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## Lee, Sangyeol

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 Author ID: lee.sangyeol Published as: Lee, Sangyeol; Lee, S.; Lee, Sang Yeol
 Documents Indexed: 166 Publications since 1987, including 1 Book
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#### 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
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#### 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
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#### Fields

 136 Statistics (62-XX) 29 Probability theory and stochastic processes (60-XX) 23 Numerical analysis (65-XX) 8 Mechanics of deformable solids (74-XX) 8 Fluid mechanics (76-XX) 6 Operations research, mathematical programming (90-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Partial differential equations (35-XX) 2 Computer science (68-XX) 2 Mechanics of particles and systems (70-XX) 2 Quantum theory (81-XX) 2 Biology and other natural sciences (92-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Differential geometry (53-XX) 1 Optics, electromagnetic theory (78-XX) 1 Statistical mechanics, structure of matter (82-XX)

#### 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
2003
The cusum of squares test for scale changes in infinite order moving average processes. Zbl 1010.62079
Lee, Sangyeol; Park, Siyun
2001
On residual empirical processes of stochastic regression models with applications to time series. Zbl 0943.62092
Lee, Sangyeol; Wei, Ching-Zong
1999
On the Bickel-Rosenblatt test for first-order autoregressive models. Zbl 0994.62082
Lee, Sangyeol; Na, Seongryong
2002
Sequential estimation of the mean of a linear process. Zbl 0754.62063
Fakhre-Zakeri, I.; Lee, S.
1992
Parameter change test for Poisson autoregressive models. Zbl 1305.62313
Kang, Jiwon; Lee, Sangyeol
2014
Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis. Zbl 1221.62126
Kang, Jiwon; Lee, Sangyeol
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
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.
2002
A model selection criterion based on the BHHJ measure of divergence. Zbl 1149.62002
Mattheou, K.; Lee, S.; Karagrigoriou, A.
2009
On the CUSUM test for parameter changes in GARCH(1,1) models. Zbl 1107.62359
Kim, Soohwa; Cho, Sinsup; Lee, Sangyeol
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
2004
Asymptotic theory for ARCH-SM models: LAN and residual empirical processes. Zbl 1059.62014
Lee, Sangyeol; Taniguchi, Masanobu
2005
The cusum test for parameter change in regression models with arch errors. Zbl 1062.62191
Lee, Sangyeol; Tokutsu, Yasuyoshi; Maekawa, Koichi
2004
Normal mixture quasi-maximum likelihood estimator for GARCH models. Zbl 1198.62101
Lee, Taewook; Lee, Sangyeol
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
2003
Parameter change test for zero-inflated generalized Poisson autoregressive models. Zbl 1359.62376
Lee, Sangyeol; Lee, Youngmi; Chen, Cathy W. S.
2016
An asymptotically optimal selection of the order of a linear process. Zbl 1004.62068
Lee, Sangyeol; Karagrigoriou, Alex
2001
Estimation of a tail index based on minimum density power divergence. Zbl 1151.62321
Kim, Moosup; Lee, Sangyeol
2008
Partial teleportation of entanglement in a noisy environment. Zbl 1004.81505
Lee, Jinhyoung; Kim, M. S.; Park, Y. J.; Lee, Sangyeol
2000
Sequential estimation for the parameters of a stationary autoregressive model. Zbl 0814.62046
Lee, Sangyeol
1994
Coefficient constancy test in a random coefficient autoregressive model. Zbl 0924.62092
Lee, Sangyeol
1998
Test for parameter change in ARMA models with GARCH innovations. Zbl 1147.62074
Lee, Sangyeol; Song, Junmo
2008
Sequential estimation of the mean vector of a multivariate linear process. Zbl 0799.62092
Fakhre-Zakeri, Issa; Lee, Sangyeol
1993
Sequential estimation for the autocorrelations of linear processes. Zbl 0898.62099
