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Lee, Sangyeol

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Author ID: lee.sangyeol Recent zbMATH articles by "Lee, Sangyeol"
Published as: Lee, Sangyeol; Lee, S.; Lee, Sang Yeol
Documents Indexed: 166 Publications since 1987, including 1 Book
all top 5

Co-Authors

18 single-authored
12 Na, Okyoung
9 Kim, Moosup
9 Lee, Taewook
8 Park, Siyun
7 Kim, Byungsoo
7 Lee, Jiyeon
7 Oh, Haejune
6 Chen, Cathy W. S.
6 Na, Seongryong
5 Lee, Youngmi
5 Maekawa, Koichi
4 Fakhre-Zakeri, Issa
4 Guo, Meihui
4 Karagrigoriou, Alexandros
4 Noh, Jungsik
4 Song, Junmo
3 Kang, Jiwon
3 Kim, Eunhee
3 Kim, Hanwool
3 Kim, Minjo
3 Lin, Liang-Ching
3 Meintanis, Simos G.
2 Cha, Ji Hwan
2 Ha, Jeongcheol
2 Huh, Jaewon
2 Kawai, Ken-Ichi
2 Kim, Taeyoon
2 Kim, Youngjin
2 Loth, Eric
2 Mi, Jie
2 Ng, Chi Tim
2 Sriram, T. N.
2 Tokutsu, Yasuyoshi
1 Adam, J. C.
1 Babinsky, Holger
1 Bak, Ok-Boon
1 Barthelat, Francois
1 Bok, E.
1 Chan, Ngai Hang
1 Chen, Shuyu
1 Cho, Sinsup
1 Chuang, Trees-Juen
1 Decyk, Viktor K.
1 Espinosa, Horacio D.
1 Estep, Donald J.
1 Fonseca, Ricardo A.
1 Guduru, Pradeep R.
1 Hirukawa, Junichi
1 Hsiao, Han-Chyi
1 Hsueh, Chu-Hsuan
1 Huang, Fuang-Yuan
1 Hutchinson, John Woodside
1 Jang, Gun Ho
1 Jiménez-Gamero, María Dolores
1 Jo, Minyoung
1 Kadeethum, T.
1 Katsouleas, T.
1 Khamthong, K.
1 Kim, Kwang Ik
1 Kim, Sang-Yoon
1 Kim, Soohwa
1 Kim, Youngtae
1 Knauss, Wolfgang G.
1 Lan, Kuen-Ming
1 Lee, Jaeyong Lee
1 Lee, Jinhyoung
1 Lee, Jinhyung
1 Lee, Sungim
1 Lu, Wei
1 Lu, Xinhong
1 Marghitu, Dan B.
1 Masuda, Hiroki
1 Mattheou, Kyriacos
1 Moon, Myung-Sang
1 Mori, Warren B.
1 Morimoto, Takayuki
1 Na, Myung Hwan
1 Nick, H. M.
1 Nishiyama, Yoichi
1 Park, Hyeonah
1 Pretorius, Charl
1 Ren, Chuang
1 Ro, Sung Tack
1 Shih, Hsu-Shih
1 Silva, Luis O.
1 Sutomo, W.
1 Taniguchi, Masanobu
1 Tjøstheim, Dag B.
1 Tsung, Frank S.
1 Vonta, Filia
1 Waters, Julie F.
1 Wee, In-Suk
1 Wei, Ching-Zong
1 Wei, Xinyu
1 Wen, Ue-Pyng
1 Wolfe, Robert A.
1 Wysk, Richard A.
1 Yang, Der-Uei
1 Yoshida, Nakahiro
all top 5

Serials

