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Search: person:"Lee, Sangyeol"
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Estimation theory
7
Schätztheorie
7
ARCH model
5
ARCH-Modell
5
Regression analysis
5
Regressionsanalyse
5
Brownian bridge
4
Consistency
4
Time series analysis
4
Zeitreihenanalyse
4
Asymptotic normality
3
Change point test
3
Cusum test
3
Density-based divergence measures
3
Estimation
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Schätzung
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Statistical distribution
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Statistische Verteilung
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weak convergence
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Heteroskedastizität
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Markov chain
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Markov chain Monte Carlo method
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3
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66
English
13
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Lee, Sangyeol
75
Na, Okyoung
11
Maekawa, Koichi
6
Na, Seongryong
5
Park, Siyun
5
Song, Junmo
5
Kim, Byungsoo
4
Lu, Xinhong
4
Chen, Cathy W. S.
3
LEE, SANGYEOL
3
Lee, Jiyeon
3
Lee, Taewook
3
Ng, Chi Tim
3
Noh, Jungsik
3
Oh, Haejune
3
Cha, Ji Hwan
2
Guo, Meihui
2
Ha, Jeongcheol
2
Kang, Jiwon
2
Kawai, Ken-ichi
2
Kim, Eunhee
2
Kim, Moosup
2
LEE, TAEWOOK
2
Lee, Seung Y.
2
Lin, Liang-Ching
2
Nishiyama, Yoichi
2
Yoshida, Nakahiro
2
Chen, Cathy
1
Chen, Shu-Yu
1
Chen, Shu-yu
1
Fakhre-Zakeri, Issa
1
Hardi, Amirullah Setya
1
Huh, Jaewon
1
Jeon, Jongwoo
1
Karagrigoriou, Alex
1
Khemmanant Khamthong
1
Lee, Seung Yong
1
Lee, Youngmi
1
Masuda, Hiroki
1
Mi, Jie
1
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Economics letters
11
Statistics & Probability Letters
10
Computational Statistics & Data Analysis
6
Annals of the Institute of Statistical Mathematics
5
Annals of the Institute of Statistical Mathematics : AISM
5
Journal of Multivariate Analysis
5
Economics Letters
4
Journal of Time Series Analysis
4
Scandinavian Journal of Statistics
4
Metrika
2
Robustness in econometrics
2
Statistical Inference for Stochastic Processes
2
Statistical Methods and Applications
2
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
2
AStA Advances in Statistical Analysis
1
Applied Stochastic Models in Business and Industry
1
Asia-Pacific financial markets
1
Computational Economics
1
Computational economics
1
Mathematics and Computers in Simulation (MATCOM)
1
Naval research logistics : an international journal
1
Quality and reliability engineering international
1
Statistical Papers / Springer
1
Statistical papers
1
Statistics & Risk Modeling
1
Stochastic Processes and their Applications
1
The North American journal of economics and finance : a journal of financial economics studies
1
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
1
Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
1
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RePEc
52
OLC EcoSci
14
ECONIS (ZBW)
12
Other ZBW resources
1
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1
Structural breaks of CAPM-type market model with heteroskedasticity and quantile regression
Chen, Cathy W. S.
;
Khemmanant Khamthong
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 111-134)
.
2017
Persistent link: https://www.econbiz.de/10011801139
Saved in:
2
Monitoring parameter change for time series models with conditional heteroscedasticity
Huh, Jaewon
;
Oh, Haejune
;
Lee, Sangyeol
- In:
Economics letters
152
(
2017
),
pp. 66-70
Persistent link: https://www.econbiz.de/10011801150
Saved in:
3
Quantile forecasting of PM10 data in Korea based on time series models
Xu, Yingshi
;
Lee, Sangyeol
- In:
Robustness in econometrics
,
(pp. 587-598)
.
2017
Persistent link: https://www.econbiz.de/10011801991
Saved in:
4
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
5
Quantile regression estimation for discretely observed SDE models with compound Poisson jumps
Noh, Jungsik
;
Lee, Seung Yong
;
Lee, Sangyeol
- In:
Economics letters
117
(
2012
)
3
,
pp. 734-738
Persistent link: https://www.econbiz.de/10009680721
Saved in:
6
Change point analysis of exchange rates using bootstrapping methods : an application to the Indonesian Rupiah 2000-2008
Hardi, Amirullah Setya
;
Kawai, Ken-ichi
;
Lee, Sangyeol
; …
- In:
Asia-Pacific financial markets
22
(
2015
)
4
,
pp. 429-444
Persistent link: https://www.econbiz.de/10011524825
Saved in:
7
Parameter change test for location‐scale time series models with heteroscedasticity based on bootstrap
Oh, Haejune
;
Lee, Sangyeol
- In:
Applied Stochastic Models in Business and Industry
35
(
2019
)
6
,
pp. 1322-1343
Persistent link: https://www.econbiz.de/10012272492
Saved in:
8
Maximum entropy test for autoregressive models
Lee, Sangyeol
;
Park, Siyun
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 119-128)
.
2013
Persistent link: https://www.econbiz.de/10009711159
Saved in:
9
Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.
;
Chen, Shu-yu
;
Lee, Sangyeol
- In:
Computational economics
42
(
2013
)
4
,
pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
Saved in:
10
Consistency of minimizing a penalized density power divergence estimator for mixing distribution
Lee, Taewook
;
Lee, Sangyeol
- In:
Statistical papers
50
(
2009
)
1
,
pp. 67-80
Persistent link: https://www.econbiz.de/10003814837
Saved in:
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