Lee, Sangyeol
1996
Test for parameter change in stochastic processes based on conditional least-squares estimator. Zbl 1066.62082
Lee, Sangyeol; Na, Okyoung
2005
Monitoring parameter change in time series models. Zbl 1230.62119
Na, Okyoung; Lee, Youngmi; Lee, Sangyeol
2011
Monitoring distributional changes in autoregressive models. Zbl 1175.62095
Lee, Sangyeol; Lee, Youngmi; Na, Okyoung
2009
Minimum density power divergence estimator for GARCH models. Zbl 1203.62158
Lee, Sangyeol; Song, Junmo
2009
Test for parameter change in discretely observed diffusion processes. Zbl 1205.62116
Song, Junmo; Lee, Sangyeol
2009
Test for tail index change in stationary time series with Pareto-type marginal distribution. Zbl 1200.62054
Kim, Moosup; Lee, Sangyeol
2009
Residual empirical process for diffusion processes. Zbl 1140.60337
Lee, Sangyeol; Wee, In-Suk
2008
Change point detection in copula ARMA-GARCH models. Zbl 1281.62182
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
2012
A note on the Jarque-Bera normality test for GARCH innovations. Zbl 1293.62194
Lee, Sangyeol; Park, Siyun; Lee, Taewook
2010
Adaptive nonlinear control system design for helicopter robust command augmentation. Zbl 1195.93058
Lee, S.; Ha, C.; Kim, B. S.
2005
Sequential point estimation of parameters in a threshold AR(1) model. Zbl 0995.62070
Lee, Sangyeol; Sriram, T. N.
1999
Goodness-of-fit test for stochastic volatility models. Zbl 1277.62125
Lin, Liang-Ching; Lee, Sangyeol; Guo, Meihui
2013
Test for parameter change based on the estimator minimizing density-based divergence measures. Zbl 1095.62024
Lee, Sangyeol; Na, Okyoung
2005
Quantile regression estimator for GARCH models. Zbl 1259.62080
Lee, Sangyeol; Noh, Jungsik
2013
Parameter change test for nonlinear time series models with GARCH type errors. Zbl 1312.62109
Lee, Jiyeon; Lee, Sangyeol
2015
Robust estimation for the covariance matrix of multivariate time series based on normal mixtures. Zbl 1365.62343
Kim, Byungsoo; Lee, Sangyeol
2013
Inference for Box-Cox transformed threshold GARCH models with nuisance parameters. Zbl 1323.62085
Lee, Sangyeol; Lee, Taewook
2012
Trimmed portmanteau test for linear processes with infinite variance. Zbl 1181.62138
Lee, Sangyeol; Ng, Chi Tim
2010
Posterior consistency of species sampling priors. Zbl 1187.62055
Jang, Gun Ho; Lee, Jaeyong; Lee, Sangyeol
2010
Kernel density estimator for strong mixing processes. Zbl 1089.62036
Kim, Tae Yoon; Lee, Sangyeol
2005
A random functional central limit theorem for stationary linear processes generated by martingales. Zbl 0887.60041
Fakhre-Zakeri, Issa; Lee, Sangyeol
1997
A nonparametric goodness of fit test for strong mixing processes. Zbl 0981.62038
Lee, Sangyeol; Na, Seongryong
2000
Stable finite element methods with divergence augmentation for the Stokes problem. Zbl 1012.76045
Kim, K.; Lee, S.
2001
Cusum test for parameter change based on the maximum likelihood estimator. Zbl 1101.62066
Lee, Sangyeol; Lee, Taewook
2004
The Bickel–Rosenblatt test for diffusion processes. Zbl 1095.62099
Lee, Sangyeol
2006
A family of IDMRL tests with unknown turning point. Zbl 1037.62104
Na, Myung Hwan; Lee, Sangyeol
2003
Change point test for tail index for dependent data. Zbl 1226.62080
Kim, Moosup; Lee, Sangyeol
2011
A maximum entropy type test of fit: composite hypothesis case. Zbl 1365.62155
Lee, Sangyeol
2013
On the goodness of fit test for discretely observed sample from diffusion processes: divergence measure approach. Zbl 1201.62097
Lee, Sangyeol
2010
A note on the residual empirical process in autoregressive models. Zbl 0901.62111
Lee, Sangyeol
1997
Parameter change test for autoregressive conditional duration models. Zbl 1359.62351
Lee, Sangyeol; Oh, Haejune
2016
Monitoring parameter changes for random coefficient autoregressive models. Zbl 1294.62210
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
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.
