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Author ID: lee.sangyeol Recent zbMATH articles by "Lee, Sangyeol"
Published as: Lee, Sangyeol; Lee, S.; Lee, Sang Yeol
all top 5

Co-Authors

19 single-authored
12 Na, Okyoung
10 Kim, Byungsoo
10 Kim, Moosup
9 Lee, Taewook
8 Park, Siyun
7 Lee, Jiyeon
7 Oh, Haejune
6 Chen, Cathy W. S.
6 Lee, Youngmi
6 Na, Seongryong
5 Maekawa, Koichi
4 Fakhre-Zakeri, Issa
4 Guo, Meihui
4 Karagrigoriou, Alexandros
4 Kim, Hanwool
4 Kim, Minjo
4 Lin, Liang-Ching
4 Noh, Jungsik
4 Song, Junmo
3 Jo, Minyoung
3 Kadeethum, Teeratorn
3 Kang, Jiwon
3 Kim, Eunhee
3 Meintanis, Simos G.
3 Nick, H. M.
2 Cha, Ji Hwan
2 Ha, Jeongcheol
2 Huh, Jaewon
2 Kawai, Ken-Ichi
2 Kim, Dongwon
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 Ballarin, Francesco
1 Barthelat, Francois
1 Bok, E.
1 Chan, Ngai Hang
1 Chen, Shuyu
1 Chien, Hsiang-Lin
1 Cho, Sinsup
1 Chuang, Trees-Juen
1 Decyk, Viktor K.
1 Denison, C.
1 Espinosa, Horacio D.
1 Estep, Donald J.
1 Fonseca, Ricardo A.
1 Guduru, Pradeep R.
1 Hamidi-Haines, Mandana
1 Hintzman, J.
1 Hirukawa, Junichi
1 Hsiao, Han-Chyi
1 Hsueh, Chu-Hsuan
1 Huang, Fuang-Yuan
1 Hutchinson, John Woodside
1 Jang, Gun Ho
1 Jebakumar, Anand Samuel
1 Jiménez-Gamero, María Dolores
1 Katsouleas, T.
1 Khamthong, K.
1 Kim, Chang Kyeom
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
1 Lee, Jinhyoung
1 Lee, Jinhyung
1 Lee, Sungim
1 Lu, Wei
1 Lu, Xinhong
1 Lum, J. Y.-L.
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 Nishiyama, Yoichi
1 Park, Hyeonah
1 Pretorius, Charl
1 Ren, Chuang
1 Schauer, K.
1 Seo, Byungtae
1 Seok, Seongwoo
1 Shih, Hsu-Shih
1 Silva, Luis O.
1 Sundheim, M.
1 Sutomo, W.
1 Taniguchi, Masanobu
1 Tjøstheim, Dag B.
...and 11 more Co-Authors
all top 5

Serials

14 Journal of Statistical Computation and Simulation
12 Annals of the Institute of Statistical Mathematics
10 Statistics & Probability Letters
10 Journal of the Korean Statistical Society
9 Journal of Statistical Planning and Inference
9 Computational Statistics and Data Analysis
8 Scandinavian Journal of Statistics
7 Journal of Multivariate Analysis
7 Communications in Statistics. Theory and Methods
5 Economics Letters
5 Statistical Methods and Applications
4 International Journal of Solids and Structures
4 Journal of Time Series Analysis
4 Communications in Statistics. Simulation and Computation
4 Test
3 Metrika
3 Journal of the Korean Mathematical Society
3 Statistics
3 Sequential Analysis
3 Statistica Sinica
3 Statistical Methodology
2 Computers and Fluids
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 Statistical Inference for Stochastic Processes
2 Applied Stochastic Models in Business and Industry
2 REVSTAT
2 AStA. Advances in Statistical Analysis
2 Mathematical Geosciences
1 Applicable Analysis
1 Computers & Mathematics with Applications
1 International Journal of Plasticity
1 Journal of Applied Mechanics
1 Journal of Computational Physics
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 Statistics & Risk Modeling

Publications by Year

Citations contained in zbMATH Open

140 Publications have been cited 1,017 times in 522 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
77
2003
The cusum of squares test for scale changes in infinite order moving average processes. Zbl 1010.62079
Lee, Sangyeol; Park, Siyun
51
2001
On residual empirical processes of stochastic regression models with applications to time series. Zbl 0943.62092
Lee, Sangyeol; Wei, Ching-Zong
39
1999
Parameter change test for Poisson autoregressive models. Zbl 1305.62313
Kang, Jiwon; Lee, Sangyeol
33
2014
On the Bickel-Rosenblatt test for first-order autoregressive models. Zbl 0994.62082
Lee, Sangyeol; Na, Seongryong
31
2002
Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis. Zbl 1221.62126
Kang, Jiwon; Lee, Sangyeol
24
2009
Sequential estimation of the mean of a linear process. Zbl 0754.62063
Fakhre-Zakeri, I.; Lee, S.
