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Sangyeol Lee
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Year
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
2432003
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
1492001
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
1182000
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
1082005
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
952004
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
772009
Parameter change test for Poisson autoregressive models
J Kang, S Lee
Scandinavian Journal of Statistics 41 (4), 1136-1152, 2014
732014
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
681999
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
612009
Generalized Poisson autoregressive models for time series of counts
CWS Chen, S Lee
Computational Statistics & Data Analysis 99, 51-67, 2016
602016
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
602016
On the Bickel–Rosenblatt test for first-order autoregressive models
S Lee, S Na
Statistics & Probability Letters 56 (1), 23-35, 2002
582002
Asymptotic theory for ARCH-SM models: LAN and residual empirical processes
S Lee, M Taniguchi
Statistica Sinica, 215-234, 2005
562005
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
542017
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
542003
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
522006
Parameter change test for zero-inflated generalized Poisson autoregressive models
S Lee, Y Lee, CWS Chen
Statistics 50, 540-547, 2016
492016
Coefficient constancy test in a random coefficient autoregressive model
S Lee
Journal of Statistical Planning and Inference 74 (1), 93-101, 1998
471998
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
462021
Quantile regression estimator for GARCH models
S Lee, J Noh
Scandinavian Journal of Statistics 40, 2-20, 2013
462013
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Articles 1–20