12 Annals of the Institute of Statistical Mathematics
10 Statistics & Probability Letters
10 Journal of Statistical Computation and Simulation
9 Journal of Statistical Planning and Inference
8 Computational Statistics and Data Analysis
8 Journal of the Korean Statistical Society
7 Scandinavian Journal of Statistics
7 Communications in Statistics. Theory and Methods
6 Journal of Multivariate Analysis
5 Economics Letters
4 International Journal of Solids and Structures
4 Journal of Time Series Analysis
4 Test
3 Metrika
3 Journal of the Korean Mathematical Society
3 Statistics
3 Sequential Analysis
3 Statistica Sinica
3 Statistical Methodology
2 International Journal of Multiphase Flow
2 Physics Letters. A
2 The Annals of Statistics
2 Bulletin of the Korean Mathematical Society
2 International Journal of Production Research
2 Applied Mathematics Letters
2 Computational Statistics
2 Communications in Statistics. Simulation and Computation
2 Statistical Inference for Stochastic Processes
2 Applied Stochastic Models in Business and Industry
2 REVSTAT
2 Statistical Methods and Applications
2 AStA. Advances in Statistical Analysis
1 Applicable Analysis
1 Computers and Fluids
1 Computers & Mathematics with Applications
1 International Journal of Plasticity
1 Journal of Applied Mechanics
1 Journal of the Operational Research Society
1 Mathematics and Computers in Simulation
1 Naval Research Logistics
1 Sankhyā. Series A. Methods and Techniques
1 Journal of the Japan Statistical Society
1 Finite Elements in Analysis and Design
1 Mathematical and Computer Modelling
1 Stochastic Processes and their Applications
1 Statistical Papers
1 Bernoulli
1 Aerospace Science and Technology
1 Nonlinear Dynamics
1 Far East Journal of Theoretical Statistics
1 Annales de l’I.S.U.P.
1 Journal of Modern Optics
1 Thailand Statistician
1 Mathematical Geosciences
1 Statistics & Risk Modeling

Publications by Year

Citations contained in zbMATH Open

111 Publications have been cited 708 times in 416 Documents Cited by Year
The cusum test for parameter change in time series models. Zbl 1053.62085
Lee, Sangyeol; Ha, Jeongcheol; Na, Okyoung; Na, Seongryong
62
2003
The cusum of squares test for scale changes in infinite order moving average processes. Zbl 1010.62079
Lee, Sangyeol; Park, Siyun
43
2001
On residual empirical processes of stochastic regression models with applications to time series. Zbl 0943.62092
Lee, Sangyeol; Wei, Ching-Zong
36
1999
On the Bickel-Rosenblatt test for first-order autoregressive models. Zbl 0994.62082
Lee, Sangyeol; Na, Seongryong
27
2002
Sequential estimation of the mean of a linear process. Zbl 0754.62063
Fakhre-Zakeri, I.; Lee, S.
20
1992
Parameter change test for Poisson autoregressive models. Zbl 1305.62313
Kang, Jiwon; Lee, Sangyeol
19
2014
Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis. Zbl 1221.62126
Kang, Jiwon; Lee, Sangyeol
17
2009
Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators. Zbl 1095.62100
Lee, Sangyeol; Nishiyama, Yoichi; Yoshida, Nakahiro
17
2006
OSIRIS: a three-dimensional, fully relativistic particle in cell code for modeling plasma based accelerators. Zbl 1053.81100
Fonseca, R. A.; Silva, L. O.; Tsung, F. S.; Decyk, V. K.; Lu, W.; Ren, C.; Mori, W. B.; Deng, S.; Lee, S.; Katsouleas, T.; Adam, J. C.
15
2002
A model selection criterion based on the BHHJ measure of divergence. Zbl 1149.62002
Mattheou, K.; Lee, S.; Karagrigoriou, A.
14
2009
On the CUSUM test for parameter changes in GARCH(1,1) models. Zbl 1107.62359
Kim, Soohwa; Cho, Sinsup; Lee, Sangyeol
14
2000
A neural network approach to multiobjective and multilevel programming problems. Zbl 1062.90060
Shih, Hsu-Shih; Wen, Ue-Pyng; Lee, S.; Lan, Kuen-Ming; Hsiao, Han-Chyi
14
2004
Asymptotic theory for ARCH-SM models: LAN and residual empirical processes. Zbl 1059.62014
Lee, Sangyeol; Taniguchi, Masanobu
14
2005
The cusum test for parameter change in regression models with arch errors. Zbl 1062.62191
Lee, Sangyeol; Tokutsu, Yasuyoshi; Maekawa, Koichi
14
2004
Normal mixture quasi-maximum likelihood estimator for GARCH models. Zbl 1198.62101
Lee, Taewook; Lee, Sangyeol
13
2009
On the cusum of squares test for variance change in nonstationary and nonparametric time series models. Zbl 1049.62051
Lee, Sangyeol; Na, Okyoung; Na, Seongryong
13
2003
Parameter change test for zero-inflated generalized Poisson autoregressive models. Zbl 1359.62376
Lee, Sangyeol; Lee, Youngmi; Chen, Cathy W. S.
13
2016
An asymptotically optimal selection of the order of a linear process. Zbl 1004.62068
Lee, Sangyeol; Karagrigoriou, Alex
12
2001
Estimation of a tail index based on minimum density power divergence. Zbl 1151.62321
Kim, Moosup; Lee, Sangyeol
11
2008
Partial teleportation of entanglement in a noisy environment. Zbl 1004.81505
Lee, Jinhyoung; Kim, M. S.; Park, Y. J.; Lee, Sangyeol
11
2000
Sequential estimation for the parameters of a stationary autoregressive model. Zbl 0814.62046
Lee, Sangyeol
11
1994
Coefficient constancy test in a random coefficient autoregressive model. Zbl 0924.62092
Lee, Sangyeol
11
1998
Test for parameter change in ARMA models with GARCH innovations. Zbl 1147.62074
Lee, Sangyeol; Song, Junmo
9
2008
Sequential estimation of the mean vector of a multivariate linear process. Zbl 0799.62092
Fakhre-Zakeri, Issa; Lee, Sangyeol
9
1993
Sequential estimation for the autocorrelations of linear processes. Zbl 0898.62099
Lee, Sangyeol
9
1996
Test for parameter change in stochastic processes based on conditional least-squares estimator. Zbl 1066.62082
Lee, Sangyeol; Na, Okyoung
9
2005
Monitoring parameter change in time series models. Zbl 1230.62119
Na, Okyoung; Lee, Youngmi; Lee, Sangyeol
9
2011
Monitoring distributional changes in autoregressive models. Zbl 1175.62095
Lee, Sangyeol; Lee, Youngmi; Na, Okyoung
8
2009
Minimum density power divergence estimator for GARCH models. Zbl 1203.62158
Lee, Sangyeol; Song, Junmo
8
2009
Test for parameter change in discretely observed diffusion processes. Zbl 1205.62116
Song, Junmo; Lee, Sangyeol
8
2009
Test for tail index change in stationary time series with Pareto-type marginal distribution. Zbl 1200.62054
Kim, Moosup; Lee, Sangyeol
8
2009
Residual empirical process for diffusion processes. Zbl 1140.60337
Lee, Sangyeol; Wee, In-Suk
7
2008
Change point detection in copula ARMA-GARCH models. Zbl 1281.62182
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
7
2012
A note on the Jarque-Bera normality test for GARCH innovations. Zbl 1293.62194
Lee, Sangyeol; Park, Siyun; Lee, Taewook
7
2010
Adaptive nonlinear control system design for helicopter robust command augmentation. Zbl 1195.93058
Lee, S.; Ha, C.; Kim, B. S.