21
1992
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.
21
2002
On the CUSUM test for parameter changes in GARCH(1,1) models. Zbl 1107.62359
Kim, Soohwa; Cho, Sinsup; Lee, Sangyeol
20
2000
The cusum test for parameter change in regression models with arch errors. Zbl 1062.62191
Lee, Sangyeol; Tokutsu, Yasuyoshi; Maekawa, Koichi
19
2004
Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators. Zbl 1095.62100
Lee, Sangyeol; Nishiyama, Yoichi; Yoshida, Nakahiro
19
2006
A model selection criterion based on the BHHJ measure of divergence. Zbl 1149.62002
Mattheou, K.; Lee, S.; Karagrigoriou, A.
19
2009
Parameter change test for zero-inflated generalized Poisson autoregressive models. Zbl 1359.62376
Lee, Sangyeol; Lee, Youngmi; Chen, Cathy W. S.
18
2016
Generalized Poisson autoregressive models for time series of counts. Zbl 1468.62037
Chen, Cathy W. S.; Lee, Sangyeol
18
2016
A maximum entropy type test of fit. Zbl 1464.62117
Lee, Sangyeol; Vonta, Ilia; Karagrigoriou, Alex
17
2011
Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation. Zbl 1468.62101
Kim, Minjo; Lee, Sangyeol
17
2016
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
17
2003
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
16
2004
Asymptotic theory for ARCH-SM models: LAN and residual empirical processes. Zbl 1059.62014
Lee, Sangyeol; Taniguchi, Masanobu
16
2005
Minimum density power divergence estimator for Poisson autoregressive models. Zbl 06984074
Kang, Jiwon; Lee, Sangyeol
14
2014
Monitoring parameter change in time series models. Zbl 1230.62119
Na, Okyoung; Lee, Youngmi; Lee, Sangyeol
14
2011
Normal mixture quasi-maximum likelihood estimator for GARCH models. Zbl 1198.62101
Lee, Taewook; Lee, Sangyeol
13
2009
An asymptotically optimal selection of the order of a linear process. Zbl 1004.62068
Lee, Sangyeol; Karagrigoriou, Alex
13
2001
Sequential estimation for the parameters of a stationary autoregressive model. Zbl 0814.62046
Lee, Sangyeol
12
1994
Coefficient constancy test in a random coefficient autoregressive model. Zbl 0924.62092
Lee, Sangyeol
12
1998
On first-order integer-valued autoregressive process with Katz family innovations. Zbl 07191955
Kim, Hanwool; Lee, Sangyeol
11
2017
Partial teleportation of entanglement in a noisy environment. Zbl 1004.81505
Lee, Jinhyoung; Kim, M. S.; Park, Y. J.; Lee, Sangyeol
11
2000
Test for parameter change in stochastic processes based on conditional least-squares estimator. Zbl 1066.62082
Lee, Sangyeol; Na, Okyoung
11
2005
Estimation of a tail index based on minimum density power divergence. Zbl 1151.62321
Kim, Moosup; Lee, Sangyeol
11
2008
CUSUM test for general nonlinear integer-valued GARCH models: comparison study. Zbl 1431.62396
Lee, Youngmi; Lee, Sangyeol
10
2019
Parameter change test for nonlinear time series models with GARCH type errors. Zbl 1312.62109
Lee, Jiyeon; Lee, Sangyeol
10
2015
Quantile regression estimator for GARCH models. Zbl 1259.62080
Lee, Sangyeol; Noh, Jungsik
10
2013
Test for parameter change in ARMA models with GARCH innovations. Zbl 1147.62074
Lee, Sangyeol; Song, Junmo
10
2008
Test for tail index change in stationary time series with Pareto-type marginal distribution. Zbl 1200.62054
Kim, Moosup; Lee, Sangyeol
9
2009
Asymptotic normality and parameter change test for bivariate Poisson INGARCH models. Zbl 06852282
Lee, Youngmi; Lee, Sangyeol; Tjøstheim, Dag
9
2018
Sequential estimation of the mean vector of a multivariate linear process. Zbl 0799.62092
Fakhre-Zakeri, Issa; Lee, Sangyeol
9
1993
Minimum density power divergence estimator for GARCH models. Zbl 1203.62158
Lee, Sangyeol; Song, Junmo
9
2009
Test for parameter change in discretely observed diffusion processes. Zbl 1205.62116
Song, Junmo; Lee, Sangyeol
9
2009
Change point detection in copula ARMA-GARCH models. Zbl 1281.62182
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
9
2012
Sequential estimation for the autocorrelations of linear processes. Zbl 0898.62099
Lee, Sangyeol
9
1996
Robust estimation for the covariance matrix of multivariate time series based on normal mixtures. Zbl 1365.62343
Kim, Byungsoo; Lee, Sangyeol
9
2013
Sequential point estimation of parameters in a threshold AR(1) model. Zbl 0995.62070
Lee, Sangyeol; Sriram, T. N.
