Edit Profile (opens in new tab) Lee, Sangyeol Co-Author Distance Author ID: lee.sangyeol Published as: Lee, Sangyeol; Lee, S.; Lee, Sang Yeol more...less Further Spellings: 이상열 Homepage: https://stat.snu.ac.kr/en/snu__professor/%EC%9D%B4%EC%83%81%EC%97%B4/ External Links: MGP · ORCID · Wikidata · Google Scholar Documents Indexed: 203 Publications since 1986, including 1 Book Co-Authors: 69 Co-Authors with 156 Joint Publications 955 Co-Co-Authors all top 5 Co-Authors 19 single-authored 12 Na, Okyoung 11 Kim, Byungsoo 11 Kim, Moosup 9 Lee, Taewook 8 Chen, Cathy W. S. 8 Oh, Haejune 8 Park, Siyun 7 Lee, Jiyeon 7 Lee, Youngmi 6 Guo, Meihui 6 Jo, Minyoung 6 Lin, Liang-Ching 6 Maekawa, Koichi 6 Na, Seongryong 4 Fakhre-Zakeri, Issa 4 Karagrigoriou, Alexandros 4 Kim, Chang Kyeom 4 Kim, Dongwon 4 Kim, Hanwool 4 Kim, Minjo 4 Meintanis, Simos George 4 Noh, Jungsik 4 Song, Junmo 3 Kang, Jiwon 3 Kim, Eunhee 2 Cha, Ji Hwan 2 Ha, Jeongcheol 2 Huh, Jaewon 2 Kawai, Ken-Ichi 2 Khamthong, Khemmanant 2 Kim, Taeyoon 2 Kim, Youngjin 2 Lee, Sangjo 2 Mi, Jie 2 Ng, Chi Tim 2 Pretorius, Charl 2 Sriram, T. N. 2 Tokutsu, Yasuyoshi 1 Aggarwal, Jake K. 1 Barabash, Rozaliya I. 1 Burke, Edmund Kieran 1 Chan, Ngai Hang 1 Chang, Ki-Ho 1 Chen, Shuyu 1 Chien, Hsiang-Lin 1 Cho, Sinsup 1 Hirukawa, Junichi 1 Hsiao, Ju-Yuan 1 Jang, Gun Ho 1 Jeong, I. H. 1 Jiménez-Gamero, María Dolores 1 Kim, Kum Lan 1 Kim, Kyungsik 1 Kim, Sang-Yoon 1 Kim, Sinai 1 Kim, Soo Yong 1 Kim, Soohwa 1 Kim, Youngtae 1 Latif, Khalid 1 Lee, Dongin 1 Lee, Jaeyong 1 Lee, Jinhyoung 1 Lee, Minhyung 1 Lee, Sungim 1 Liaw, Peter K. 1 Lim, Gyuchang 1 Lim, Yong Bin 1 Lu, Xinhong 1 Masuda, Hiroki 1 Mattheou, Kyriacos 1 McCollum, Barry 1 Merlot, Liam T. G. 1 Moon, Myung-Sang 1 Morimoto, Takayuki 1 Na, Myung Hwan 1 Nishiyama, Yoichi 1 Oh, J. E. 1 Park, Hyeonah 1 Park, Inho 1 Paxk, J. Y. 1 Qu, Rong 1 Seo, Byungtae 1 Seok, Seongwoo 1 Sung, Hao 1 Taniguchi, Masanobu 1 Tjøstheim, Dag B. 1 Vonta, Filia 1 Wee, In-Suk 1 Wei, Ching-Zong 1 Wei, Xinyu 1 Yoshida, Nakahiro 1 You, Cheol-Hwan all top 5 Serials 19 Journal of Statistical Computation and Simulation 13 Annals of the Institute of Statistical Mathematics 13 Journal of the Korean Statistical Society 10 Statistics & Probability Letters 9 Journal of Statistical Planning and Inference 9 Computational Statistics and Data Analysis 8 Journal of Sound and Vibration 8 Scandinavian Journal of Statistics 8 Journal of Multivariate Analysis 7 Communications in Statistics. Theory and Methods 6 Communications in Statistics. Simulation and Computation 5 Journal of Time Series Analysis 5 Economics Letters 5 Applied Stochastic Models in Business and Industry 5 Statistical Methods and Applications 4 Test 3 Computers and Structures 3 Metrika 3 Journal of the Korean Mathematical Society 3 Statistics 3 Sequential Analysis 3 Statistica Sinica 3 Statistical Methodology 2 Acta Mechanica 2 Journal of Applied Mechanics 2 The Annals of Statistics 2 Bulletin of the Korean Mathematical Society 2 Computational Statistics 2 Journal of the Royal Statistical Society. Series C. Applied Statistics 2 Statistical Inference for Stochastic Processes 2 REVSTAT 2 AStA. Advances in Statistical Analysis 1 Modern Physics Letters B 1 International Journal for Numerical Methods in Fluids 1 Indian Journal of Pure & Applied Mathematics 1 Journal of the Mechanics and Physics of Solids 1 Physics Letters. A 1 Computing 1 Information Sciences 1 International Journal of Mathematics and Mathematical Sciences 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 Stochastic Processes and their Applications 1 IEEE Transactions on Pattern Analysis and Machine Intelligence 1 The Journal of Fuzzy Mathematics 1 Statistical Papers 1 Fractals 1 Bernoulli 1 Journal of Scheduling 1 Far East Journal of Theoretical Statistics 1 Annales de l’I.S.U.P. 1 Journal of Modern Optics 1 Thailand Statistician 1 Advances in Data Analysis and Classification. ADAC 1 Journal of Physics A: Mathematical and Theoretical 1 Korean Journal of Applied Statistics 1 Statistics & Risk Modeling all top 5 Fields 171 