2017
CUSUM test for general nonlinear integer-valued GARCH models: comparison study. Zbl 1431.62396
Lee, Youngmi; Lee, Sangyeol
2019
Jump diffusion model with application to the Japanese stock market. Zbl 1216.91040
Maekawa, Koichi; Lee, Sangyeol; Morimoto, Takayuki; Kawai, Ken-ichi
2008
The monitoring test for the stability of regression models with nonstationary regressors. Zbl 1181.62139
Lee, Sangyeol; Park, Siyun
2009
Mechanics of axisymmetric wavy surface adhesion: JKR-DMT transition solution. Zbl 1236.74225
Waters, J. F.; Lee, S.; Guduru, P. R.
2009
Change point detection in SCOMDY models. Zbl 1443.62232
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
2013
On functional limit theorems for multivariate linear processes with applications to sequential estimation. Zbl 0956.60020
Fakhre-Zakeri, Issa; Lee, Sangyeol
2000
A class of linear nonparametric rank tests for dependent censoring. Zbl 0825.62288
Lee, S.; Wolfe, R. A.
1995
On the Kolmogorov-Smirnov type test for testing nonlinearity in time series. Zbl 1008.62667
Kim, Youngjin; Lee, Sangyeol
2002
Coefficient constancy test in AR-ARCH models. Zbl 0996.62080
Ha, Jeongcheol; Lee, Sangyeol
2002
Random central limit theorem for the linear process generated by a strong mixing process. Zbl 0892.60038
Lee, Sangyeol
1997
Finite element methods for the Stokes problem in $${\mathbb{R}}^3$$. Zbl 0955.65085
Hong, S.; Lee, S.
2000
Testing heterogeneity for frailty distribution in shared frailty model. Zbl 1131.62326
Lee, Sungim; Lee, Sangyeol
2003
Fixed-width confidence interval based on a minimum Hellinger distance estimator. Zbl 1099.62091
Lee, Sangyeol; Sriram, T. N.; Wei, Xinyu
2006
On the quantile process based on the autoregressive residuals. Zbl 1066.62538
Lee, Sangyeol
1998
Experimental observation of dynamic stabilization in a double-well Duffing oscillator. Zbl 1115.70307
Kim, Youngtae; Lee, Sang Yeol; Kim, Sang-Yoon
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.
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.
2006
A nonparametric test for the change of the density function in strong mixing processes. Zbl 1117.62472
Lee, Sangyeol; Na, Seongryong
2004
An alternative method of solving multilayer bending problems. Zbl 1110.74482
Hsueh, C. H.; Lee, S.; Chuang, T. J.
2003
Change point test for dispersion parameter based on discretely observed sample from SDE models. Zbl 1219.62124
Lee, Sangyeol
2011
Minimum density power divergence estimator for diffusion processes. Zbl 1441.62219
Lee, Sangyeol; Song, Junmo
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
2008
Value-at-risk forecasting based on Gaussian mixture ARMA-GARCH model. Zbl 1432.62306
Lee, Sangyeol; Lee, Taewook
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
2016
Change point test of tail index for autoregressive processes. Zbl 1296.62171
Kim, Moosup; Lee, Sangyeol
2012
Robust estimation for the covariance matrix of multi-variate time series. Zbl 1294.62205
Kim, Byungsoo; Lee, Sangyeol
2011
An analysis of sources of risk in the consumer electronics industry. Zbl 1177.90277
Sodhi, M. S.; Lee, S.
