park, J.-H. and Samadi S.Y. (2014) Heteroscedastic model via the autoregressive conditional variance subspace, The Canadian Journal of Statistics, Vol 42, No. 3: 423-435

* Park, J.-H., Bandyopadhyay, D, and Letourneau, E. (2014) Examining deterrence of adult sex crimes: A semi-parametric intervention time series approach, Computational Statistics & Data Analysis, Vol 69: 198-207

* Habtzghi, D. and Park, J.-H. (2013) Estimation of Regression Model using a two stage nonparametric approach, Applied Mathematics, Vol 4, No. 8: 1189-1198

* Park, J.-H. (2013) Multi-Index Approach to Multiple Autoregressive Time Series Model, Statistics and Computing, Vol 23, No. 2: 201-208

* Park, J.-H. (2012) Analyzing Nonlinear Time Series with Central Subspace, Journal of Statistical Computation and Simulations, Vol. 82, No. 7: 1073-1084

* Park, J.-H. (2012) Nonparametric Approach to Intervention Time Series Modeling, Journal of Applied Statistics, Vol. 39, No. 7: 1397-1408

* Park, J.-H. (2011) Book review: Data Clustering: Theory, Algorithms, and Applications by Gan, Ma, and Wu, Technometrics, Vol. 53, No. 2; 210

* Park, J.-H. (2011) Dimension Reduction Transfer Function Model, Journal of Statistical Computation and Simulations, Vol. 81, No. 12: 2131-2140

* Park, J.-H., Sriram, T.N., and Yin, X. (2010) Dimension Reduction in Time Series, Statistica Sinica, Vol. 20, No. 2: 747-770

* Park, J.-H., Sriram, T.N., and Yin, X. (2009) Central Mean Subspace in Time Series, Journal of Computational and Graphical Statistics, Vol. 18, No. 3: 717-730

 

Recent talks:

* Feb. 2016 - Colloquium: A new look at the nonlinear time series modeling using non- (or seim-) parametric approach, College of Charleston, Charleston, SC

* Jan. 2016 - Special Seminar: The time series modeling using dimension reduction approach, College of Science and Health, DePaul University, Chicago, IL

* July 2015 - The 5th international conference on Recent Development in Statistical Science and Its Application: Session I on Statistical Learning Methods and Their Application, Examining deterrence of adult sex crimes: A semi-parametric intervention time series approach, The Research Center for Data Science, Chung-Ang University, Seoul, South Korea

* Aug. 2013 - Contributed Oral Poster Presentations: Nonparametric Statistics, Nonparametric intervention time series modeling, Joint Statistical Meetings, Montreal, Quebec, Canada

* Apr. 2013 - Colloquium: Multiple autoregressive time series modeling by the sufficient dimension reduction, College of Charleston, SC

* Nov. 2012 - Invited Seminar: A new look at the time series modeling using dimension reduction approach & Invited Lecture: Test of hypotheses about a population proportion (for business major), College of Business, Oregon State University, Corvallis, OR

* July 2012 - Contributed Session: On Smoothing, Dimension Reduction and Functional Data, Multiple-index approach to multiple autoregressive time series model, Joint Statistical Meetings, San Diego, CA

* Apr. 2012 - Colloquium: A new paradigm in autoregression and volatility estimation, Department of Mathematics, College of Charleston, SC

* Nov. 2011 - Colloquium: An Empirical Application of Dimension Reduction to Nonlinear Time Series Modeling, Department of Biostatistics, Georgia Health Sciences University, GA

* Sep. 2011 - Seminar Series: Analyzing Nonlinear Time Series with Central Subspace, Department of Economics & Finance, College of Charleston, SC

* July 2011 - Contributed Session: Dimension Reduction and Semi-Parametric Modeling, Dimension Reduction Transfer Function Model, Joint Statistical Meetings, Miami, FL