8
1999
Monitoring distributional changes in autoregressive models. Zbl 1175.62095
Lee, Sangyeol; Lee, Youngmi; Na, Okyoung
8
2009
Residual empirical process for diffusion processes. Zbl 1140.60337
Lee, Sangyeol; Wee, In-Suk
8
2008
Test for parameter change based on the estimator minimizing density-based divergence measures. Zbl 1095.62024
Lee, Sangyeol; Na, Okyoung
8
2005
Modified residual CUSUM test for location-scale time series models with heteroscedasticity. Zbl 1431.62406
Oh, Haejune; Lee, Sangyeol
7
2019
A family of IDMRL tests with unknown turning point. Zbl 1037.62104
Na, Myung Hwan; Lee, Sangyeol
7
2003
A note on the Jarque-Bera normality test for GARCH innovations. Zbl 1293.62194
Lee, Sangyeol; Park, Siyun; Lee, Taewook
7
2010
Maximum entropy test for GARCH models. Zbl 1486.62241
Lee, Jiyeon; Lee, Sangyeol; Park, Siyun
6
2015
Robust estimation for zero-inflated Poisson autoregressive models based on density power divergence. Zbl 07192106
Kim, Byungsoo; Lee, Sangyeol
6
2017
Trimmed portmanteau test for linear processes with infinite variance. Zbl 1181.62138
Lee, Sangyeol; Ng, Chi Tim
6
2010
Adaptive nonlinear control system design for helicopter robust command augmentation. Zbl 1195.93058
Lee, S.; Ha, C.; Kim, B. S.
6
2005
On score vector- and residual-based CUSUM tests in ARMA-GARCH models. Zbl 1427.62104
Oh, Haejune; Lee, Sangyeol
6
2018
Robust estimation for the covariance matrix of multi-variate time series. Zbl 1294.62205
Kim, Byungsoo; Lee, Sangyeol
6
2011
Goodness-of-fit test for stochastic volatility models. Zbl 1277.62125
Lin, Liang-Ching; Lee, Sangyeol; Guo, Meihui
6
2013
Quantile regression for location-scale time series models with conditional heteroscedasticity. Zbl 1468.62274
Noh, Jungsik; Lee, Sangyeol
6
2016
Posterior consistency of species sampling priors. Zbl 1187.62055
Jang, Gun Ho; Lee, Jaeyong; Lee, Sangyeol
5
2010
A nonparametric goodness of fit test for strong mixing processes. Zbl 0981.62038
Lee, Sangyeol; Na, Seongryong
5
2000
Kernel density estimator for strong mixing processes. Zbl 1089.62036
Kim, Tae Yoon; Lee, Sangyeol
5
2005
Cusum test for parameter change based on the maximum likelihood estimator. Zbl 1101.62066
Lee, Sangyeol; Lee, Taewook
5
2004
Inference for Box-Cox transformed threshold GARCH models with nuisance parameters. Zbl 1323.62085
Lee, Sangyeol; Lee, Taewook
5
2012
Change point test for tail index for dependent data. Zbl 1226.62080
Kim, Moosup; Lee, Sangyeol
5
2011
A maximum entropy type test of fit: composite hypothesis case. Zbl 1365.62155
Lee, Sangyeol
5
2013
Parameter change test for autoregressive conditional duration models. Zbl 1359.62351
Lee, Sangyeol; Oh, Haejune
4
2016
Experimental observation of dynamic stabilization in a double-well Duffing oscillator. Zbl 1115.70307
Kim, Youngtae; Lee, Sang Yeol; Kim, Sang-Yoon
4
2000
Stable finite element methods with divergence augmentation for the Stokes problem. Zbl 1012.76045
Kim, K.; Lee, S.
