Changryong Baek

 
Assistant Professor
Department of Statistics
Sungkyunkwan University
25-2, Sungkyunkwan-ro, Jongno-gu
Seoul, 110-745
Korea

E-mail: crbaek at skku dot edu
Phone: 82-2-760-0602
Office: Dasan 32414


Education
  • 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
Employment
  • March 2013 - : Assistant Professor, Department of Statistics, Sungkyunkwan University
  • Sep 2010 - May 2013: Assistant Professor, Department of Mathematics, Ohio University
Research Interests
  • Long range dependence (LRD) phenomenon in time series analysis; distinguishing models for LRD against non-stationary alternatives.
  • Heavy tail phenomenon; extreme value theory; random difference equations.