Lee, Taewook Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change. (English) Zbl 07643152 J. Korean Stat. Soc. 51, No. 4, 1005-1020 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{T. Lee}, J. Korean Stat. Soc. 51, No. 4, 1005--1020 (2022; Zbl 07643152) Full Text: DOI
Seo, Byungtae; Noh, Jungsik; Lee, Taewook; Yoon, Young Joo Adaptive robust regression with continuous Gaussian scale mixture errors. (English) Zbl 1357.62246 J. Korean Stat. Soc. 46, No. 1, 113-125 (2017). MSC: 62J05 62F12 62F35 PDFBibTeX XMLCite \textit{B. Seo} et al., J. Korean Stat. Soc. 46, No. 1, 113--125 (2017; Zbl 1357.62246) Full Text: DOI
Lee, Taewook A note on Jarque-Bera normality test for ARMA-GARCH innovations. (English) Zbl 1296.62175 J. Korean Stat. Soc. 41, No. 1, 37-48 (2012). MSC: 62M10 62M07 62G20 PDFBibTeX XMLCite \textit{T. Lee}, J. Korean Stat. Soc. 41, No. 1, 37--48 (2012; Zbl 1296.62175) Full Text: DOI
Lee, Sangyeol; Park, Siyun; Lee, Taewook A note on the Jarque-Bera normality test for GARCH innovations. (English) Zbl 1293.62194 J. Korean Stat. Soc. 39, No. 1, 93-102 (2010). MSC: 62M10 91B84 PDFBibTeX XMLCite \textit{S. Lee} et al., J. Korean Stat. Soc. 39, No. 1, 93--102 (2010; Zbl 1293.62194) Full Text: DOI