6
2005
Sequential point estimation of parameters in a threshold AR(1) model. Zbl 0995.62070
Lee, Sangyeol; Sriram, T. N.
6
1999
Goodness-of-fit test for stochastic volatility models. Zbl 1277.62125
Lin, Liang-Ching; Lee, Sangyeol; Guo, Meihui
6
2013
Test for parameter change based on the estimator minimizing density-based divergence measures. Zbl 1095.62024
Lee, Sangyeol; Na, Okyoung
6
2005
Quantile regression estimator for GARCH models. Zbl 1259.62080
Lee, Sangyeol; Noh, Jungsik
6
2013
Parameter change test for nonlinear time series models with GARCH type errors. Zbl 1312.62109
Lee, Jiyeon; Lee, Sangyeol
6
2015
Robust estimation for the covariance matrix of multivariate time series based on normal mixtures. Zbl 1365.62343
Kim, Byungsoo; Lee, Sangyeol
6
2013
Inference for Box-Cox transformed threshold GARCH models with nuisance parameters. Zbl 1323.62085
Lee, Sangyeol; Lee, Taewook
5
2012
Trimmed portmanteau test for linear processes with infinite variance. Zbl 1181.62138
Lee, Sangyeol; Ng, Chi Tim
5
2010
Posterior consistency of species sampling priors. Zbl 1187.62055
Jang, Gun Ho; Lee, Jaeyong; Lee, Sangyeol
5
2010
Kernel density estimator for strong mixing processes. Zbl 1089.62036
Kim, Tae Yoon; Lee, Sangyeol
5
2005
A random functional central limit theorem for stationary linear processes generated by martingales. Zbl 0887.60041
Fakhre-Zakeri, Issa; Lee, Sangyeol
4
1997
A nonparametric goodness of fit test for strong mixing processes. Zbl 0981.62038
Lee, Sangyeol; Na, Seongryong
4
2000
Stable finite element methods with divergence augmentation for the Stokes problem. Zbl 1012.76045
Kim, K.; Lee, S.
4
2001
Cusum test for parameter change based on the maximum likelihood estimator. Zbl 1101.62066
Lee, Sangyeol; Lee, Taewook
4
2004
The Bickel–Rosenblatt test for diffusion processes. Zbl 1095.62099
Lee, Sangyeol
4
2006
A family of IDMRL tests with unknown turning point. Zbl 1037.62104
Na, Myung Hwan; Lee, Sangyeol
4
2003
Change point test for tail index for dependent data. Zbl 1226.62080
Kim, Moosup; Lee, Sangyeol
4
2011
A maximum entropy type test of fit: composite hypothesis case. Zbl 1365.62155
Lee, Sangyeol
4
2013
On the goodness of fit test for discretely observed sample from diffusion processes: divergence measure approach. Zbl 1201.62097
Lee, Sangyeol
3
2010
A note on the residual empirical process in autoregressive models. Zbl 0901.62111
Lee, Sangyeol
3
1997
Parameter change test for autoregressive conditional duration models. Zbl 1359.62351
Lee, Sangyeol; Oh, Haejune
3
2016
Monitoring parameter changes for random coefficient autoregressive models. Zbl 1294.62210
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
3
2010
On Fisher’s dispersion test for integer-valued autoregressive Poisson models with applications. Zbl 1380.37153
Lee, Sangyeol; Park, Siyun; Chen, Cathy W. S.
3
2017
CUSUM test for general nonlinear integer-valued GARCH models: comparison study. Zbl 1431.62396
Lee, Youngmi; Lee, Sangyeol
3
2019
Jump diffusion model with application to the Japanese stock market. Zbl 1216.91040
Maekawa, Koichi; Lee, Sangyeol; Morimoto, Takayuki; Kawai, Ken-ichi
2
2008
The monitoring test for the stability of regression models with nonstationary regressors. Zbl 1181.62139
Lee, Sangyeol; Park, Siyun
2
2009
Mechanics of axisymmetric wavy surface adhesion: JKR-DMT transition solution. Zbl 1236.74225
Waters, J. F.; Lee, S.; Guduru, P. R.
2
2009
Change point detection in SCOMDY models. Zbl 1443.62232
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
2
2013
On functional limit theorems for multivariate linear processes with applications to sequential estimation. Zbl 0956.60020
Fakhre-Zakeri, Issa; Lee, Sangyeol
2
2000
A class of linear nonparametric rank tests for dependent censoring. Zbl 0825.62288
Lee, S.; Wolfe, R. A.
2
1995
On the Kolmogorov-Smirnov type test for testing nonlinearity in time series. Zbl 1008.62667
Kim, Youngjin; Lee, Sangyeol
2
2002
Coefficient constancy test in AR-ARCH models. Zbl 0996.62080
Ha, Jeongcheol; Lee, Sangyeol
2
2002
Random central limit theorem for the linear process generated by a strong mixing process. Zbl 0892.60038
Lee, Sangyeol
2
1997
Finite element methods for the Stokes problem in \({\mathbb{R}}^3\). Zbl 0955.65085
Hong, S.; Lee, S.