4
2001
A nonparametric test for the change of the density function in strong mixing processes. Zbl 1117.62472
Lee, Sangyeol; Na, Seongryong
4
2004
Minimum density power divergence estimator for diffusion processes. Zbl 1441.62219
Lee, Sangyeol; Song, Junmo
4
2013
Change point test for dispersion parameter based on discretely observed sample from SDE models. Zbl 1219.62124
Lee, Sangyeol
4
2011
Value-at-risk forecasting based on Gaussian mixture ARMA-GARCH model. Zbl 1432.62306
Lee, Sangyeol; Lee, Taewook
4
2011
The Bickel–Rosenblatt test for diffusion processes. Zbl 1095.62099
Lee, Sangyeol
4
2006
A random functional central limit theorem for stationary linear processes generated by martingales. Zbl 0887.60041
Fakhre-Zakeri, Issa; Lee, Sangyeol
4
1997
On the goodness of fit test for discretely observed sample from diffusion processes: divergence measure approach. Zbl 1201.62097
Lee, Sangyeol
3
2010
Mildly explosive autoregression with mixing innovations. Zbl 1390.62182
Oh, Haejune; Lee, Sangyeol; Chan, Ngai Hang
3
2018
Change point detection in SCOMDY models. Zbl 1443.62232
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
3
2013
Finite element solvers for Biot’s poroelasticity equations in porous media. Zbl 1451.76070
Kadeethum, T.; Lee, S.; Nick, H. M.
3
2020
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
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
3
2016
On functional limit theorems for multivariate linear processes with applications to sequential estimation. Zbl 0956.60020
Fakhre-Zakeri, Issa; Lee, Sangyeol
3
2000
Monitoring parameter changes for random coefficient autoregressive models. Zbl 1294.62210
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
3
2010
Change point test of tail index for autoregressive processes. Zbl 1296.62171
Kim, Moosup; Lee, Sangyeol
3
2012
Test for dispersion constancy in stochastic differential equation models. Zbl 06292441
Lee, Sangyeol; Guo, Meihui
3
2012
Robust estimation for general integer-valued time series models. Zbl 1466.62388
Kim, Byungsoo; Lee, Sangyeol
3
2020
A test for independence of two stationary infinite order autoregressive processes. Zbl 1083.62090
Kim, Eunhee; Lee, Sangyeol
3
2005
A note on the residual empirical process in autoregressive models. Zbl 0901.62111
Lee, Sangyeol
3
1997
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
Goodness of fit test for discrete random variables. Zbl 1471.62108
Lee, Sangyeol
2
2014
Monitoring parameter shift with Poisson integer-valued GARCH models. Zbl 07192028
Huh, Jaewon; Kim, Hanwool; Lee, Sangyeol
2
2017
Residual-based CUSUM of squares test for Poisson integer-valued GARCH models. Zbl 07193891
Lee, Sangyeol
2
2019
Finite element methods for the Stokes problem in \({\mathbb{R}}^3\). Zbl 0955.65085
Hong, S.; Lee, S.
2
2000
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.
2
2003
On the quantile process based on the autoregressive residuals. Zbl 1066.62538
Lee, Sangyeol
2
1998
The monitoring test for the stability of regression models with nonstationary regressors. Zbl 1181.62139
Lee, Sangyeol; Park, Siyun
2
2009
Robust estimation for order of hidden Markov models based on density power divergences. Zbl 1432.62280
Lee, Sangyeol; Lee, Taewook
2
2010
Entropy test and residual empirical process for autoregressive conditional duration models. Zbl 1468.62116
Lee, Sangyeol; Oh, Haejune
2
2015
On the Kolmogorov-Smirnov type test for testing nonlinearity in time series. Zbl 1008.62667
Kim, Youngjin; Lee, Sangyeol
2
2002
Entropy-based goodness of fit test for a composite hypothesis. Zbl 1338.62088
Lee, Sangyeol
2
2016
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
Mechanics of axisymmetric wavy surface adhesion: JKR-DMT transition solution. Zbl 1236.74225
Waters, J. F.; Lee, S.; Guduru, P. R.
