Noh, Jungsik; Lee, Sangyeol On the identifiability conditions in some nonlinear time series models. (English) Zbl 1369.62233 REVSTAT 14, No. 4, 395-413 (2016). MSC: 62M10 62F10 PDFBibTeX XMLCite \textit{J. Noh} and \textit{S. Lee}, REVSTAT 14, No. 4, 395--413 (2016; Zbl 1369.62233) Full Text: Link
Noh, Jungsik; Lee, Sangyeol Quantile regression for location-scale time series models with conditional heteroscedasticity. (English) Zbl 1468.62274 Scand. J. Stat. 43, No. 3, 700-720 (2016). MSC: 62G08 62M10 PDFBibTeX XMLCite \textit{J. Noh} and \textit{S. Lee}, Scand. J. Stat. 43, No. 3, 700--720 (2016; Zbl 1468.62274) Full Text: DOI arXiv
Lee, Sangyeol; Noh, Jungsik Quantile regression estimator for GARCH models. (English) Zbl 1259.62080 Scand. J. Stat. 40, No. 1, 2-20 (2013). MSC: 62M10 62G08 62G20 65C60 PDFBibTeX XMLCite \textit{S. Lee} and \textit{J. Noh}, Scand. J. Stat. 40, No. 1, 2--20 (2013; Zbl 1259.62080) Full Text: DOI arXiv
Noh, Jungsik; Lee, Seung Y.; Lee, Sangyeol Quantile regression estimation for discretely observed SDE models with compound Poisson jumps. (English) Zbl 1283.62070 Econ. Lett. 117, No. 3, 734-738 (2012). MSC: 62G05 62G30 60J60 PDFBibTeX XMLCite \textit{J. Noh} et al., Econ. Lett. 117, No. 3, 734--738 (2012; Zbl 1283.62070) Full Text: DOI