Welcome to Young Geun Kim’s long-range dependent academic path! Young-geun Kim is a Ph.D. candidate in statistics at Sungkyunkwan University (SKKU). His research interest mainly begins with a time series. It includes high-dimensional time series, long-range dependency, Bayesian VAR modeling, et cetera. He is developing forecasting models based on Bayesian VAR having Minnesota prior and various shrinkage priors.
Interests
- Long-range dependence
- Vector autoregression (VAR)
- Heterogeneous autoregression (HAR)
- Bayesian econometrics
- Anomaly detection
- and more 🤔
Education
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Ph.D. in Statistics, 2025 (expected)
Sungkyunkwan University, Seoul, Korea
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BEc in Statistics, 2019
Sungkyunkwan University, Seoul, Korea