2
2009
Normal shock boundary layer control with various vortex generator geometries. Zbl 1271.76147
Lee, S.; Loth, E.; Babinsky, H.
2
2011
Enriched Galerkin discretization for modeling poroelasticity and permeability alteration in heterogeneous porous media. Zbl 07510237
Kadeethum, T.; Nick, H. M.; Lee, S.; Ballarin, F.
1
2021
Finite element solvers for Biot’s poroelasticity equations in porous media. Zbl 1451.76070
Kadeethum, T.; Lee, S.; Nick, H. M.
3
2020
Robust estimation for general integer-valued time series models. Zbl 1466.62388
Kim, Byungsoo; Lee, Sangyeol
3
2020
Location and scale-based CUSUM test with application to autoregressive models. Zbl 07480208
Lee, Sangyeol
1
2020
Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models. Zbl 1458.62201
Jiménez-Gamero, M. Dolores; Lee, Sangyeol; Meintanis, Simos G.
1
2020
CUSUM test for general nonlinear integer-valued GARCH models: comparison study. Zbl 1431.62396
Lee, Youngmi; Lee, Sangyeol
10
2019
Modified residual CUSUM test for location-scale time series models with heteroscedasticity. Zbl 1431.62406
Oh, Haejune; Lee, Sangyeol
7
2019
Residual-based CUSUM of squares test for Poisson integer-valued GARCH models. Zbl 07193891
Lee, Sangyeol
2
2019
Test for tail index constancy of GARCH innovations based on conditional volatility. Zbl 1432.62302
Kim, Moosup; Lee, Sangyeol
1
2019
Asymptotic normality and parameter change test for bivariate Poisson INGARCH models. Zbl 06852282
Lee, Youngmi; Lee, Sangyeol; Tjøstheim, Dag
9
2018
On score vector- and residual-based CUSUM tests in ARMA-GARCH models. Zbl 1427.62104
Oh, Haejune; Lee, Sangyeol
6
2018
Mildly explosive autoregression with mixing innovations. Zbl 1390.62182
Oh, Haejune; Lee, Sangyeol; Chan, Ngai Hang
3
2018
Monitoring mean shift in INAR(1)s processes based on CLSE-CUSUM procedure. Zbl 1398.62234
Kim, Hanwool; Lee, Sangyeol
1
2018
On entropy goodness-of-fit test based on integrated distribution function. Zbl 07192667
Lee, Sangyeol; Park, Siyun; Kim, Byungsoo
1
2018
Bootstrap entropy test for general location-scale time series models with heteroscedasticity. Zbl 07192675
Kim, Minjo; Lee, Sangyeol
1
2018
On first-order integer-valued autoregressive process with Katz family innovations. Zbl 07191955
Kim, Hanwool; Lee, Sangyeol
11
2017
Robust estimation for zero-inflated Poisson autoregressive models based on density power divergence. Zbl 07192106
Kim, Byungsoo; Lee, Sangyeol
6
2017
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
Monitoring parameter shift with Poisson integer-valued GARCH models. Zbl 07192028
Huh, Jaewon; Kim, Hanwool; Lee, Sangyeol
2
2017
On entropy-based goodness-of-fit test for asymmetric Student-\(t\) and exponential power distributions. Zbl 1492.62049
Lee, Sangyeol; Kim, Minjo
1
2017
Parameter change test for zero-inflated generalized Poisson autoregressive models. Zbl 1359.62376
Lee, Sangyeol; Lee, Youngmi; Chen, Cathy W. S.