Statistics (62-XX) 30 Probability theory and stochastic processes (60-XX) 18 Numerical analysis (65-XX) 17 Mechanics of deformable solids (74-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Ordinary differential equations (34-XX) 3 Computer science (68-XX) 2 Partial differential equations (35-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Fluid mechanics (76-XX) 2 Optics, electromagnetic theory (78-XX) 2 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Integral equations (45-XX) 1 Mechanics of particles and systems (70-XX) 1 Quantum theory (81-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 167 Publications have been cited 1,330 times in 684 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 95 2003 A survey of search methodologies and automated system development for examination timetabling. Zbl 1279.90071 Qu, R.; Burke, E. K.; McCollum, B.; Merlot, L. T. G.; Lee, S. Y. 61 2009 The cusum of squares test for scale changes in infinite order moving average processes. Zbl 1010.62079 Lee, Sangyeol; Park, Siyun 54 2001 Parameter change test for Poisson autoregressive models. Zbl 1305.62313 Kang, Jiwon; Lee, Sangyeol 47 2014 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 random coefficient integer-valued autoregressive processes with application to polio data analysis. Zbl 1221.62126 Kang, Jiwon; Lee, Sangyeol 34 2009 On the Bickel-Rosenblatt test for first-order autoregressive models. Zbl 0994.62082 Lee, Sangyeol; Na, Seongryong 33 2002 Generalized Poisson autoregressive models for time series of counts. Zbl 1468.62037 Chen, Cathy W. S.; Lee, Sangyeol 31 2016 Parameter change test for zero-inflated generalized Poisson autoregressive models. Zbl 1359.62376 Lee, Sangyeol; Lee, Youngmi; Chen, Cathy W. S. 29 2016 Bayesian causality test for integer-valued time series models with applications to climate and crime data. Zbl 07951458 Chen, Cathy W. S.; Lee, Sangyeol 27 2017 Partial teleportation of entanglement in a noisy environment. Zbl 1004.81505 Lee, Jinhyoung; Kim, M. S.; Park, Y. J.; Lee, Sangyeol 26 2000 On the CUSUM test for parameter changes in GARCH(1,1) models. Zbl 1107.62359 Kim, Soohwa; Cho, Sinsup; Lee, Sangyeol 26 2000 Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation. Zbl 1468.62101 Kim, Minjo; Lee, Sangyeol 26 2016 CUSUM test for general nonlinear integer-valued GARCH models: comparison study. Zbl 1431.62396 Lee, Youngmi; Lee, Sangyeol 26 2019 The cusum test for parameter change in regression models with arch errors. Zbl 1062.62191 Lee, Sangyeol; Tokutsu, Yasuyoshi; Maekawa, Koichi 24 2004 Sequential estimation of the mean of a linear process. Zbl 0754.62063 Fakhre-Zakeri, I.; Lee, S. 23 1992 A model selection criterion based on the BHHJ measure of divergence. Zbl 1149.62002 Mattheou, K.; Lee, S.; Karagrigoriou, A. 23 2009 Asymptotic normality and parameter change test for bivariate Poisson INGARCH models. Zbl 06852282 Lee, Youngmi; Lee, Sangyeol; Tjøstheim, Dag 22 2018 Monitoring parameter change in time series models. Zbl 1230.62119 Na, Okyoung; Lee, Youngmi; Lee, Sangyeol 21 2011 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 20 2003 Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators. Zbl 1095.62100 Lee, Sangyeol; Nishiyama, Yoichi; Yoshida, Nakahiro 20 2006 Minimum density power divergence estimator for Poisson autoregressive models. Zbl 1506.62089 Kang, Jiwon; Lee, Sangyeol 20 2014 Asymptotic theory for ARCH-SM models: LAN and residual empirical processes. Zbl 1059.62014 Lee, Sangyeol; Taniguchi, Masanobu 18 2005 On first-order integer-valued autoregressive process with Katz family innovations. Zbl 07191955 Kim, Hanwool; Lee, Sangyeol 18 2017 A maximum entropy type test of fit. Zbl 1464.62117 Lee, Sangyeol; Vonta, Ilia; Karagrigoriou, Alex 18 2011 Coefficient constancy test in a random coefficient autoregressive model. Zbl 0924.62092 Lee, Sangyeol 17 1998 Deflection of nonuniform beams resting on a nonlinear elastic foundation. Zbl 0866.73030 Kuo, Y. H.; Lee, S. Y. 16 1994 Markov switching integer-valued generalized auto-regressive