University of Maryland, Department of Mathematics Ph.D. Aug 1991

Seoul National University, Dept.of Computer Science & Statistics B.S. Feb 1986

Time series analysis

Financial econometrics

Inference for stochastic processes

Risk management

Change point analysis / online monitoring

Statistical process control

Goodness of fit test

Climate time series

Sequential analysis

Member of Korean Statistical Society, Korean Mathematical Society

Member of ISI (fellow), BS, IMS

Vice President of Korean Statistical Society (2019-present)

Research Director of Korean Statistical Society (2009-2011)

Associate Editor of Sequential Analysis (2003-present)

Associate Editor of Annals of Institute of Statistical Mathematics (2006-present)

Associate Editor of Asia and Pacific Financial Markets (2006-present)

Associate Editor of Journal of Korean Statistical Society (2006-present)

Associate Editor of Computational Statistics (2014-present)

Associate Editor of Statistica Sinica (2014-present)

Associate Editor of Thailand Statistician (2017-present)

Associate Editor of Statistical Methodology (2006-2013)

Associate Editor of Journal of Japan Statistical Society

Associate Editor of Korean Communications in Statistics (2001-2005)