18
2016
Generalized Poisson autoregressive models for time series of counts. Zbl 1468.62037
Chen, Cathy W. S.; Lee, Sangyeol
18
2016
Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation. Zbl 1468.62101
Kim, Minjo; Lee, Sangyeol
17
2016
Quantile regression for location-scale time series models with conditional heteroscedasticity. Zbl 1468.62274
Noh, Jungsik; Lee, Sangyeol
6
2016
Parameter change test for autoregressive conditional duration models. Zbl 1359.62351
Lee, Sangyeol; Oh, Haejune
4
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
3
2016
Entropy-based goodness of fit test for a composite hypothesis. Zbl 1338.62088
Lee, Sangyeol
2
2016
A local unit root test in mean for financial time series. Zbl 07184642
Chen, Cathy W. S.; Lee, Sangyeol
1
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
Parameter change test for nonlinear time series models with GARCH type errors. Zbl 1312.62109
Lee, Jiyeon; Lee, Sangyeol
10
2015
Maximum entropy test for GARCH models. Zbl 1486.62241
Lee, Jiyeon; Lee, Sangyeol; Park, Siyun
6
2015
Entropy test and residual empirical process for autoregressive conditional duration models. Zbl 1468.62116
Lee, Sangyeol; Oh, Haejune
2
2015
Copula parameter change test for nonlinear AR models with nonlinear GARCH errors. Zbl 1487.62109
Lee, Sangyeol; Kim, Byungsoo
1
2015
Parameter change test for Poisson autoregressive models. Zbl 1305.62313
Kang, Jiwon; Lee, Sangyeol
33
2014
Minimum density power divergence estimator for Poisson autoregressive models. Zbl 06984074
Kang, Jiwon; Lee, Sangyeol
14
2014
Goodness of fit test for discrete random variables. Zbl 1471.62108
Lee, Sangyeol
2
2014
Quantile regression estimator for GARCH models. Zbl 1259.62080
Lee, Sangyeol; Noh, Jungsik
10
2013
Robust estimation for the covariance matrix of multivariate time series based on normal mixtures. Zbl 1365.62343
Kim, Byungsoo; Lee, Sangyeol
9
2013
Goodness-of-fit test for stochastic volatility models. Zbl 1277.62125
Lin, Liang-Ching; Lee, Sangyeol; Guo, Meihui
6
2013
A maximum entropy type test of fit: composite hypothesis case. Zbl 1365.62155
Lee, Sangyeol
5
2013
Minimum density power divergence estimator for diffusion processes. Zbl 1441.62219
Lee, Sangyeol; Song, Junmo
4
2013
Change point detection in SCOMDY models. Zbl 1443.62232
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
3
2013
Robust estimation for copula parameter in SCOMDY models. Zbl 1288.62047
Kim, Byungsoo; Lee, Sangyeol
2
2013
Maximum entropy test for autoregressive models. Zbl 1322.62220
Lee, Sangyeol; Park, Siyun
2
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
Adaptive error control during gradient search for an elliptic optimization problem. Zbl 1270.49025
Estep, D.; Lee, S.
1
2013
Change point detection in copula ARMA-GARCH models. Zbl 1281.62182
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
9
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
3
2012
Test for dispersion constancy in stochastic differential equation models. Zbl 06292441
Lee, Sangyeol; Guo, Meihui
3
2012
A maximum entropy type test of fit. Zbl 1464.62117
Lee, Sangyeol; Vonta, Ilia; Karagrigoriou, Alex
17
2011
Monitoring parameter change in time series models. Zbl 1230.62119
Na, Okyoung; Lee, Youngmi; Lee, Sangyeol
14
2011
Robust estimation for the covariance matrix of multi-variate time series. Zbl 1294.62205
Kim, Byungsoo; Lee, Sangyeol
6
2011
Change point test for tail index for dependent data. Zbl 1226.62080
Kim, Moosup; Lee, Sangyeol
5
2011
Change point test for dispersion parameter based on discretely observed sample from SDE models. Zbl 1219.62124
Lee, Sangyeol
4
2011
Value-at-risk forecasting based on Gaussian mixture ARMA-GARCH model. Zbl 1432.62306
Lee, Sangyeol; Lee, Taewook
4
2011
Normal shock boundary layer control with various vortex generator geometries. Zbl 1271.76147
Lee, S.; Loth, E.; Babinsky, H.
2
2011
Constancy test for FARIMA long memory processes. Zbl 1296.62174
Lee, Jiyeon; Na, Okyoung; Lee, Sangyeol
1
2011
A divergence test for autoregressive time series models. Zbl 1219.62138
Lee, S.; Karagrigoriou, A.
1
2011
Normality test for multivariate conditional heteroskedastic dynamic regression models. Zbl 1211.62154
Lee, Sangyeol; Ng, Chi Tim
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
6
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
Robust estimation for order of hidden Markov models based on density power divergences. Zbl 1432.62280
Lee, Sangyeol; Lee, Taewook
2
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
Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis. Zbl 1221.62126
Kang, Jiwon; Lee, Sangyeol
24
2009
A model selection criterion based on the BHHJ measure of divergence. Zbl 1149.62002
Mattheou, K.; Lee, S.; Karagrigoriou, A.