conditional heteroscedastic models for dengue counts. Zbl 07948015 Chen, Cathy W. S.; Khamthong, Khemmanant; Lee, Sangyeol 16 2019 Quantile regression estimator for GARCH models. Zbl 1259.62080 Lee, Sangyeol; Noh, Jungsik 15 2013 An asymptotically optimal selection of the order of a linear process. Zbl 1004.62068 Lee, Sangyeol; Karagrigoriou, Alex 14 2001 Sequential estimation for the parameters of a stationary autoregressive model. Zbl 0814.62046 Lee, Sangyeol 14 1994 Normal mixture quasi-maximum likelihood estimator for GARCH models. Zbl 1198.62101 Lee, Taewook; Lee, Sangyeol 14 2009 Test for parameter change in ARMA models with GARCH innovations. Zbl 1147.62074 Lee, Sangyeol; Song, Junmo 14 2008 Modified residual CUSUM test for location-scale time series models with heteroscedasticity. Zbl 1431.62406 Oh, Haejune; Lee, Sangyeol 14 2019 Estimation of a tail index based on minimum density power divergence. Zbl 1151.62321 Kim, Moosup; Lee, Sangyeol 13 2008 Test for parameter change in stochastic processes based on conditional least-squares estimator. Zbl 1066.62082 Lee, Sangyeol; Na, Okyoung 12 2005 Test for parameter change in discretely observed diffusion processes. Zbl 1205.62116 Song, Junmo; Lee, Sangyeol 12 2009 Quantile regression for location-scale time series models with conditional heteroscedasticity. Zbl 1468.62274 Noh, Jungsik; Lee, Sangyeol 11 2016 Test for parameter change based on the estimator minimizing density-based divergence measures. Zbl 1095.62024 Lee, Sangyeol; Na, Okyoung 11 2005 Minimum density power divergence estimator for GARCH models. Zbl 1203.62158 Lee, Sangyeol; Song, Junmo 11 2009 Robust estimation for general integer-valued time series models. Zbl 1466.62388 Kim, Byungsoo; Lee, Sangyeol 11 2020 Sequential point estimation of parameters in a threshold AR(1) model. Zbl 0995.62070 Lee, Sangyeol; Sriram, T. N. 10 1999 Sequential estimation for the autocorrelations of linear processes. Zbl 0898.62099 Lee, Sangyeol 10 1996 Parameter change test for nonlinear time series models with GARCH type errors. Zbl 1312.62109 Lee, Jiyeon; Lee, Sangyeol 10 2015 Test for tail index change in stationary time series with Pareto-type marginal distribution. Zbl 1200.62054 Kim, Moosup; Lee, Sangyeol 10 2009 On score vector- and residual-based CUSUM tests in ARMA-GARCH models. Zbl 1427.62104 Oh, Haejune; Lee, Sangyeol 10 2018 Sequential estimation of the mean vector of a multivariate linear process. Zbl 0799.62092 Fakhre-Zakeri, Issa; Lee, Sangyeol 9 1993 A family of IDMRL tests with unknown turning point. Zbl 1037.62104 Na, Myung Hwan; Lee, Sangyeol 9 2003 Robust estimation for the covariance matrix of multivariate time series based on normal mixtures. Zbl 1365.62343 Kim, Byungsoo; Lee, Sangyeol 9 2013 Monitoring distributional changes in autoregressive models. Zbl 1175.62095 Lee, Sangyeol; Lee, Youngmi; Na, Okyoung 9 2009 Robust estimation for zero-inflated Poisson autoregressive models based on density power divergence. Zbl 07192106 Kim, Byungsoo; Lee, Sangyeol 9 2017 Maximum entropy test for GARCH models. Zbl 1486.62241 Lee, Jiyeon; Lee, Sangyeol; Park, Siyun 9 2015 Change point detection in copula ARMA-GARCH models. Zbl 1281.62182 Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol 9 2012 Residual empirical process for diffusion processes. Zbl 1140.60337 Lee, Sangyeol; Wee, In-Suk 8 2008 A note on the Jarque-Bera normality test for GARCH innovations. Zbl 1293.62194 Lee, Sangyeol; Park, Siyun; Lee, Taewook 8 2010 Static analysis of nonuniform Timoshenko beams. Zbl 0773.73048 Lee, S. Y.; Kuo, Y. H. 7 1993 Posterior consistency of species sampling priors. Zbl 1187.62055 Jang, Gun Ho; Lee, Jaeyong; Lee, Sangyeol 7 2010 Change point test for dispersion parameter based on discretely observed sample from SDE models. Zbl 1219.62124 Lee, Sangyeol 7 2011 Location and scale-based CUSUM test with application to autoregressive models. Zbl 07480208 Lee, Sangyeol 7 2020 Robust estimation for the covariance matrix of multi-variate time series. Zbl 1294.62205 Kim, Byungsoo; Lee, Sangyeol 7 2011 