The cusum test for parameter change in time series models S Lee, J Ha, O Na, S Na Scandinavian Journal of Statistics 30 (4), 781-796, 2003 | 220 | 2003 |
The cusum of squares test for scale changes in infinite order moving average processes S Lee, S Park Scandinavian Journal of Statistics 28 (4), 625-644, 2001 | 147 | 2001 |
On the cusum test for parameter changes in GARCH (1, 1) models S Kim, S Cho, S Lee Communications in Statistics-Theory and Methods 29 (2), 445-462, 2000 | 111 | 2000 |
Prevalence of insomnia and its relationship to menopausal status in middle‐aged Korean women C Shin, S Lee, T Lee, K Shin, H Yi, K Kimm, N Cho Psychiatry and Clinical Neurosciences 59 (4), 395-402, 2005 | 100 | 2005 |
The cusum test for parameter change in regression models with ARCH errors S Lee, Y Tokutsu, K Maekawa Journal of the Japan Statistical Society 34 (2), 173-188, 2004 | 85 | 2004 |
A model selection criterion based on the BHHJ measure of divergence K Mattheou, S Lee, A Karagrigoriou Journal of Statistical Planning and Inference 139 (2), 228-235, 2009 | 75 | 2009 |
On residual empirical processes of stochastic regression models with applications to time series S Lee, CZ Wei The Annals of Statistics 27 (1), 237-261, 1999 | 67 | 1999 |
Parameter change test for Poisson autoregressive models J Kang, S Lee Scandinavian Journal of Statistics 41 (4), 1136-1152, 2014 | 64 | 2014 |
On the Bickel–Rosenblatt test for first-order autoregressive models S Lee, S Na Statistics & Probability Letters 56 (1), 23-35, 2002 | 56 | 2002 |
Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation M Kim, S Lee Computational Statistics & Data Analysis 94, 1-19, 2016 | 53 | 2016 |
Test for parameter change in diffusion processes by cusum statistics based on one-step estimators S Lee, Y Nishiyama, N Yoshida Annals of the Institute of Statistical Mathematics 58, 211-222, 2006 | 53 | 2006 |
Asymptotic theory for ARCH-SM models: LAN and residual empirical processes S Lee, M Taniguchi Statistica Sinica, 215-234, 2005 | 53 | 2005 |
On the cusum of squares test for variance change in nonstationary and nonparametric time series models S Lee, O Na, S Na Annals of the Institute of Statistical Mathematics 55, 467-485, 2003 | 53 | 2003 |
Generalized Poisson autoregressive models for time series of counts CWS Chen, S Lee Computational Statistics & Data Analysis 99, 51-67, 2016 | 51 | 2016 |
Parameter change test for random coefficient integer‐valued autoregressive processes with application to polio data analysis J Kang, S Lee Journal of Time Series Analysis 30 (2), 239-258, 2009 | 50 | 2009 |
Coefficient constancy test in a random coefficient autoregressive model S Lee Journal of Statistical Planning and Inference 74 (1), 93-101, 1998 | 48 | 1998 |
Bayesian causality test for integer‐valued time series models with applications to climate and crime data CWS Chen, S Lee Journal of the Royal Statistical Society: C (Applied Statistics) 66 (4), 797-814, 2017 | 45 | 2017 |
What factors drive the satisfaction of citizens with governments’ responses to Covid-19? CWS Chen, S Lee, MC Dong, M Taniguchi International Journal of Infectious Diseases 102, 327-331, 2021 | 44 | 2021 |
An asymptotically optimal selection of the order of a linear process S Lee, A Karagrigoriou Sankhyā: The Indian Journal of Statistics, Series A, 93-106, 2001 | 44 | 2001 |
Quantile regression estimator for GARCH models S Lee, J Noh Scandinavian Journal of Statistics 40, 2-20, 2013 | 41 | 2013 |