19
2009
Normal mixture quasi-maximum likelihood estimator for GARCH models. Zbl 1198.62101
Lee, Taewook; Lee, Sangyeol
13
2009
Test for tail index change in stationary time series with Pareto-type marginal distribution. Zbl 1200.62054
Kim, Moosup; Lee, Sangyeol
9
2009
Minimum density power divergence estimator for GARCH models. Zbl 1203.62158
Lee, Sangyeol; Song, Junmo
9
2009
Test for parameter change in discretely observed diffusion processes. Zbl 1205.62116
Song, Junmo; Lee, Sangyeol
9
2009
Monitoring distributional changes in autoregressive models. Zbl 1175.62095
Lee, Sangyeol; Lee, Youngmi; Na, Okyoung
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
10
2008
Residual empirical process for diffusion processes. Zbl 1140.60337
Lee, Sangyeol; Wee, In-Suk
8
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
Jump diffusion model with application to the Japanese stock market. Zbl 1216.91040
Maekawa, Koichi; Lee, Sangyeol; Morimoto, Takayuki; Kawai, Ken-ichi
2
2008
Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator. Zbl 1293.62192
Kim, Tae Yoon; Moon, Myung Sang; Lee, Sangyeol
1
2008
Robust estimation for the order of finite mixture models. Zbl 1247.62067
Lee, Sangyeol; Lee, Taewook
1
2008
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
An analysis of sources of risk in the consumer electronics industry. Zbl 1177.90277
Sodhi, M. S.; Lee, S.
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
19
2006
The Bickel–Rosenblatt test for diffusion processes. Zbl 1095.62099
Lee, Sangyeol
4
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
Fixed-width confidence interval based on a minimum Hellinger distance estimator. Zbl 1099.62091
Lee, Sangyeol; Sriram, T. N.; Wei, Xinyu
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
Test for parameter change in ARIMA models. Zbl 1093.62086
Lee, Sangyeol; Park, Siyun; Maekawa, Koichi; Kawai, Ken-Ichi
1
2006
Sequential empirical process in autoregressive models with measurement errors. Zbl 1098.62116
Na, Seongryong; Lee, Sangyeol; Park, Hyeonah
1
2006
Asymptotic theory for ARCH-SM models: LAN and residual empirical processes. Zbl 1059.62014
Lee, Sangyeol; Taniguchi, Masanobu
16
2005
Test for parameter change in stochastic processes based on conditional least-squares estimator. Zbl 1066.62082
Lee, Sangyeol; Na, Okyoung
11
2005
Test for parameter change based on the estimator minimizing density-based divergence measures. Zbl 1095.62024
Lee, Sangyeol; Na, Okyoung
8
2005
...and 40 more Documents
all top 5

Cited by 634 Authors