2
2000
Testing heterogeneity for frailty distribution in shared frailty model. Zbl 1131.62326
Lee, Sungim; Lee, Sangyeol
2
2003
Fixed-width confidence interval based on a minimum Hellinger distance estimator. Zbl 1099.62091
Lee, Sangyeol; Sriram, T. N.; Wei, Xinyu
2
2006
On the quantile process based on the autoregressive residuals. Zbl 1066.62538
Lee, Sangyeol
2
1998
Experimental observation of dynamic stabilization in a double-well Duffing oscillator. Zbl 1115.70307
Kim, Youngtae; Lee, Sang Yeol; Kim, Sang-Yoon
2
2000
Analysis of vertical cracking phenomena in tensile-strained epitaxial film on a substrate. I: Mathematical formulation. Zbl 1121.74452
Lee, S.; Choi, S. T.; Earmme, Y. Y.
2
2006
Dynamic failure of metallic pyramidal truss core materials – experiments and modeling. Zbl 1331.74005
Lee, S.; Barthelat, F.; Hutchinson, J. W.; Espinosa, H. D.
2
2006
A nonparametric test for the change of the density function in strong mixing processes. Zbl 1117.62472
Lee, Sangyeol; Na, Seongryong
2
2004
An alternative method of solving multilayer bending problems. Zbl 1110.74482
Hsueh, C. H.; Lee, S.; Chuang, T. J.
2
2003
Change point test for dispersion parameter based on discretely observed sample from SDE models. Zbl 1219.62124
Lee, Sangyeol
2
2011
Minimum density power divergence estimator for diffusion processes. Zbl 1441.62219
Lee, Sangyeol; Song, Junmo
2
2013
The CUSUM of squares test for the stability of regression models with non-stationary regressors. Zbl 1255.62269
Lu, Xinhong; Maekawa, Koichi; Lee, Sangyeol
2
2008
Value-at-risk forecasting based on Gaussian mixture ARMA-GARCH model. Zbl 1432.62306
Lee, Sangyeol; Lee, Taewook
2
2011
Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach. Zbl 1342.65025
Chen, Cathy W. S.; Lee, Sangyeol; Chen, Shu-Yu
2
2016
Change point test of tail index for autoregressive processes. Zbl 1296.62171
Kim, Moosup; Lee, Sangyeol
2
2012
Robust estimation for the covariance matrix of multi-variate time series. Zbl 1294.62205
Kim, Byungsoo; Lee, Sangyeol
2
2011
An analysis of sources of risk in the consumer electronics industry. Zbl 1177.90277
Sodhi, M. S.; Lee, S.
1
2007
A test for independence of two stationary infinite order autoregressive processes. Zbl 1083.62090
Kim, Eunhee; Lee, Sangyeol
1
2005
Normal shock boundary layer control with various vortex generator geometries. Zbl 1271.76147
Lee, S.; Loth, E.; Babinsky, H.
1
2011
Analysis of a rigid body obliquely impacting granular matter. Zbl 1176.74054
Lee, S.; Marghitu, Dan B.
1
2009
Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE. Zbl 1209.62197
Lee, Sangyeol; Masuda, Hiroki
1
2010
Robust estimation for order of hidden Markov models based on density power divergences. Zbl 1432.62280
Lee, Sangyeol; Lee, Taewook
1
2010
Geometric effects on micropolar elastic honeycomb structure with negative Poisson’s ratio using the finite element method. Zbl 1213.74304
Yang, D. U.; Lee, S.; Huang, F. Y.
1
2003
On the causality test in time series models with heavy-tailed distribution. Zbl 1081.62553
Kim, Eunhee; Lee, Sangyeol
1
2002
Sequential empirical process in autoregressive models with measurement errors. Zbl 1098.62116
Na, Seongryong; Lee, Sangyeol; Park, Hyeonah
1
2006
Comparison of steady system availability with imperfect repair. Zbl 1051.60087
Cha, Ji Hwan; Lee, Sangyeol; Mi, Jie
1
2004
The asymptotic behavior of the empirical process based on a linear process under some contiguous alternatives. Zbl 0944.62051
Lee, Sangyeol
1
1998
Robust estimation for copula parameter in SCOMDY models. Zbl 1288.62047
Kim, Byungsoo; Lee, Sangyeol
1
2013
Moving estimates test with time varying bandwidth. Zbl 1116.62097
Na, Okyoung; Lee, Sangyeol
1
2007
Diagnostic test for unstable autoregressive models. Zbl 1116.62095
Lee, Sangyeol; Kim, Eunhee; Kim, Youngjin
1
2007
Test for parameter change in linear processes based on Whittle’s estimator. Zbl 1124.62060
Lee, Taewook; Lee, Sangyeol
1
2007
Test for parameter change in ARIMA models. Zbl 1093.62086
Lee, Sangyeol; Park, Siyun; Maekawa, Koichi; Kawai, Ken-Ichi
1
2006
CUSUM test for general nonlinear integer-valued GARCH models: comparison study. Zbl 1431.62396
Lee, Youngmi; Lee, Sangyeol
3
2019
Modified residual CUSUM test for location-scale time series models with heteroscedasticity. Zbl 1431.62406
Oh, Haejune; Lee, Sangyeol
1
2019
Mildly explosive autoregression with mixing innovations. Zbl 1390.62182
Oh, Haejune; Lee, Sangyeol; Chan, Ngai Hang
1
2018
On Fisher’s dispersion test for integer-valued autoregressive Poisson models with applications. Zbl 1380.37153
Lee, Sangyeol; Park, Siyun; Chen, Cathy W. S.