2007
A test for independence of two stationary infinite order autoregressive processes. Zbl 1083.62090
Kim, Eunhee; Lee, Sangyeol
2005
Normal shock boundary layer control with various vortex generator geometries. Zbl 1271.76147
Lee, S.; Loth, E.; Babinsky, H.
2011
Analysis of a rigid body obliquely impacting granular matter. Zbl 1176.74054
Lee, S.; Marghitu, Dan B.
2009
Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE. Zbl 1209.62197
Lee, Sangyeol; Masuda, Hiroki
2010
Robust estimation for order of hidden Markov models based on density power divergences. Zbl 1432.62280
Lee, Sangyeol; Lee, Taewook
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.
2003
On the causality test in time series models with heavy-tailed distribution. Zbl 1081.62553
Kim, Eunhee; Lee, Sangyeol
2002
Sequential empirical process in autoregressive models with measurement errors. Zbl 1098.62116
Na, Seongryong; Lee, Sangyeol; Park, Hyeonah
2006
Comparison of steady system availability with imperfect repair. Zbl 1051.60087
Cha, Ji Hwan; Lee, Sangyeol; Mi, Jie
2004
The asymptotic behavior of the empirical process based on a linear process under some contiguous alternatives. Zbl 0944.62051
Lee, Sangyeol
1998
Robust estimation for copula parameter in SCOMDY models. Zbl 1288.62047
Kim, Byungsoo; Lee, Sangyeol
2013
Moving estimates test with time varying bandwidth. Zbl 1116.62097
Na, Okyoung; Lee, Sangyeol
2007
Diagnostic test for unstable autoregressive models. Zbl 1116.62095
Lee, Sangyeol; Kim, Eunhee; Kim, Youngjin
2007
Test for parameter change in linear processes based on Whittle’s estimator. Zbl 1124.62060
Lee, Taewook; Lee, Sangyeol
2007
Test for parameter change in ARIMA models. Zbl 1093.62086
Lee, Sangyeol; Park, Siyun; Maekawa, Koichi; Kawai, Ken-Ichi
2006
CUSUM test for general nonlinear integer-valued GARCH models: comparison study. Zbl 1431.62396
Lee, Youngmi; Lee, Sangyeol
2019
Modified residual CUSUM test for location-scale time series models with heteroscedasticity. Zbl 1431.62406
Oh, Haejune; Lee, Sangyeol
2019
Mildly explosive autoregression with mixing innovations. Zbl 1390.62182
Oh, Haejune; Lee, Sangyeol; Chan, Ngai Hang
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.
2017
Parameter change test for zero-inflated generalized Poisson autoregressive models. Zbl 1359.62376
Lee, Sangyeol; Lee, Youngmi; Chen, Cathy W. S.
2016
Parameter change test for autoregressive conditional duration models. Zbl 1359.62351
Lee, Sangyeol; Oh, Haejune
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
2016
Goodness-of-fit test for the SVM based on noisy observations. Zbl 1359.62458
Lin, Liang-Ching; Lee, Sangyeol; Guo, Meihui
2016
On the tail index inference for heavy-tailed GARCH-type innovations. Zbl 1440.62332
Kim, Moosup; Lee, Sangyeol
2016
Entropy-based goodness of fit test for a composite hypothesis. Zbl 1338.62088
Lee, Sangyeol
2016
Parameter change test for nonlinear time series models with GARCH type errors. Zbl 1312.62109
Lee, Jiyeon; Lee, Sangyeol
2015
Parameter change test for Poisson autoregressive models. Zbl 1305.62313
Kang, Jiwon; Lee, Sangyeol
2014
Goodness-of-fit test for stochastic volatility models. Zbl 1277.62125
Lin, Liang-Ching; Lee, Sangyeol; Guo, Meihui
2013
Quantile regression estimator for GARCH models. Zbl 1259.62080
Lee, Sangyeol; Noh, Jungsik
2013
Robust estimation for the covariance matrix of multivariate time series based on normal mixtures. Zbl 1365.62343
Kim, Byungsoo; Lee, Sangyeol
2013
A maximum entropy type test of fit: composite hypothesis case. Zbl 1365.62155
Lee, Sangyeol
2013
Change point detection in SCOMDY models. Zbl 1443.62232
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
