Sangyeol Lee

发表

Comparison of steady system availability with imperfect repair: Research Articles

Jie Mi, Ji Hwan Cha, Sangyeol Lee, 2004 .

Comparison of steady system availability with imperfect repair

Jie Mi, Ji Hwan Cha, Sangyeol Lee, 2004 .

On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart

Sangyeol Lee, Hanwool Kim, Sangyeol Lee, 2019, Commun. Stat. Simul. Comput..

Change Point Test for the Conditional Mean of Time Series of Counts Based on Support Vector Regression

Sangyeol Lee, Sangjo Lee, Sangyeol Lee, 2021, Entropy.

Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models

Sangyeol Lee, Dongwon Kim, Seongwoo Seok, 2021, Journal of Statistical Computation and Simulation.

Test for conditional quantile change in GARCH models

Sangyeol Lee, Chang Kyeom Kim, 2021, Journal of the Korean Statistical Society.

Robust Estimation for Bivariate Poisson INGARCH Models

Sangyeol Lee, Byungsoo Kim, Dongwon Kim, 2021, Entropy.

Recent progress in parameter change test for integer-valued time series models

Sangyeol Lee, Byung Soo Kim, Sangyeol Lee, 2021, Journal of the Korean Statistical Society.

Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts

Cathy W. S. Chen, Sangyeol Lee, Khemmanant Khamthong, 2020, Comput. Stat..

Exponential family QMLE-based CUSUM test for integer-valued time series

Sangyeol Lee, Sangjo Lee, Sangyeol Lee, 2021, Commun. Stat. Simul. Comput..

Omnibus goodness of fit test based on quadratic distance

Byungtae Seo, Sangyeol Lee, 2021, Journal of Statistical Computation and Simulation.

Maximum entropy test for GARCH models

Jiyeon Lee, Sangyeol Lee, Siyun Park, 2015 .

Estimation of a tail index based on minimum density power divergence

Sangyeol Lee, Moosup Kim, Moosup Kim, 2008 .

Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators

Nakahiro Yoshida, Sangyeol Lee, Yoichi Nishiyama, 2006 .

A test for independence of two stationary infinite order autoregressive processes

Sangyeol Lee, Sangyeol Lee, Eunhee Kim, 2005 .

On the Cusum test for parameter changes in garch(1,1) Models

Sangyeol Lee, Sinsup Cho, Sangyeol Lee, 2000 .

A note on the Jarque–Bera normality test for GARCH innovations

Taewook Lee, Sangyeol Lee, Siyun Park, 2010 .

Value-at-risk forecasting based on Gaussian mixture ARMA–GARCH model

Taewook Lee, Sangyeol Lee, Sangyeol Lee, 2011 .

A nonparametric test for the change of the density function in strong mixing processes

Sangyeol Lee, Seongryong Na, 2004 .

Test for parameter change based on the estimator minimizing density-based divergence measures

Okyoung Na, Sangyeol Lee, 2005 .

AN ASYMPTOTICALLY OPTIMAL SELECTION OF THE ORDER OF A LINEAR PROCESS

Alex Karagrigoriou, Sangyeol Lee, Sangyeol Lee, 2001 .

Jarque–Bera normality test for the driving Lévy process of a discretely observed univariate SDE

Hiroki Masuda, Sangyeol Lee, Sangyeol Lee, 2008 .

Test for tail index constancy of GARCH innovations based on conditional volatility

Sangyeol Lee, Moosup Kim, Moosup Kim, 2019 .

Sequential point estimation of parameters in a threshold AR(1) model

T. N. Sriram, Sangyeol Lee, Sangyeol Lee, 1999 .

Copula parameter change test for nonlinear AR models with nonlinear GARCH errors

Byungsoo Kim, Sangyeol Lee, Sangyeol Lee, 2015 .

ON THE KOLMOGOROV-SMIRNOV TYPE TEST FOR TESTING NONLINEARITY IN TIME SERIES

Sangyeol Lee, Young-Jin Kim, Sangyeol Lee, 2002 .

Monitoring parameter shift with Poisson integer-valued GARCH models

Sangyeol Lee, Hanwool Kim, Sangyeol Lee, 2017 .

On first-order integer-valued autoregressive process with Katz family innovations

Sangyeol Lee, Hanwool Kim, Sangyeol Lee, 2017 .

RESIDUAL EMPIRICAL PROCESS FOR DIFFUSION PROCESSES

In-Suk Wee, Sangyeol Lee, 2008 .

The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes

Sangyeol Lee, Siyun Park, 2001 .

Sequential estimation for the autocorrelations of linear processes

Sangyeol Lee, Sangyeol Lee, 1996 .

Test for Parameter Change in ARIMA Models

Sangyeol Lee, Siyun Park, Koichi Maekawa, 2006 .

On residual empirical processes of stochastic regression models with applications to time series

Sangyeol Lee, Ching-Zong Wei, Sangyeol Lee, 1999 .

On entropy-based goodness-of-fit test for asymmetric Student-t and exponential power distributions

Sangyeol Lee, Minjo Kim, 2017 .

A note on the residual empirical process in autoregressive models

Sangyeol Lee, 1997 .

Asymptotic theory for ARCH-SM models: Lan and residual empirical processes

Masanobu Taniguchi, Sangyeol Lee, Sangyeol Lee, 2005 .

Change point test of tail index for autoregressive processes

Sangyeol Lee, Moosup Kim, Moosup Kim, 2012 .

A trimmed mean of location of an AR(∞) stationary process

Sangyeol Lee, 1995 .

Improved CUSUM monitoring of Markov counting process with frequent zeros

Sangyeol Lee, Sangyeol Lee, Hanwool Kim, 2019, Qual. Reliab. Eng. Int..

Pair trading based on quantile forecasting of smooth transition GARCH models

Cathy W. S. Chen, Songsak Sriboonchitta, Sangyeol Lee, 2017 .

Test for parameter change in ARMA models with GARCH innovations

Junmo Song, Sangyeol Lee, 2008 .

On the cusum of squares test for variance change in nonstationary and nonparametric time series models

Okyoung Na, Sangyeol Lee, Seongryong Na, 2003 .

Cusum Test for Parameter Change Based on the Maximum Likelihood Estimator

Taewook Lee, Sangyeol Lee, Sangyeol Lee, 2004 .

A model selection criterion based on the BHHJ measure of divergence

Alex Karagrigoriou, Kyriacos Mattheou, Sangyeol Lee, 2009 .

The Cusum Test for Parameter Change in Time Series Models

Okyoung Na, Sangyeol Lee, Seongryong Na, 2003 .