Junmo Song

发表

A robust approach for testing parameter change in Poisson autoregressive models

Jiwon Kang, Junmo Song, 2019, 1908.11466.

Test for parameter change in the presence of outliers: the density power divergence-based approach

Jiwon Kang, Junmo Song, 2019, Journal of Statistical Computation and Simulation.

Change point analysis in Bitcoin return series : a robust approach

Jiwon Kang, Junmo Song, 2021, Communications for Statistical Applications and Methods.

Robust test for structural instability in dynamic factor models

Changryong Baek, Junmo Song, Byungsoo Kim, 2021, Annals of the Institute of Statistical Mathematics.

Minimum density power divergence estimator for diffusion processes

Sangyeol Lee, Junmo Song, 2013 .

Korean Online Hate Speech Dataset for Multilabel Classification - How Can Social Science Aid Developing Better Hate Speech Dataset? TaeYoung

Junmo Song, Taeyoung Kang, Eunrang Kwon, 2022 .

Korean Online Hate Speech Dataset for Multilabel Classification: How Can Social Science Improve Dataset on Hate Speech?

Junmo Song, Taeyoung Kang, Eunrang Kwon, 2022, ArXiv.

Sequential change point test in the presence of outliers: the density power divergence based approach

Junmo Song, 2020, Electronic Journal of Statistics.

Detecting structural breaks in realized volatility

Changryong Baek, Junmo Song, Changryong Baek, 2019, Comput. Stat. Data Anal..

Minimum density power divergence estimator for GARCH models

Sangyeol Lee, Junmo Song, 2009 .

Test for parameter change in discretely observed diffusion processes

Sangyeol Lee, Junmo Song, 2009 .

Parameter change tests for ARMA-GARCH models

Jiwon Kang, Junmo Song, Jiwon Kang, 2018, Comput. Stat. Data Anal..

Valuation of Long-Maturity KIKO Options Under the Stochastic Volatility Model†

Joon-Haeng Lee, Junmo Song, 2014 .