3
2017
Parameter change test for zero-inflated generalized Poisson autoregressive models. Zbl 1359.62376
Lee, Sangyeol; Lee, Youngmi; Chen, Cathy W. S.
13
2016
Parameter change test for autoregressive conditional duration models. Zbl 1359.62351
Lee, Sangyeol; Oh, Haejune
3
2016
Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach. Zbl 1342.65025
Chen, Cathy W. S.; Lee, Sangyeol; Chen, Shu-Yu
2
2016
Goodness-of-fit test for the SVM based on noisy observations. Zbl 1359.62458
Lin, Liang-Ching; Lee, Sangyeol; Guo, Meihui
1
2016
On the tail index inference for heavy-tailed GARCH-type innovations. Zbl 1440.62332
Kim, Moosup; Lee, Sangyeol
1
2016
Entropy-based goodness of fit test for a composite hypothesis. Zbl 1338.62088
Lee, Sangyeol
1
2016
Parameter change test for nonlinear time series models with GARCH type errors. Zbl 1312.62109
Lee, Jiyeon; Lee, Sangyeol
6
2015
Parameter change test for Poisson autoregressive models. Zbl 1305.62313
Kang, Jiwon; Lee, Sangyeol
19
2014
Goodness-of-fit test for stochastic volatility models. Zbl 1277.62125
Lin, Liang-Ching; Lee, Sangyeol; Guo, Meihui
6
2013
Quantile regression estimator for GARCH models. Zbl 1259.62080
Lee, Sangyeol; Noh, Jungsik
6
2013
Robust estimation for the covariance matrix of multivariate time series based on normal mixtures. Zbl 1365.62343
Kim, Byungsoo; Lee, Sangyeol
6
2013
A maximum entropy type test of fit: composite hypothesis case. Zbl 1365.62155
Lee, Sangyeol
4
2013
Change point detection in SCOMDY models. Zbl 1443.62232
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
2
2013
Minimum density power divergence estimator for diffusion processes. Zbl 1441.62219
Lee, Sangyeol; Song, Junmo
2
2013
Robust estimation for copula parameter in SCOMDY models. Zbl 1288.62047
Kim, Byungsoo; Lee, Sangyeol
1
2013
On the maximum likelihood estimator for irregularly observed time series data from COGARCH(1,1) models. Zbl 1314.62197
Kim, Moosup; Lee, Sangyeol
1
2013
Maximum entropy test for autoregressive models. Zbl 1322.62220
Lee, Sangyeol; Park, Siyun
1
2013
Change point detection in copula ARMA-GARCH models. Zbl 1281.62182
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
7
2012
Inference for Box-Cox transformed threshold GARCH models with nuisance parameters. Zbl 1323.62085
Lee, Sangyeol; Lee, Taewook
5
2012
Change point test of tail index for autoregressive processes. Zbl 1296.62171
Kim, Moosup; Lee, Sangyeol
2
2012
Monitoring parameter change in time series models. Zbl 1230.62119
Na, Okyoung; Lee, Youngmi; Lee, Sangyeol
9
2011
Change point test for tail index for dependent data. Zbl 1226.62080
Kim, Moosup; Lee, Sangyeol
4
2011
Change point test for dispersion parameter based on discretely observed sample from SDE models. Zbl 1219.62124
Lee, Sangyeol
2
2011
Value-at-risk forecasting based on Gaussian mixture ARMA-GARCH model. Zbl 1432.62306
Lee, Sangyeol; Lee, Taewook
2
2011
Robust estimation for the covariance matrix of multi-variate time series. Zbl 1294.62205
Kim, Byungsoo; Lee, Sangyeol
2
2011
Normal shock boundary layer control with various vortex generator geometries. Zbl 1271.76147
Lee, S.; Loth, E.; Babinsky, H.
1
2011
A divergence test for autoregressive time series models. Zbl 1219.62138
Lee, S.; Karagrigoriou, A.
1
2011
A note on the Jarque-Bera normality test for GARCH innovations. Zbl 1293.62194
Lee, Sangyeol; Park, Siyun; Lee, Taewook
7
2010
Trimmed portmanteau test for linear processes with infinite variance. Zbl 1181.62138
Lee, Sangyeol; Ng, Chi Tim
5
2010
Posterior consistency of species sampling priors. Zbl 1187.62055
Jang, Gun Ho; Lee, Jaeyong; Lee, Sangyeol
5
2010
On the goodness of fit test for discretely observed sample from diffusion processes: divergence measure approach. Zbl 1201.62097
Lee, Sangyeol
3
2010
Monitoring parameter changes for random coefficient autoregressive models. Zbl 1294.62210
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
3
2010
Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE. Zbl 1209.62197
Lee, Sangyeol; Masuda, Hiroki
1
2010
Robust estimation for order of hidden Markov models based on density power divergences. Zbl 1432.62280
Lee, Sangyeol; Lee, Taewook
1
2010
Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis. Zbl 1221.62126
Kang, Jiwon; Lee, Sangyeol
17
2009
A model selection criterion based on the BHHJ measure of divergence. Zbl 1149.62002
Mattheou, K.; Lee, S.; Karagrigoriou, A.