2013
Minimum density power divergence estimator for diffusion processes. Zbl 1441.62219
Lee, Sangyeol; Song, Junmo
2013
Robust estimation for copula parameter in SCOMDY models. Zbl 1288.62047
Kim, Byungsoo; Lee, Sangyeol
2013
On the maximum likelihood estimator for irregularly observed time series data from COGARCH(1,1) models. Zbl 1314.62197
Kim, Moosup; Lee, Sangyeol
2013
Maximum entropy test for autoregressive models. Zbl 1322.62220
Lee, Sangyeol; Park, Siyun
2013
Change point detection in copula ARMA-GARCH models. Zbl 1281.62182
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
2012
Inference for Box-Cox transformed threshold GARCH models with nuisance parameters. Zbl 1323.62085
Lee, Sangyeol; Lee, Taewook
2012
Change point test of tail index for autoregressive processes. Zbl 1296.62171
Kim, Moosup; Lee, Sangyeol
2012
Monitoring parameter change in time series models. Zbl 1230.62119
Na, Okyoung; Lee, Youngmi; Lee, Sangyeol
2011
Change point test for tail index for dependent data. Zbl 1226.62080
Kim, Moosup; Lee, Sangyeol
2011
Change point test for dispersion parameter based on discretely observed sample from SDE models. Zbl 1219.62124
Lee, Sangyeol
2011
Value-at-risk forecasting based on Gaussian mixture ARMA-GARCH model. Zbl 1432.62306
Lee, Sangyeol; Lee, Taewook
2011
Robust estimation for the covariance matrix of multi-variate time series. Zbl 1294.62205
Kim, Byungsoo; Lee, Sangyeol
2011
Normal shock boundary layer control with various vortex generator geometries. Zbl 1271.76147
Lee, S.; Loth, E.; Babinsky, H.
2011
A divergence test for autoregressive time series models. Zbl 1219.62138
Lee, S.; Karagrigoriou, A.
2011
A note on the Jarque-Bera normality test for GARCH innovations. Zbl 1293.62194
Lee, Sangyeol; Park, Siyun; Lee, Taewook
2010
Trimmed portmanteau test for linear processes with infinite variance. Zbl 1181.62138
Lee, Sangyeol; Ng, Chi Tim
2010
Posterior consistency of species sampling priors. Zbl 1187.62055
Jang, Gun Ho; Lee, Jaeyong; Lee, Sangyeol
2010
On the goodness of fit test for discretely observed sample from diffusion processes: divergence measure approach. Zbl 1201.62097
Lee, Sangyeol
2010
Monitoring parameter changes for random coefficient autoregressive models. Zbl 1294.62210
Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol
2010
Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE. Zbl 1209.62197
Lee, Sangyeol; Masuda, Hiroki
2010
Robust estimation for order of hidden Markov models based on density power divergences. Zbl 1432.62280
Lee, Sangyeol; Lee, Taewook
2010
Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis. Zbl 1221.62126
Kang, Jiwon; Lee, Sangyeol
2009
A model selection criterion based on the BHHJ measure of divergence. Zbl 1149.62002
Mattheou, K.; Lee, S.; Karagrigoriou, A.
2009
Normal mixture quasi-maximum likelihood estimator for GARCH models. Zbl 1198.62101
Lee, Taewook; Lee, Sangyeol
2009
Monitoring distributional changes in autoregressive models. Zbl 1175.62095
Lee, Sangyeol; Lee, Youngmi; Na, Okyoung
2009
Minimum density power divergence estimator for GARCH models. Zbl 1203.62158
Lee, Sangyeol; Song, Junmo
2009
Test for parameter change in discretely observed diffusion processes. Zbl 1205.62116
Song, Junmo; Lee, Sangyeol
2009
Test for tail index change in stationary time series with Pareto-type marginal distribution. Zbl 1200.62054
Kim, Moosup; Lee, Sangyeol
2009
The monitoring test for the stability of regression models with nonstationary regressors. Zbl 1181.62139
Lee, Sangyeol; Park, Siyun
2009
Mechanics of axisymmetric wavy surface adhesion: JKR-DMT transition solution. Zbl 1236.74225
Waters, J. F.; Lee, S.; Guduru, P. R.
