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Normality test in random coefficient autoregressive models

Journal of the Korean Statistical Society, 2023, 52(4), , pp.960-981

2023

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Robust test for structural instability in dynamic factor models

Annals of the Institute of Statistical Mathematics, 2021-08, Vol.73 (4), p.821-853

2021

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Robust test for dispersion parameter change in discretely observed diffusion processes

Computational statistics & data analysis, 2020-02, Vol.142, p.106832, Article 106832

Song, Junmo

2020

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Sequential change point test in the presence of outliers: the density power divergence based approach

Electronic journal of statistics, 2021-01, Vol.15 (1)

Song, Junmo

2021

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ROBUST ESTIMATION OF DISPERSION PARAMETER IN DISCRETELY OBSERVED DIFFUSION PROCESSES

Statistica Sinica, 2017-01, Vol.27 (1), p.373-388

Song, Junmo

2017

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Parameter change tests for ARMA–GARCH models

Computational statistics & data analysis, 2018-05, Vol.121, p.41-56

2018

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Detecting structural breaks in realized volatility

Computational statistics & data analysis, 2019-06, Vol.134, p.58-75

2019

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Test for parameter change in the presence of outliers: the density power divergence-based approach

Journal of statistical computation and simulation, 2021-03, Vol.91 (5), p.1016-1039

2021

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Sequential change point detection in ARMA-GARCH models

Journal of statistical computation and simulation, 2020-05, Vol.90 (8), p.1520-1538

2020

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Minimum density power divergence estimator for diffusion processes

Annals of the Institute of Statistical Mathematics, 2013-04, Vol.65 (2), p.213-236

2013

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Score test for parameter change in Poisson autoregressive models

Economics letters, 2017-11, Vol.160, p.33-37

2017

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Robust parameter change test for Poisson autoregressive models

Statistics & probability letters, 2015-09, Vol.104, p.14-21

2015

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A robust approach for testing parameter change in Poisson autoregressive models

Journal of the Korean Statistical Society, 2020, 49(4), , pp.1285-1302

2020

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Verification of policy information and citizen attitudes toward government under COVID ‐19 pandemic: Evidence from survey experiment in South Korea

Social policy & administration, 2024-03

2024

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Robust estimation in stochastic frontier models

Computational statistics & data analysis, 2017-01, Vol.105, p.243-267

2017

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Minimum density power divergence estimator for diffusion processes

Annals of the Institute of Statistical Mathematics, 2013-04, Vol.65 (2), p.213-236

2013

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Test for parameter change in ARMA models with GARCH innovations

Statistics & probability letters, 2008-09, Vol.78 (13), p.1990-1998

2008

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Minimum density power divergence estimator for GARCH models

Test (Madrid, Spain), 2009-08, Vol.18 (2), p.316-341

2009

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Study on a Hedging Volatility Depending on Path Type of Underlying Asset Prices

Ŭngyong tʻonggye yŏnʼgu, 2013-02, Vol.26 (1), p.187-200

2013

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Test for parameter change in discretely observed diffusion processes

Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems, 2009-06, Vol.12 (2), p.165-183

2009

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Valuation of Long-Maturity KIKO Options Under the Stochastic Volatility Model

Asia-Pacific Journal of Financial Studies, 2014, 43(4), , pp.492-529

2014

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기초자산의 추세 여부에 따른 헤지변동성의 결정에 관한 연구

응용통계연구, 2013, 26(1), , pp.187-200

2013

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Enhancing predictability of thermal warpage by applying temperature-dependent Poisson's ratio of epoxy molding compound

Polymer testing, 2023-08, Vol.125, p.108140, Article 108140

2023

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Spatial pattern optimization of rural production-living-ecological function based on coupling coordination degree in shallow mountainous areas of Quyang County, Hebei Province, China

Frontiers in ecology and evolution, 2023-05, Vol.11

2023

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Review of the Latest Research on Snake Robots Focusing on the Structure, Motion and Control Method

International Journal of Control, 2022, Automation, and Systems, 20(10), , pp.3393-3409

2022

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Normality test in random coefficient autoregressive models

Robust test for structural instability in dynamic factor models

Robust test for dispersion parameter change in discretely observed diffusion processes

Sequential change point test in the presence of outliers: the density power divergence based approach

ROBUST ESTIMATION OF DISPERSION PARAMETER IN DISCRETELY OBSERVED DIFFUSION PROCESSES

Parameter change tests for ARMA–GARCH models

Detecting structural breaks in realized volatility

Test for parameter change in the presence of outliers: the density power divergence-based approach

Sequential change point detection in ARMA-GARCH models

Minimum density power divergence estimator for diffusion processes

Score test for parameter change in Poisson autoregressive models

Robust parameter change test for Poisson autoregressive models

A robust approach for testing parameter change in Poisson autoregressive models

Verification of policy information and citizen attitudes toward government under COVID ‐19 pandemic: Evidence from survey experiment in South Korea

Robust estimation in stochastic frontier models

Minimum density power divergence estimator for diffusion processes

Test for parameter change in ARMA models with GARCH innovations

Minimum density power divergence estimator for GARCH models

Study on a Hedging Volatility Depending on Path Type of Underlying Asset Prices

Test for parameter change in discretely observed diffusion processes

Valuation of Long-Maturity KIKO Options Under the Stochastic Volatility Model

기초자산의 추세 여부에 따른 헤지변동성의 결정에 관한 연구

Enhancing predictability of thermal warpage by applying temperature-dependent Poisson's ratio of epoxy molding compound

Spatial pattern optimization of rural production-living-ecological function based on coupling coordination degree in shallow mountainous areas of Quyang County, Hebei Province, China

Review of the Latest Research on Snake Robots Focusing on the Structure, Motion and Control Method

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