14
2009
Normal mixture quasi-maximum likelihood estimator for GARCH models. Zbl 1198.62101
Lee, Taewook; Lee, Sangyeol
13
2009
Monitoring distributional changes in autoregressive models. Zbl 1175.62095
Lee, Sangyeol; Lee, Youngmi; Na, Okyoung
8
2009
Minimum density power divergence estimator for GARCH models. Zbl 1203.62158
Lee, Sangyeol; Song, Junmo
8
2009
Test for parameter change in discretely observed diffusion processes. Zbl 1205.62116
Song, Junmo; Lee, Sangyeol
8
2009
Test for tail index change in stationary time series with Pareto-type marginal distribution. Zbl 1200.62054
Kim, Moosup; Lee, Sangyeol
8
2009
The monitoring test for the stability of regression models with nonstationary regressors. Zbl 1181.62139
Lee, Sangyeol; Park, Siyun
2
2009
Mechanics of axisymmetric wavy surface adhesion: JKR-DMT transition solution. Zbl 1236.74225
Waters, J. F.; Lee, S.; Guduru, P. R.
2
2009
Analysis of a rigid body obliquely impacting granular matter. Zbl 1176.74054
Lee, S.; Marghitu, Dan B.
1
2009
Consistency of minimizing a penalized density power divergence estimator for mixing distribution. Zbl 1309.62061
Lee, Taewook; Lee, Sangyeol
1
2009
Estimation of a tail index based on minimum density power divergence. Zbl 1151.62321
Kim, Moosup; Lee, Sangyeol
11
2008
Test for parameter change in ARMA models with GARCH innovations. Zbl 1147.62074
Lee, Sangyeol; Song, Junmo
9
2008
Residual empirical process for diffusion processes. Zbl 1140.60337
Lee, Sangyeol; Wee, In-Suk
7
2008
Jump diffusion model with application to the Japanese stock market. Zbl 1216.91040
Maekawa, Koichi; Lee, Sangyeol; Morimoto, Takayuki; Kawai, Ken-ichi
2
2008
The CUSUM of squares test for the stability of regression models with non-stationary regressors. Zbl 1255.62269
Lu, Xinhong; Maekawa, Koichi; Lee, Sangyeol
2
2008
Robust estimation for the order of finite mixture models. Zbl 1247.62067
Lee, Sangyeol; Lee, Taewook
1
2008
Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator. Zbl 1293.62192
Kim, Tae Yoon; Moon, Myung Sang; Lee, Sangyeol
1
2008
An analysis of sources of risk in the consumer electronics industry. Zbl 1177.90277
Sodhi, M. S.; Lee, S.
1
2007
Moving estimates test with time varying bandwidth. Zbl 1116.62097
Na, Okyoung; Lee, Sangyeol
1
2007
Diagnostic test for unstable autoregressive models. Zbl 1116.62095
Lee, Sangyeol; Kim, Eunhee; Kim, Youngjin
1
2007
Test for parameter change in linear processes based on Whittle’s estimator. Zbl 1124.62060
Lee, Taewook; Lee, Sangyeol
1
2007
Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators. Zbl 1095.62100
Lee, Sangyeol; Nishiyama, Yoichi; Yoshida, Nakahiro
17
2006
The Bickel–Rosenblatt test for diffusion processes. Zbl 1095.62099
Lee, Sangyeol
4
2006
Fixed-width confidence interval based on a minimum Hellinger distance estimator. Zbl 1099.62091
Lee, Sangyeol; Sriram, T. N.; Wei, Xinyu
2
2006
Analysis of vertical cracking phenomena in tensile-strained epitaxial film on a substrate. I: Mathematical formulation. Zbl 1121.74452
Lee, S.; Choi, S. T.; Earmme, Y. Y.
2
2006
Dynamic failure of metallic pyramidal truss core materials – experiments and modeling. Zbl 1331.74005
Lee, S.; Barthelat, F.; Hutchinson, J. W.; Espinosa, H. D.
2
2006
Sequential empirical process in autoregressive models with measurement errors. Zbl 1098.62116
Na, Seongryong; Lee, Sangyeol; Park, Hyeonah
1
2006
Test for parameter change in ARIMA models. Zbl 1093.62086
Lee, Sangyeol; Park, Siyun; Maekawa, Koichi; Kawai, Ken-Ichi
1
2006
Asymptotic theory for ARCH-SM models: LAN and residual empirical processes. Zbl 1059.62014
Lee, Sangyeol; Taniguchi, Masanobu
14
2005
Test for parameter change in stochastic processes based on conditional least-squares estimator. Zbl 1066.62082
Lee, Sangyeol; Na, Okyoung
9
2005
Adaptive nonlinear control system design for helicopter robust command augmentation. Zbl 1195.93058
Lee, S.; Ha, C.; Kim, B. S.