Dynamic analysis of baffled fuel-storage tanks using the ALE finite element method. Zbl 1025.76019 Cho, J. R.; Lee, S. Y. 6 2003 Cusum test for parameter change based on the maximum likelihood estimator. Zbl 1101.62066 Lee, Sangyeol; Lee, Taewook 6 2004 A nonparametric goodness of fit test for strong mixing processes. Zbl 0981.62038 Lee, Sangyeol; Na, Seongryong 6 2000 Trimmed portmanteau test for linear processes with infinite variance. Zbl 1181.62138 Lee, Sangyeol; Ng, Chi Tim 6 2010 Modeling and inference for multivariate time series of counts based on the INGARCH scheme. Zbl 1543.62115 Lee, Sangyeol; Kim, Dongwon; Kim, Byungsoo 6 2023 Change point test for tail index for dependent data. Zbl 1226.62080 Kim, Moosup; Lee, Sangyeol 6 2011 Goodness-of-fit test for stochastic volatility models. Zbl 1277.62125 Lin, Liang-Ching; Lee, Sangyeol; Guo, Meihui 6 2013 Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts. Zbl 1505.62094 Chen, Cathy W. S.; Lee, Sangyeol; Khamthong, K. 6 2021 A nonparametric test for the change of the density function in strong mixing processes. Zbl 1117.62472 Lee, Sangyeol; Na, Seongryong 5 2004 Kernel density estimator for strong mixing processes. Zbl 1089.62036 Kim, Tae Yoon; Lee, Sangyeol 5 2005 Parameter change test for autoregressive conditional duration models. Zbl 1359.62351 Lee, Sangyeol; Oh, Haejune 5 2016 A maximum entropy type test of fit: composite hypothesis case. Zbl 1365.62155 Lee, Sangyeol 5 2013 Value-at-risk forecasting based on Gaussian mixture ARMA-GARCH model. Zbl 1432.62306 Lee, Sangyeol; Lee, Taewook 5 2011 Robust estimation for copula parameter in SCOMDY models. Zbl 1288.62047 Kim, Byungsoo; Lee, Sangyeol 5 2013 Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap. Zbl 07883159 Oh, Haejune; Lee, Sangyeol 5 2019 Free vibrations of a non-uniform beam with general elastically restrained boundary conditions. Zbl 1235.74175 Lee, S. Y.; Ke, H. Y. 5 1990 Monitoring parameter shift with Poisson integer-valued GARCH models. Zbl 07192028 Huh, Jaewon; Kim, Hanwool; Lee, Sangyeol 5 2017 Inference for Box-Cox transformed threshold GARCH models with nuisance parameters. Zbl 1323.62085 Lee, Sangyeol; Lee, Taewook 5 2012 Monitoring parameter changes for random coefficient autoregressive models. Zbl 1294.62210 Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol 5 2010 Free in-plane vibrations of curved nonuniform beams. Zbl 1023.74019 Lee, S. Y.; Hsiao, J. Y. 4 2002 Non-conservative instability of non-uniform beams resting on an elastic foundation. Zbl 0925.73221 Lee, S. Y.; Yang, C. C. 4 1994 A random functional central limit theorem for stationary linear processes generated by martingales. Zbl 0887.60041 Fakhre-Zakeri, Issa; Lee, Sangyeol 4 1997 A note on the residual empirical process in autoregressive models. Zbl 0901.62111 Lee, Sangyeol 4 1997 The Bickel–Rosenblatt test for diffusion processes. Zbl 1095.62099 Lee, Sangyeol 4 2006 Exact solutions for out-of-plane vibration of curved nonuniform beams. Zbl 1110.74541 Lee, S. Y.; Chao, J. C. 4 2001 Experimental observation of dynamic stabilization in a double-well Duffing oscillator. Zbl 1115.70307 Kim, Youngtae; Lee, Sang Yeol; Kim, Sang-Yoon 4 2000 Minimum density power divergence estimator for diffusion processes. Zbl 1441.62219 Lee, Sangyeol; Song, Junmo 4 2013 Residual-based CUSUM of squares test for Poisson integer-valued GARCH models. Zbl 07193891 Lee, Sangyeol 4 2019 Bivariate random coefficient integer-valued autoregressive models: parameter estimation and change point test. Zbl 07731498 Lee, Sangyeol; Jo, Minyoung 4 2023 Test for dispersion constancy in stochastic differential equation models. Zbl 06292441 Lee, Sangyeol; Guo, Meihui 4 2012 Mildly explosive autoregression with mixing innovations. Zbl 1390.62182 Oh, Haejune; Lee, Sangyeol; Chan, Ngai Hang 4 2018 Change point test of tail index for autoregressive processes. Zbl 1296.62171 Kim, Moosup; Lee, Sangyeol 4 2012 Change point detection in SCOMDY models. Zbl 1443.62232 Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol 4 2013 Recent progress