2009
Analysis of a rigid body obliquely impacting granular matter. Zbl 1176.74054
Lee, S.; Marghitu, Dan B.
2009
Consistency of minimizing a penalized density power divergence estimator for mixing distribution. Zbl 1309.62061
Lee, Taewook; Lee, Sangyeol
2009
Estimation of a tail index based on minimum density power divergence. Zbl 1151.62321
Kim, Moosup; Lee, Sangyeol
2008
Test for parameter change in ARMA models with GARCH innovations. Zbl 1147.62074
Lee, Sangyeol; Song, Junmo
2008
Residual empirical process for diffusion processes. Zbl 1140.60337
Lee, Sangyeol; Wee, In-Suk
2008
Jump diffusion model with application to the Japanese stock market. Zbl 1216.91040
Maekawa, Koichi; Lee, Sangyeol; Morimoto, Takayuki; Kawai, Ken-ichi
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
2008
Robust estimation for the order of finite mixture models. Zbl 1247.62067
Lee, Sangyeol; Lee, Taewook
2008
Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator. Zbl 1293.62192
Kim, Tae Yoon; Moon, Myung Sang; Lee, Sangyeol
2008
An analysis of sources of risk in the consumer electronics industry. Zbl 1177.90277
Sodhi, M. S.; Lee, S.
2007
Moving estimates test with time varying bandwidth. Zbl 1116.62097
Na, Okyoung; Lee, Sangyeol
2007
Diagnostic test for unstable autoregressive models. Zbl 1116.62095
Lee, Sangyeol; Kim, Eunhee; Kim, Youngjin
2007
Test for parameter change in linear processes based on Whittle’s estimator. Zbl 1124.62060
Lee, Taewook; Lee, Sangyeol
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
2006
The Bickel–Rosenblatt test for diffusion processes. Zbl 1095.62099
Lee, Sangyeol
2006
Fixed-width confidence interval based on a minimum Hellinger distance estimator. Zbl 1099.62091
Lee, Sangyeol; Sriram, T. N.; Wei, Xinyu
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.
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.
2006
Sequential empirical process in autoregressive models with measurement errors. Zbl 1098.62116
Na, Seongryong; Lee, Sangyeol; Park, Hyeonah
2006
Test for parameter change in ARIMA models. Zbl 1093.62086
Lee, Sangyeol; Park, Siyun; Maekawa, Koichi; Kawai, Ken-Ichi
2006
Asymptotic theory for ARCH-SM models: LAN and residual empirical processes. Zbl 1059.62014
Lee, Sangyeol; Taniguchi, Masanobu
2005
Test for parameter change in stochastic processes based on conditional least-squares estimator. Zbl 1066.62082
Lee, Sangyeol; Na, Okyoung
2005
Adaptive nonlinear control system design for helicopter robust command augmentation. Zbl 1195.93058
Lee, S.; Ha, C.; Kim, B. S.
