Song, Junmo; Kang, Jiwon Test for parameter change in the presence of outliers: the density power divergence-based approach. (English) Zbl 07493337 J. Stat. Comput. Simulation 91, No. 5, 1016-1039 (2021). MSC: 62M10 62F03 62F35 62-XX PDFBibTeX XMLCite \textit{J. Song} and \textit{J. Kang}, J. Stat. Comput. Simulation 91, No. 5, 1016--1039 (2021; Zbl 07493337) Full Text: DOI arXiv
Sun, Li-Hsien; Lee, Chang-Shang; Emura, Takeshi A Bayesian inference for time series via copula-based Markov chain models. (English) Zbl 1489.62289 Commun. Stat., Simulation Comput. 49, No. 11, 2897-2913 (2020). MSC: 62M10 62F15 62H05 62P05 65C05 PDFBibTeX XMLCite \textit{L.-H. Sun} et al., Commun. Stat., Simulation Comput. 49, No. 11, 2897--2913 (2020; Zbl 1489.62289) Full Text: DOI
Kang, Jiwon; Song, Junmo A robust approach for testing parameter change in Poisson autoregressive models. (English) Zbl 1485.62119 J. Korean Stat. Soc. 49, No. 4, 1285-1302 (2020). MSC: 62M10 62F03 62F35 PDFBibTeX XMLCite \textit{J. Kang} and \textit{J. Song}, J. Korean Stat. Soc. 49, No. 4, 1285--1302 (2020; Zbl 1485.62119) Full Text: DOI arXiv
Song, Junmo; Kang, Jiwon Sequential change point detection in ARMA-GARCH models. (English) Zbl 1495.62062 J. Stat. Comput. Simulation 90, No. 8, 1520-1538 (2020). MSC: 62M10 62L10 PDFBibTeX XMLCite \textit{J. Song} and \textit{J. Kang}, J. Stat. Comput. Simulation 90, No. 8, 1520--1538 (2020; Zbl 1495.62062) Full Text: DOI
Song, Junmo Robust test for dispersion parameter change in discretely observed diffusion processes. (English) Zbl 1507.62159 Comput. Stat. Data Anal. 142, Article ID 106832, 17 p. (2020). MSC: 62-08 62M02 60J60 62P05 PDFBibTeX XMLCite \textit{J. Song}, Comput. Stat. Data Anal. 142, Article ID 106832, 17 p. (2020; Zbl 1507.62159) Full Text: DOI arXiv
Bui, Anh Tuan; Apley, Daniel W. An exploratory analysis approach for understanding variation in stochastic textured surfaces. (English) Zbl 1507.62019 Comput. Stat. Data Anal. 137, 33-50 (2019). MSC: 62-08 62P30 PDFBibTeX XMLCite \textit{A. T. Bui} and \textit{D. W. Apley}, Comput. Stat. Data Anal. 137, 33--50 (2019; Zbl 1507.62019) Full Text: DOI
Song, Junmo; Baek, Changryong Detecting structural breaks in realized volatility. (English) Zbl 1507.62160 Comput. Stat. Data Anal. 134, 58-75 (2019). MSC: 62-08 62M10 62P05 PDFBibTeX XMLCite \textit{J. Song} and \textit{C. Baek}, Comput. Stat. Data Anal. 134, 58--75 (2019; Zbl 1507.62160) Full Text: DOI