6
2005
Test for parameter change based on the estimator minimizing density-based divergence measures. Zbl 1095.62024
Lee, Sangyeol; Na, Okyoung
6
2005
Kernel density estimator for strong mixing processes. Zbl 1089.62036
Kim, Tae Yoon; Lee, Sangyeol
5
2005
A test for independence of two stationary infinite order autoregressive processes. Zbl 1083.62090
Kim, Eunhee; Lee, Sangyeol
1
2005
A neural network approach to multiobjective and multilevel programming problems. Zbl 1062.90060
Shih, Hsu-Shih; Wen, Ue-Pyng; Lee, S.; Lan, Kuen-Ming; Hsiao, Han-Chyi
14
2004
The cusum test for parameter change in regression models with arch errors. Zbl 1062.62191
Lee, Sangyeol; Tokutsu, Yasuyoshi; Maekawa, Koichi
14
2004
Cusum test for parameter change based on the maximum likelihood estimator. Zbl 1101.62066
Lee, Sangyeol; Lee, Taewook
4
2004
A nonparametric test for the change of the density function in strong mixing processes. Zbl 1117.62472
Lee, Sangyeol; Na, Seongryong
2
2004
Comparison of steady system availability with imperfect repair. Zbl 1051.60087
Cha, Ji Hwan; Lee, Sangyeol; Mi, Jie
1
2004
The cusum test for parameter change in time series models. Zbl 1053.62085
Lee, Sangyeol; Ha, Jeongcheol; Na, Okyoung; Na, Seongryong
62
2003
On the cusum of squares test for variance change in nonstationary and nonparametric time series models. Zbl 1049.62051
Lee, Sangyeol; Na, Okyoung; Na, Seongryong
13
2003
A family of IDMRL tests with unknown turning point. Zbl 1037.62104
Na, Myung Hwan; Lee, Sangyeol
4
2003
Testing heterogeneity for frailty distribution in shared frailty model. Zbl 1131.62326
Lee, Sungim; Lee, Sangyeol
2
2003
An alternative method of solving multilayer bending problems. Zbl 1110.74482
Hsueh, C. H.; Lee, S.; Chuang, T. J.
2
2003
Geometric effects on micropolar elastic honeycomb structure with negative Poisson’s ratio using the finite element method. Zbl 1213.74304
Yang, D. U.; Lee, S.; Huang, F. Y.
1
2003
On the Bickel-Rosenblatt test for first-order autoregressive models. Zbl 0994.62082
Lee, Sangyeol; Na, Seongryong
27
2002
OSIRIS: a three-dimensional, fully relativistic particle in cell code for modeling plasma based accelerators. Zbl 1053.81100
Fonseca, R. A.; Silva, L. O.; Tsung, F. S.; Decyk, V. K.; Lu, W.; Ren, C.; Mori, W. B.; Deng, S.; Lee, S.; Katsouleas, T.; Adam, J. C.
15
2002
On the Kolmogorov-Smirnov type test for testing nonlinearity in time series. Zbl 1008.62667
Kim, Youngjin; Lee, Sangyeol
2
2002
Coefficient constancy test in AR-ARCH models. Zbl 0996.62080
Ha, Jeongcheol; Lee, Sangyeol
2
2002
On the causality test in time series models with heavy-tailed distribution. Zbl 1081.62553
Kim, Eunhee; Lee, Sangyeol
1
2002
The cusum of squares test for scale changes in infinite order moving average processes. Zbl 1010.62079
Lee, Sangyeol; Park, Siyun
43
2001
An asymptotically optimal selection of the order of a linear process. Zbl 1004.62068
Lee, Sangyeol; Karagrigoriou, Alex
12
2001
Stable finite element methods with divergence augmentation for the Stokes problem. Zbl 1012.76045
Kim, K.; Lee, S.
4
2001
On the CUSUM test for parameter changes in GARCH(1,1) models. Zbl 1107.62359
Kim, Soohwa; Cho, Sinsup; Lee, Sangyeol
14
2000
Partial teleportation of entanglement in a noisy environment. Zbl 1004.81505
Lee, Jinhyoung; Kim, M. S.; Park, Y. J.; Lee, Sangyeol
11
2000
A nonparametric goodness of fit test for strong mixing processes. Zbl 0981.62038
Lee, Sangyeol; Na, Seongryong
4
2000
On functional limit theorems for multivariate linear processes with applications to sequential estimation. Zbl 0956.60020
Fakhre-Zakeri, Issa; Lee, Sangyeol
2
2000
Finite element methods for the Stokes problem in \({\mathbb{R}}^3\). Zbl 0955.65085
Hong, S.; Lee, S.
2
2000
Experimental observation of dynamic stabilization in a double-well Duffing oscillator. Zbl 1115.70307
Kim, Youngtae; Lee, Sang Yeol; Kim, Sang-Yoon
2
2000
On residual empirical processes of stochastic regression models with applications to time series. Zbl 0943.62092
Lee, Sangyeol; Wei, Ching-Zong
36
1999
Sequential point estimation of parameters in a threshold AR(1) model. Zbl 0995.62070
Lee, Sangyeol; Sriram, T. N.
6
1999
...and 11 more Documents
all top 5

Cited by 499 Authors