in parameter change test for integer-valued time series models. Zbl 1485.62124 Lee, Sangyeol; Kim, Byungsoo 4 2021 Stability of a Timoshenko beam resting on a Winkler elastic foundation. Zbl 0920.73068 Lee, S. Y.; Kuo, Y. H.; Lin, F. Y. 3 1992 Random central limit theorem for the linear process generated by a strong mixing process. Zbl 0892.60038 Lee, Sangyeol 3 1997 On functional limit theorems for multivariate linear processes with applications to sequential estimation. Zbl 0956.60020 Fakhre-Zakeri, Issa; Lee, Sangyeol 3 2000 On the maximum likelihood estimator for irregularly observed time series data from COGARCH(1,1) models. Zbl 1314.62197 Kim, Moosup; Lee, Sangyeol 3 2013 Entropy-based goodness of fit test for a composite hypothesis. Zbl 1338.62088 Lee, Sangyeol 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 3 2016 Robust estimation for general integer-valued autoregressive models based on the exponential-polynomial divergence. Zbl 07895651 Kim, Byungsoo; Lee, Sangyeol 1 2024 Modeling and inference for multivariate time series of counts based on the INGARCH scheme. Zbl 1543.62115 Lee, Sangyeol; Kim, Dongwon; Kim, Byungsoo 6 2023 Bivariate random coefficient integer-valued autoregressive models: parameter estimation and change point test. Zbl 07731498 Lee, Sangyeol; Jo, Minyoung 4 2023 Exponential family QMLE-based CUSUM test for integer-valued time series. Zbl 07714133 Lee, Sangyeol; Lee, Sangjo 1 2023 Robust estimation for bivariate integer-valued autoregressive models based on minimum density power divergence. Zbl 07792809 Lee, Sangyeol; Jo, Minyoung 1 2023 Multiple values-inflated time series of counts: modeling and inference based on INGARCH scheme. Zbl 07739804 Lee, Sangyeol; Kim, Dongwon 1 2023 Test for conditional quantile change in GARCH models. Zbl 07553098 Lee, Sangyeol; Kim, Chang Kyeom 3 2022 Monitoring parameter change for time series models with application to location-scale heteroscedastic models. Zbl 07660120 Lee, Sangyeol; Kim, Chang Kyeom 1 2022 Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations. Zbl 07546450 Kim, Minjo; Lee, Sangyeol 1 2022 Maximum composite likelihood estimation for spatial extremes models of Brown-Resnick type with application to precipitation data. Zbl 1496.62164 Kim, Moosup; Lee, Sangyeol 1 2022 Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts. Zbl 1505.62094 Chen, Cathy W. S.; Lee, Sangyeol; Khamthong, K. 6 2021 Recent progress in parameter change test for integer-valued time series models. Zbl 1485.62124 Lee, Sangyeol; Kim, Byungsoo 4 2021 Modeling and inference for counts time series based on zero-inflated exponential family INGARCH models. Zbl 07497054 Lee, Sangyeol; Kim, Dongwon; Seok, Seongwoo 3 2021 Symbolic interval-valued data analysis for time series based on auto-interval-regressive models. Zbl 1478.62259 Lin, Liang-Ching; Chien, Hsiang-Lin; Lee, Sangyeol 2 2021 Robust estimation for general integer-valued time series models. Zbl 1466.62388 Kim, Byungsoo; Lee, Sangyeol 11 2020 Location and scale-based CUSUM test with application to autoregressive models. Zbl 07480208 Lee, Sangyeol 7 2020 Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models. Zbl 1458.62201 Jiménez-Gamero, M. Dolores; Lee, Sangyeol; Meintanis, Simos G. 3 2020 CUSUM test for general nonlinear integer-valued GARCH models: comparison study. Zbl 1431.62396 Lee, Youngmi; Lee, Sangyeol 26 2019 Markov switching integer-valued generalized auto-regressive conditional heteroscedastic models for dengue counts. Zbl 07948015 Chen, Cathy W. S.; Khamthong, Khemmanant; Lee, Sangyeol 16 2019 Modified residual CUSUM test for location-scale time series models with heteroscedasticity. Zbl 1431.62406 Oh, Haejune; Lee, Sangyeol 14 2019 Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap. Zbl 07883159 Oh, Haejune; Lee, Sangyeol 5 2019 Residual-based CUSUM of squares test for Poisson integer-valued GARCH models. Zbl 07193891 Lee, Sangyeol 4 2019 On causality test for time series of counts based on Poisson ingarch models with application to crime and temperature