2005
Test for parameter change based on the estimator minimizing density-based divergence measures. Zbl 1095.62024
Lee, Sangyeol; Na, Okyoung
2005
Kernel density estimator for strong mixing processes. Zbl 1089.62036
Kim, Tae Yoon; Lee, Sangyeol
2005
A test for independence of two stationary infinite order autoregressive processes. Zbl 1083.62090
Kim, Eunhee; Lee, Sangyeol
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
2004
The cusum test for parameter change in regression models with arch errors. Zbl 1062.62191
Lee, Sangyeol; Tokutsu, Yasuyoshi; Maekawa, Koichi
2004
Cusum test for parameter change based on the maximum likelihood estimator. Zbl 1101.62066
Lee, Sangyeol; Lee, Taewook
2004
A nonparametric test for the change of the density function in strong mixing processes. Zbl 1117.62472
Lee, Sangyeol; Na, Seongryong
2004
Comparison of steady system availability with imperfect repair. Zbl 1051.60087
Cha, Ji Hwan; Lee, Sangyeol; Mi, Jie
2004
The cusum test for parameter change in time series models. Zbl 1053.62085
Lee, Sangyeol; Ha, Jeongcheol; Na, Okyoung; Na, Seongryong
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
2003
A family of IDMRL tests with unknown turning point. Zbl 1037.62104
Na, Myung Hwan; Lee, Sangyeol
2003
Testing heterogeneity for frailty distribution in shared frailty model. Zbl 1131.62326
Lee, Sungim; Lee, Sangyeol
2003
An alternative method of solving multilayer bending problems. Zbl 1110.74482
Hsueh, C. H.; Lee, S.; Chuang, T. J.
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.
2003
On the Bickel-Rosenblatt test for first-order autoregressive models. Zbl 0994.62082
Lee, Sangyeol; Na, Seongryong
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.
2002
On the Kolmogorov-Smirnov type test for testing nonlinearity in time series. Zbl 1008.62667
Kim, Youngjin; Lee, Sangyeol
2002
Coefficient constancy test in AR-ARCH models. Zbl 0996.62080
Ha, Jeongcheol; Lee, Sangyeol
2002
On the causality test in time series models with heavy-tailed distribution. Zbl 1081.62553
Kim, Eunhee; Lee, Sangyeol
2002
The cusum of squares test for scale changes in infinite order moving average processes. Zbl 1010.62079
Lee, Sangyeol; Park, Siyun
2001
An asymptotically optimal selection of the order of a linear process. Zbl 1004.62068
Lee, Sangyeol; Karagrigoriou, Alex
2001
Stable finite element methods with divergence augmentation for the Stokes problem. Zbl 1012.76045
Kim, K.; Lee, S.
2001
On the CUSUM test for parameter changes in GARCH(1,1) models. Zbl 1107.62359
Kim, Soohwa; Cho, Sinsup; Lee, Sangyeol
2000
Partial teleportation of entanglement in a noisy environment. Zbl 1004.81505
Lee, Jinhyoung; Kim, M. S.; Park, Y. J.; Lee, Sangyeol
2000
A nonparametric goodness of fit test for strong mixing processes. Zbl 0981.62038
Lee, Sangyeol; Na, Seongryong
2000
On functional limit theorems for multivariate linear processes with applications to sequential estimation. Zbl 0956.60020
Fakhre-Zakeri, Issa; Lee, Sangyeol
2000
Finite element methods for the Stokes problem in $${\mathbb{R}}^3$$. Zbl 0955.65085
Hong, S.; Lee, S.
2000
Experimental observation of dynamic stabilization in a double-well Duffing oscillator. Zbl 1115.70307
Kim, Youngtae; Lee, Sang Yeol; Kim, Sang-Yoon
2000
On residual empirical processes of stochastic regression models with applications to time series. Zbl 0943.62092
Lee, Sangyeol; Wei, Ching-Zong
1999
Sequential point estimation of parameters in a threshold AR(1) model. Zbl 0995.62070
Lee, Sangyeol; Sriram, T. N.
1999
...and 11 more Documents
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#### 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
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#### 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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#### Cited in 16 Fields

 386 Statistics (62-XX) 95 Probability theory and stochastic processes (60-XX) 53 Numerical analysis (65-XX) 24 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Quantum theory (81-XX) 4 Computer science (68-XX) 4 Information and communication theory, circuits (94-XX) 3 Biology and other natural sciences (92-XX) 2 General and overarching topics; collections (00-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Mechanics of particles and systems (70-XX) 1 Optics, electromagnetic theory (78-XX) 1 Geophysics (86-XX) 1 Systems theory; control (93-XX)