99 Lee, Sangyeol
16 Karagrigoriou, Alexandros
16 Wang, Dehui
13 Song, Junmo
12 Kim, Byungsoo
12 Na, Okyoung
12 Tian, Zheng
10 Meintanis, Simos G.
10 Yang, Kai
9 Horváth, Lajos
9 Kang, Jiwon
9 Lee, Taewook
9 Sriram, T. N.
7 Chen, Zhanshou
7 Kengne, William Charky
7 Kim, Moosup
7 Konev, Victor
7 Vonta, Filia
7 Zhu, Fukang
6 Chen, Cathy W. S.
6 Ghosh, Abhik
6 Goegebeur, Yuri
6 Guillou, Armelle
6 Hušková, Marie
6 Jin, Hao
6 Lee, Jiyeon
6 Lee, Youngmi
6 Na, Seongryong
6 Park, Siyun
5 Basu, Ayanendranath
5 Francq, Christian
5 González-Manteiga, Wenceslao
5 Li, Fuxiao
5 Li, Qi
5 Mattheou, Kyriacos
5 Nishiyama, Yoichi
5 Oh, Haejune
5 Qi, Peiyan
5 Zhang, Jinsuo
4 Altun, Emrah
4 Bouzebda, Salim
4 Cheng, Fuxia
4 Cui, Yunwei
4 Fried, Roland
4 Guo, Meihui
4 Ha, Jeongcheol
4 Iacus, Stefano Maria
4 Jiménez-Gamero, María Dolores
4 Kim, Minjo
4 Nielsen, Bent
4 Wied, Dominik
4 Wu, Rongning
4 Yang, Wenzhi
4 Zhao, Zhiwen
3 Chen, Huaping
3 De Gregorio, Alessandro
3 Dehling, Herold G.
3 Fakhre-Zakeri, Issa
3 Fokianos, Konstantinos
3 Galtchouk, Leonid I.
3 Gombay, Edit
3 Hlávka, Zdeněk
3 Hwang, Eunju
3 Ing, Ching-Kang
3 Kim, Hanwool
3 Kim, Taeyoon
3 Kirch, Claudia
3 Koul, Hira Lal
3 Li, Han
3 Lin, Liang-Ching
3 Maekawa, Koichi
3 Mantalos, Panagiotis
3 Masuda, Hiroki
3 Negri, Ilia
3 Noh, Jungsik
3 Noughabi, Hadi Alizadeh
3 Paternostro, Mauro
3 Psaradakis, Zacharias
3 Rezakhah, Saeid
3 Shin, Dongwan
3 Steland, Ansgar
3 Taniguchi, Masanobu
3 Vávra, Marián
3 Vidyashankar, Anand N.
3 Yu, Shuhui
3 Zakoïan, Jean-Michel
3 Zhang, Si
3 Zhang, Yong
3 Zitikis, Ričardas
2 Arslan, Olcay
2 Aue, Alexander
2 Ayis, Salma
2 Baek, Changryong
2 Baek, Jong-Il
2 Barbu, Vlad Stefan
2 Barry, Amadou Diogo
2 Bee, Marco
2 Berkes, István
2 Caporin, Massimiliano
2 Chan, Ngai Hang
...and 534 more Authors
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Cited in 100 Serials

32 Statistics & Probability Letters
31 Journal of Statistical Computation and Simulation
29 Communications in Statistics. Theory and Methods
23 Computational Statistics and Data Analysis
22 Journal of Statistical Planning and Inference
22 Communications in Statistics. Simulation and Computation
21 Annals of the Institute of Statistical Mathematics
18 Journal of the Korean Statistical Society
15 Journal of Multivariate Analysis
15 Journal of Time Series Analysis
15 Sequential Analysis
14 Journal of Econometrics
14 Test
14 Statistical Papers
11 Journal of Applied Statistics
11 Econometric Theory
10 The Annals of Statistics
9 Metrika
8 Statistics
7 Economics Letters
7 Computational Statistics
7 Journal of Nonparametric Statistics
7 Statistical Inference for Stochastic Processes
7 Statistical Methods and Applications
6 Scandinavian Journal of Statistics
6 Journal of Computational and Applied Mathematics
6 Bernoulli
5 Stochastic Processes and their Applications
5 Statistical Methodology
5 Electronic Journal of Statistics
4 Journal of the American Statistical Association
4 Mathematics and Computers in Simulation
4 Journal of Inequalities and Applications
4 Methodology and Computing in Applied Probability
4 AStA. Advances in Statistical Analysis
4 Science China. Mathematics
4 Sankhyā. Series A
3 International Journal of Theoretical Physics
3 Econometric Reviews
3 Statistica Sinica
3 Statistical Modelling
3 International Journal of Quantum Information
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 Journal of Systems Science and Complexity
2 Journal of Statistical Theory and Practice
2 ISRN Probability and Statistics
1 The Canadian Journal of Statistics
1 Lithuanian Mathematical Journal
1 Chaos, Solitons and Fractals
1 Mathematica Slovaca
1 Stochastic Analysis and Applications
1 Probability Theory and Related Fields
1 Statistical Science
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 European Journal of Operational Research
1 International Journal of Computer Mathematics
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 Applied Mathematics. Series B (English Edition)
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 Far East Journal of Theoretical 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 Machine Learning Research (JMLR)
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Journal of Applied Mathematics and Computing
1 Quantum Information Processing
1 Hacettepe Journal of Mathematics and Statistics
1 Asia-Pacific Financial Markets
1 SORT. Statistics and Operations Research Transactions
1 Journal of Statistical Mechanics: Theory and Experiment
1 Stochastics
1 The Annals of Applied Statistics
1 International Journal of Biomathematics
1 São Paulo Journal of Mathematical Sciences
1 Physical Review A, Third Series
1 Journal of Probability and Statistics
1 Random Matrices: Theory and Applications
1 Communications in Mathematics and Statistics
1 Journal of Mathematics
1 Open Mathematics
1 Cogent Mathematics

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