data. Zbl 07551093 Lee, Youngmi; Lee, Sangyeol 1 2019 Inferential procedures based on the integrated empirical characteristic function. Zbl 1427.62037 Lee, Sangyeol; Meintanis, Simos G.; Jo, Minyoung 1 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 22 2018 On score vector- and residual-based CUSUM tests in ARMA-GARCH models. Zbl 1427.62104 Oh, Haejune; Lee, Sangyeol 10 2018 Mildly explosive autoregression with mixing innovations. Zbl 1390.62182 Oh, Haejune; Lee, Sangyeol; Chan, Ngai Hang 4 2018 Bootstrap entropy test for general location-scale time series models with heteroscedasticity. Zbl 07192675 Kim, Minjo; Lee, Sangyeol 2 2018 On entropy goodness-of-fit test based on integrated distribution function. Zbl 07192667 Lee, Sangyeol; Park, Siyun; Kim, Byungsoo 1 2018 Monitoring mean shift in INAR(1)s processes based on CLSE-CUSUM procedure. Zbl 1398.62234 Kim, Hanwool; Lee, Sangyeol 1 2018 Bayesian causality test for integer-valued time series models with applications to climate and crime data. Zbl 07951458 Chen, Cathy W. S.; Lee, Sangyeol 27 2017 On first-order integer-valued autoregressive process with Katz family innovations. Zbl 07191955 Kim, Hanwool; Lee, Sangyeol 18 2017 Robust estimation for zero-inflated Poisson autoregressive models based on density power divergence. Zbl 07192106 Kim, Byungsoo; Lee, Sangyeol 9 2017 Monitoring parameter shift with Poisson integer-valued GARCH models. Zbl 07192028 Huh, Jaewon; Kim, Hanwool; Lee, Sangyeol 5 2017 On entropy-based goodness-of-fit test for asymmetric Student-\(t\) and exponential power distributions. Zbl 1492.62049 Lee, Sangyeol; Kim, Minjo 3 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 Estimation of the tail exponent of multivariate regular variation. Zbl 1384.62162 Kim, Moosup; Lee, Sangyeol 2 2017 Monitoring parameter change for time series models with conditional heteroscedasticity. Zbl 1396.62208 Huh, Jaewon; Oh, Haejune; Lee, Sangyeol 1 2017 Generalized Poisson autoregressive models for time series of counts. Zbl 1468.62037 Chen, Cathy W. S.; Lee, Sangyeol 31 2016 Parameter change test for zero-inflated generalized Poisson autoregressive models. Zbl 1359.62376 Lee, Sangyeol; Lee, Youngmi; Chen, Cathy W. S. 29 2016 Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation. Zbl 1468.62101 Kim, Minjo; Lee, Sangyeol 26 2016 Quantile regression for location-scale time series models with conditional heteroscedasticity. Zbl 1468.62274 Noh, Jungsik; Lee, Sangyeol 11 2016 Parameter change test for autoregressive conditional duration models. Zbl 1359.62351 Lee, Sangyeol; Oh, Haejune 5 2016 Entropy-based goodness of fit test for a composite hypothesis. Zbl 1338.62088 Lee, Sangyeol 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 3 2016 On the tail index inference for heavy-tailed GARCH-type innovations. Zbl 1440.62332 Kim, Moosup; Lee, Sangyeol 2 2016 A local unit root test in mean for financial time series. Zbl 1510.62354 Chen, Cathy W. S.; Lee, Sangyeol 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 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 9 2015 An analytical solution for out-of-plane deflection of a curved Timoshenko beam with strong nonlinear boundary conditions. Zbl 1401.74113 Lee, S. Y.; Yan, Q. Z. 3 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 47 2014 Minimum density power divergence estimator for Poisson autoregressive models. Zbl 1506.62089 Kang, Jiwon; Lee, Sangyeol 20 2014 Goodness of fit test for discrete random variables. Zbl 1471.62108 Lee, Sangyeol 2 2014 Monitoring test for stability of copula parameter in time series. Zbl 1304.62115 Na, Okyoung; Lee, Jiyeon; Lee, Sangyeol 1 2014 Quantile regression estimator for GARCH models. Zbl 1259.62080 Lee, Sangyeol; Noh, Jungsik 15 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 Robust estimation for copula parameter in SCOMDY models. Zbl 1288.62047 Kim, Byungsoo; 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 4 2013 On the maximum likelihood estimator for irregularly observed time series data from COGARCH(1,1) models. Zbl 