Sangyeol Lee
Orcid: 0000-0003-1109-6768
According to our database1,
Sangyeol Lee
authored at least 45 papers
between 2006 and 2025.
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Bibliography
2025
2023
Adv. Data Anal. Classif., December, 2023
Commun. Stat. Simul. Comput., November, 2023
Commun. Stat. Simul. Comput., May, 2023
Modeling and inference for multivariate time series of counts based on the INGARCH scheme.
Comput. Stat. Data Anal., 2023
2022
Qual. Reliab. Eng. Int., 2022
Monitoring procedures for strict stationarity based on the multivariate characteristic function.
J. Multivar. Anal., 2022
2021
Change Point Test for the Conditional Mean of Time Series of Counts Based on Support Vector Regression.
Entropy, 2021
Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts.
Comput. Stat., 2021
On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart.
Commun. Stat. Simul. Comput., 2021
2020
Hybrid CUSUM Change Point Test for Time Series with Time-Varying Volatilities Based on Support Vector Regression.
Entropy, 2020
Entropy, 2020
Monitoring Parameter Change for Time Series Models of Counts Based on Minimum Density Power Divergence Estimator.
Entropy, 2020
Robust Change Point Test for General Integer-Valued Time Series Models Based on Density Power Divergence.
Entropy, 2020
Hybrid change point detection for time series via support vector regression and CUSUM method.
Appl. Soft Comput., 2020
2019
Cumulative Residual Entropy-Based Goodness of Fit Test for Location-Scale Time Series Model.
Proceedings of the Structural Changes and their Econometric Modeling, 2019
Qual. Reliab. Eng. Int., 2019
On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data.
Commun. Stat. Simul. Comput., 2019
2018
Proceedings of the Predictive Econometrics and Big Data, 2018
Stat. Methods Appl., 2018
2017
Proceedings of the Robustness in Econometrics, 2017
Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression.
Proceedings of the Robustness in Econometrics, 2017
Entropy, 2017
2016
Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach.
Comput. Stat., 2016
Nonlinear expectile regression with application to Value-at-Risk and expected shortfall estimation.
Comput. Stat. Data Anal., 2016
Comput. Stat. Data Anal., 2016
Adaptive Forward-Reverse Filter using Interpolation Methods for Artifact Suppression in Retinal Prostheses.
Proceedings of the 6th International Joint Conference on Pervasive and Embedded Computing and Communication Systems (PECCS 2016), 2016
2015
Entropy test and residual empirical process for autoregressive conditional duration models.
Comput. Stat. Data Anal., 2015
2014
Minimum density power divergence estimator for covariance matrix based on skew $$t$$ t distribution.
Stat. Methods Appl., 2014
Comput. Stat. Data Anal., 2014
Proceedings of the Modeling Dependence in Econometrics, 2014
2013
Comput. Stat. Data Anal., 2013
Robust estimation for the covariance matrix of multivariate time series based on normal mixtures.
Comput. Stat. Data Anal., 2013
2011
2010
Objective and expert-independent validation of retinal image registration algorithms by a projective imaging distortion model.
Medical Image Anal., 2010
J. Multivar. Anal., 2010
Proceedings of the Medical Imaging 2010: Image Processing, 2010
2008
Math. Comput. Simul., 2008
Proceedings of the Medical Imaging 2008: Image Processing, 2008
2007
Proceedings of the Medical Imaging 2007: Image Processing, 2007
2006
Qual. Reliab. Eng. Int., 2006