86 Lee, Sangyeol
12 Karagrigoriou, Alexandros
12 Na, Okyoung
11 Song, Junmo
11 Tian, Zheng
10 Meintanis, Simos G.
9 Horváth, Lajos
9 Kim, Byungsoo
9 Lee, Taewook
9 Sriram, T. N.
8 Kang, Jiwon
7 Kim, Moosup
6 Chen, Zhanshou
6 Goegebeur, Yuri
6 Guillou, Armelle
6 Hušková, Marie
6 Lee, Jiyeon
6 Na, Seongryong
6 Park, Siyun
6 Vonta, Filia
6 Wang, Dehui
5 Chen, Cathy W. S.
5 González-Manteiga, Wenceslao
5 Jin, Hao
5 Kengne, William Charky
5 Lee, Youngmi
5 Mattheou, Kyriacos
5 Nishiyama, Yoichi
5 Oh, Haejune
4 Bouzebda, Salim
4 Cheng, Fuxia
4 Ghosh, Abhik
4 Guo, Meihui
4 Ha, Jeongcheol
4 Iacus, Stefano Maria
4 Jiménez-Gamero, María Dolores
4 Li, Fuxiao
4 Nielsen, Bent
4 Qi, Peiyan
4 Zhang, Jinsuo
4 Zhao, Zhiwen
4 Zhu, Fukang
3 Basu, Ayanendranath
3 Cui, Yunwei
3 De Gregorio, Alessandro
3 Fakhre-Zakeri, Issa
3 Francq, Christian
3 Galtchouk, Leonid I.
3 Gombay, Edit
3 Hlávka, Zdeněk
3 Hwang, Eunju
3 Ing, Ching-Kang
3 Kim, Minjo
3 Kirch, Claudia
3 Koul, Hira Lal
3 Li, Qi
3 Lin, Liang-Ching
3 Maekawa, Koichi
3 Mantalos, Panagiotis
3 Masuda, Hiroki
3 Negri, Ilia
3 Noh, Jungsik
3 Paternostro, Mauro
3 Rezakhah, Saeid
3 Shin, Dongwan
3 Steland, Ansgar
3 Taniguchi, Masanobu
3 Vidyashankar, Anand N.
3 Wied, Dominik
3 Wu, Rongning
3 Yang, Kai
3 Yu, Shuhui
3 Zitikis, Ričardas
2 Arslan, Olcay
2 Aue, Alexander
2 Ayis, Salma
2 Baek, Changryong
2 Baek, Jong-Il
2 Bee, Marco
2 Berkes, István
2 Chan, Ngai Hang
2 Crujeiras, Rosa María
2 Dehling, Herold G.
2 Dierckx, Goedele
2 Doukhan, Paul
2 Farshidi, Jamshid
2 Febrero-Bande, Manuel
2 Fokianos, Konstantinos
2 Fried, Roland
2 Frisén, Marianne
2 Fu, Ke’ang
2 Ghoudi, Kilani
2 Gonçalves, Esmeralda
2 Grønneberg, Steffen
2 Güney, Yeşim
2 Hansen, Bruce E.
2 Hilgert, Nadine
2 Hoga, Yannick
2 Jin, Lei
2 Kawai, Ken-Ichi
...and 399 more Authors
all top 5

Cited in 85 Serials

32 Statistics & Probability Letters
25 Journal of Statistical Computation and Simulation
21 Journal of Statistical Planning and Inference
20 Computational Statistics and Data Analysis
19 Annals of the Institute of Statistical Mathematics
18 Communications in Statistics. Theory and Methods
15 Journal of Time Series Analysis
14 Sequential Analysis
13 Journal of Multivariate Analysis
13 Journal of the Korean Statistical Society
12 Journal of Econometrics
12 Test
10 Econometric Theory
9 The Annals of Statistics
8 Statistics
8 Communications in Statistics. Simulation and Computation
7 Metrika
7 Economics Letters
7 Statistical Papers
7 Journal of Nonparametric Statistics
6 Scandinavian Journal of Statistics
5 Computational Statistics
5 Stochastic Processes and their Applications
5 Bernoulli
5 Statistical Inference for Stochastic Processes
5 Statistical Methodology
4 Journal of the American Statistical Association
4 Journal of Computational and Applied Mathematics
4 Mathematics and Computers in Simulation
4 Journal of Inequalities and Applications
4 Statistical Methods and Applications
4 Electronic Journal of Statistics
4 Science China. Mathematics
4 Sankhyā. Series A
3 Methodology and Computing in Applied Probability
3 Statistical Modelling
3 International Journal of Quantum Information
3 AStA. Advances in Statistical Analysis
2 International Journal of Theoretical Physics
2 Journal of Applied Probability
2 Applied Mathematical Modelling
2 Mathematical Methods of Statistics
2 Mathematical Problems in Engineering
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 The Econometrics Journal
2 Probability in the Engineering and Informational Sciences
2 Journal of Modern Optics
2 ISRN Probability and Statistics
1 The Canadian Journal of Statistics
1 Lithuanian Mathematical Journal
1 Chaos, Solitons and Fractals
1 Stochastic Analysis and Applications
1 Probability Theory and Related Fields
1 Statistical Science
1 Econometric Reviews
1 Journal of Economic Dynamics & Control
1 Journal of Theoretical Probability
1 Mathematical and Computer Modelling
1 Science in China. Series A
1 Annals of Operations Research
1 Machine Learning
1 Economic Quality Control
1 International Journal of Computer Mathematics
1 Statistica Sinica
1 Monte Carlo Methods and Applications
1 Lifetime Data Analysis
1 Australian & New Zealand Journal of Statistics
1 Far East Journal of Applied Mathematics
1 Journal of Applied Statistics
1 Journal of High Energy Physics
1 Applied Stochastic Models in Business and Industry
1 Brazilian Journal of Probability and Statistics
1 Quantitative Finance
1 Advances and Applications in Statistics
1 Journal of Systems Science and Complexity
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Journal of Applied Mathematics and Computing
1 Quantum Information Processing
1 Asia-Pacific Financial Markets
1 Journal of Statistical Mechanics: Theory and Experiment
1 Stochastics
1 Journal of Statistical Theory and Practice
1 Physical Review A, Third Series
1 Journal of Probability and Statistics
1 Cogent Mathematics

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