1314.62197 Kim, Moosup; Lee, Sangyeol 3 2013 Maximum entropy test for autoregressive models. Zbl 1322.62220 Lee, Sangyeol; Park, Siyun 2 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 Test for dispersion constancy in stochastic differential equation models. Zbl 06292441 Lee, Sangyeol; Guo, Meihui 4 2012 Change point test of tail index for autoregressive processes. Zbl 1296.62171 Kim, Moosup; Lee, Sangyeol 4 2012 Quantile regression estimation for discretely observed SDE models with compound Poisson jumps. Zbl 1283.62070 Noh, Jungsik; Lee, Seung Y.; Lee, Sangyeol 2 2012 Monitoring parameter change in time series models. Zbl 1230.62119 Na, Okyoung; Lee, Youngmi; Lee, Sangyeol 21 2011 A maximum entropy type test of fit. Zbl 1464.62117 Lee, Sangyeol; Vonta, Ilia; Karagrigoriou, Alex 18 2011 Change point test for dispersion parameter based on discretely observed sample from SDE models. Zbl 1219.62124 Lee, Sangyeol 7 2011 Robust estimation for the covariance matrix of multi-variate time series. Zbl 1294.62205 Kim, Byungsoo; Lee, Sangyeol 7 2011 Change point test for tail index for dependent data. Zbl 1226.62080 Kim, Moosup; Lee, Sangyeol 6 2011 Value-at-risk forecasting based on Gaussian mixture ARMA-GARCH model. Zbl 1432.62306 Lee, Sangyeol; Lee, Taewook 5 2011 A divergence test for autoregressive time series models. Zbl 1219.62138 Lee, S.; Karagrigoriou, A. 2 2011 Normality test for multivariate conditional heteroskedastic dynamic regression models. Zbl 1211.62154 Lee, Sangyeol; Ng, Chi Tim 1 2011 Constancy test for FARIMA long memory processes. Zbl 1296.62174 Lee, Jiyeon; Na, Okyoung; Lee, Sangyeol 1 2011 A note on the Jarque-Bera normality test for GARCH innovations. Zbl 1293.62194 Lee, Sangyeol; Park, Siyun; Lee, Taewook 8 2010 Posterior consistency of species sampling priors. Zbl 1187.62055 Jang, Gun Ho; Lee, Jaeyong; Lee, Sangyeol 7 2010 Trimmed portmanteau test for linear processes with infinite variance. Zbl 1181.62138 Lee, Sangyeol; Ng, Chi Tim 6 2010 Monitoring parameter changes for random coefficient autoregressive models. Zbl 1294.62210 Na, Okyoung; Lee, Jiyeon; 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 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 A survey of search methodologies and automated system development for examination timetabling. Zbl 1279.90071 Qu, R.; Burke, E. K.; McCollum, B.; Merlot, L. T. G.; Lee, S. Y. 61 2009 Parameter change test for random coefficient integer-valued autoregressive processes with application to polio data analysis. Zbl 1221.62126 Kang, Jiwon; Lee, Sangyeol 34 2009 A model selection criterion based on the BHHJ measure of divergence. Zbl 1149.62002 Mattheou, K.; Lee, S.; Karagrigoriou, A. 23 2009 Normal mixture quasi-maximum likelihood estimator for GARCH models. Zbl 1198.62101 Lee, Taewook; Lee, Sangyeol 14 2009 Test for parameter change in discretely observed diffusion processes. Zbl 1205.62116 Song, Junmo; Lee, Sangyeol 12 2009 Minimum density power divergence estimator for GARCH models. Zbl 1203.62158 Lee, Sangyeol; Song, Junmo 11 2009 Test for tail index change in stationary time series with Pareto-type marginal distribution. Zbl 1200.62054 Kim, Moosup; Lee, Sangyeol 10 2009 Monitoring distributional changes in autoregressive models. Zbl 1175.62095 Lee, Sangyeol; Lee, Youngmi; Na, Okyoung 9 2009 The monitoring test for the stability of regression models with nonstationary regressors. Zbl 1181.62139 Lee, Sangyeol; Park, Siyun 2 2009 Consistency of minimizing a penalized density power divergence estimator for mixing distribution. Zbl 1309.62061 Lee, Taewook; Lee, Sangyeol 1 2009 Test for parameter change in ARMA models with GARCH innovations. Zbl 1147.62074 Lee, Sangyeol; Song, Junmo 14 2008 Estimation of a tail index based on minimum density power divergence. Zbl 1151.62321 Kim, Moosup; Lee, Sangyeol 13 2008 ...and 67 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 867 Authors 118 Lee, Sangyeol 24 Wang, Dehui 16 Karagrigoriou, Alexandros 16 Yang, Kai 16 Zhu, Fukang 14 Meintanis, Simos George 14 Song, Junmo 13 Kim, Byungsoo 12 Na, Okyoung 12 Tian, Zheng 11 Horváth, Lajos 10 Kang, Jiwon 9 Chen, Cathy W. S. 9 Ghosh, Abhik 9 Lee, Taewook 9 Sriram, T. N. 8 Kim, Moosup 8 Lee, Youngmi 8 Li, Qi 8 Oh, Haejune 7 Chen, Huaping 7 Chen, Zhanshou 7 Hušková, Marie 7 Kang, Yao 7 Konev, Victor 7 Li, Han 7 Vonta, Filia 6 Basu, Ayanendranath 6 Francq, Christian 6 Goegebeur, Yuri 6 Guillou, Armelle 6 Guo, Meihui 6 Jin, Hao 6 Kengne, William Charky 6 Lee, Jiyeon 6 Na, Seongryong 6 Park, Siyun 6 Yang, Wenzhi 5 Cheng, Fuxia 5 Cui, Yunwei 5 Fokianos, Konstantinos 5 González-Manteiga, Wenceslao 5 Hwang, Eunju 5 Jiménez-Gamero, María Dolores 5 Jo, Minyoung 5 Li, Fuxiao 5 Lin, Liang-Ching 5 Mattheou, Kyriacos 5 Nishiyama, Yoichi 5 Qi, Peiyan 5 Taniguchi, Masanobu 5 Wied, Dominik 5 Wu, Rongning 5 Zhang, Jinsuo 4 Altun, Emrah 4 Bouzebda, Salim 4 Diop, Mamadou Lamine 4 Fried, Roland 4 Ha, Jeongcheol 4 Iacus, Stefano Maria 4 Ing, Ching-Kang 4 Kim, Chang Kyeom 4 Kim, Dongwon 4 Kim, Minjo 4 Koul, Hira Lal 4 Maekawa, Koichi 4 Negri, Ilia 4 Nielsen, Bent 4 Pardo, Leandro 4 Weiß, Christian H. 4 Yu, Shuhui 4 Zakoïan, Jean-Michel 4 Zhao, Zhiwen 3 Alba, Vincenzo 3 Anis, Mohammed Zafar 3 Barreto-Souza, Wagner 3 Calabrese, Pasquale 3 Chen, Ying 3 Coser, Andrea 3 De Gregorio, Alessandro 3 Dehling, Herold G. 3 Dong, Xiaogang 3 Fakhre-Zakeri, Issa 3 Galtchouk, Leonid I. 3 Gao, Min 3 Ghoudi, Kilani 3 Gombay, Edit 3 Gonçalves, Esmeralda 3 Hlávka, Zdeněk 3 Khamthong, Khemmanant 3 Kim, Hanwool 3 Kim, Taeyoon 3 Kirch, Claudia 3 Kurata, Sumito 3 Kurozumi, Eiji 3 Lu, Feilong 3 Mantalos, Panagiotis 3 Masuda, Hiroki 3 Mendes Lopes, Nazaré 3 Milošević, Bojana ...and 767 more Authors all top 5 Cited in 127 Serials 44 Journal of Statistical Computation and Simulation 36 Communications in Statistics. 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Advances in Statistical Analysis 5 Mathematics and Computers in Simulation 5 Journal of Statistical Mechanics: Theory and Experiment 5 Statistical Methodology 5 Electronic Journal of Statistics 5 Journal of Business and Economic Statistics 4 Journal of Inequalities and Applications 4 Methodology and Computing in Applied Probability 4 Science China. Mathematics 4 Sankhyā. Series A 3 International Journal of Theoretical Physics 3 Econometric Reviews 3 Applied Mathematical Modelling 3 Probability in the Engineering and Informational Sciences 3 Statistical Modelling 3 International Journal of Quantum Information 3 Journal of Statistical Theory and Practice 3 Statistics and Computing 2 The Canadian Journal of Statistics 2 Physics Letters. A 2 Chaos, Solitons and Fractals 2 Journal of Applied Probability 2 Applied Mathematics. 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Series A 1 Neural Networks 1 Annals of Operations Research 1 Machine Learning 1 Economic Quality Control 1 Annals of Physics 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 Filomat 1 Monte Carlo Methods and Applications 1 Lifetime Data Analysis 1 Far East Journal of Applied Mathematics 1 Far East Journal of Theoretical Statistics 1 Journal of High Energy Physics 1 Lobachevskii Journal of Mathematics 1 Brazilian Journal of Probability and Statistics 1 Quantitative Finance ...and 27 more Serials all top 5 Cited in 21 Fields 636 Statistics (62-XX) 124 Probability theory and stochastic processes (60-XX) 58 Numerical analysis (65-XX) 41 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 26 Quantum theory (81-XX) 8 Statistical mechanics, structure of matter (82-XX) 8 Information and communication theory, circuits (94-XX) 6 Computer science (68-XX) 5 Biology and other natural sciences (92-XX) 3 Dynamical systems and ergodic theory (37-XX) 2 General and overarching topics; collections (00-XX) 2 Ordinary differential equations (34-XX) 2 Mechanics of particles and systems (70-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Partial differential equations (35-XX) 1 Optics, electromagnetic theory (78-XX) 1 Relativity and gravitational theory (83-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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