Lee, Sangyeol; Kim, Dongwon Monitoring parameter change for bivariate time series models of counts. (English) Zbl 07745476 J. Korean Stat. Soc. 52, No. 3, 531-553 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Lee} and \textit{D. Kim}, J. Korean Stat. Soc. 52, No. 3, 531--553 (2023; Zbl 07745476) Full Text: DOI
Lee, Sangyeol; Kim, Dongwon; Kim, Byungsoo Modeling and inference for multivariate time series of counts based on the INGARCH scheme. (English) Zbl 07602494 Comput. Stat. Data Anal. 177, Article ID 107579, 18 p. (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Lee} et al., Comput. Stat. Data Anal. 177, Article ID 107579, 18 p. (2023; Zbl 07602494) Full Text: DOI
Lee, Sangyeol; Kim, Byungsoo Recent progress in parameter change test for integer-valued time series models. (English) Zbl 1485.62124 J. Korean Stat. Soc. 50, No. 3, 730-755 (2021). MSC: 62M10 62F12 62M07 62E20 PDFBibTeX XMLCite \textit{S. Lee} and \textit{B. Kim}, J. Korean Stat. Soc. 50, No. 3, 730--755 (2021; Zbl 1485.62124) Full Text: DOI
Kim, Byungsoo; Lee, Sangyeol Robust estimation for general integer-valued time series models. (English) Zbl 1466.62388 Ann. Inst. Stat. Math. 72, No. 6, 1371-1396 (2020). MSC: 62M10 62G35 62G32 60F10 62P20 PDFBibTeX XMLCite \textit{B. Kim} and \textit{S. Lee}, Ann. Inst. Stat. Math. 72, No. 6, 1371--1396 (2020; Zbl 1466.62388) Full Text: DOI
Lee, Youngmi; Lee, Sangyeol CUSUM test for general nonlinear integer-valued GARCH models: comparison study. (English) Zbl 1431.62396 Ann. Inst. Stat. Math. 71, No. 5, 1033-1057 (2019). MSC: 62M10 65C05 PDFBibTeX XMLCite \textit{Y. Lee} and \textit{S. Lee}, Ann. Inst. Stat. Math. 71, No. 5, 1033--1057 (2019; Zbl 1431.62396) Full Text: DOI
Lee, Youngmi; Lee, Sangyeol; Tjøstheim, Dag Asymptotic normality and parameter change test for bivariate Poisson INGARCH models. (English) Zbl 06852282 Test 27, No. 1, 52-69 (2018). MSC: 62M10 62G20 PDFBibTeX XMLCite \textit{Y. Lee} et al., Test 27, No. 1, 52--69 (2018; Zbl 06852282) Full Text: DOI
Huh, Jaewon; Kim, Hanwool; Lee, Sangyeol Monitoring parameter shift with Poisson integer-valued GARCH models. (English) Zbl 07192028 J. Stat. Comput. Simulation 87, No. 9, 1754-1766 (2017). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Huh} et al., J. Stat. Comput. Simulation 87, No. 9, 1754--1766 (2017; Zbl 07192028) Full Text: DOI
Chen, Cathy W. S.; Lee, Sangyeol Generalized Poisson autoregressive models for time series of counts. (English) Zbl 1468.62037 Comput. Stat. Data Anal. 99, 51-67 (2016). MSC: 62-08 62M10 PDFBibTeX XMLCite \textit{C. W. S. Chen} and \textit{S. Lee}, Comput. Stat. Data Anal. 99, 51--67 (2016; Zbl 1468.62037) Full Text: DOI
Lee, Sangyeol; Lee, Youngmi; Chen, Cathy W. S. Parameter change test for zero-inflated generalized Poisson autoregressive models. (English) Zbl 1359.62376 Statistics 50, No. 3, 540-557 (2016). MSC: 62M10 62F03 62F12 60G22 62E20 PDFBibTeX XMLCite \textit{S. Lee} et al., Statistics 50, No. 3, 540--557 (2016; Zbl 1359.62376) Full Text: DOI
Kang, Jiwon; Lee, Sangyeol Minimum density power divergence estimator for Poisson autoregressive models. (English) Zbl 1506.62089 Comput. Stat. Data Anal. 80, 44-56 (2014). MSC: 62-08 62M10 62F35 62F12 62P10 PDFBibTeX XMLCite \textit{J. Kang} and \textit{S. Lee}, Comput. Stat. Data Anal. 80, 44--56 (2014; Zbl 1506.62089) Full Text: DOI
Kang, Jiwon; Lee, Sangyeol Parameter change test for Poisson autoregressive models. (English) Zbl 1305.62313 Scand. J. Stat. 41, No. 4, 1136-1152 (2014). MSC: 62M07 62M10 62F12 PDFBibTeX XMLCite \textit{J. Kang} and \textit{S. Lee}, Scand. J. Stat. 41, No. 4, 1136--1152 (2014; Zbl 1305.62313) Full Text: DOI
Kim, Byungsoo; Lee, Sangyeol Robust estimation for the covariance matrix of multivariate time series based on normal mixtures. (English) Zbl 1365.62343 Comput. Stat. Data Anal. 57, No. 1, 125-140 (2013). MSC: 62M10 62M09 62F35 62H12 62P05 PDFBibTeX XMLCite \textit{B. Kim} and \textit{S. Lee}, Comput. Stat. Data Anal. 57, No. 1, 125--140 (2013; Zbl 1365.62343) Full Text: DOI
Kim, Moosup; Lee, Sangyeol Test for tail index change in stationary time series with Pareto-type marginal distribution. (English) Zbl 1200.62054 Bernoulli 15, No. 2, 325-356 (2009). MSC: 62G32 62M10 62M07 62E20 65C60 62G10 PDFBibTeX XMLCite \textit{M. Kim} and \textit{S. Lee}, Bernoulli 15, No. 2, 325--356 (2009; Zbl 1200.62054) Full Text: DOI arXiv
Na, Seongryong; Lee, Sangyeol; Park, Hyeonah Sequential empirical process in autoregressive models with measurement errors. (English) Zbl 1098.62116 J. Stat. Plann. Inference 136, No. 12, 4204-4216 (2006). MSC: 62M10 62G30 62F05 60F17 62G20 PDFBibTeX XMLCite \textit{S. Na} et al., J. Stat. Plann. Inference 136, No. 12, 4204--4216 (2006; Zbl 1098.62116) Full Text: DOI
Lee, Sangyeol; Na, Okyoung; Na, Seongryong On the cusum of squares test for variance change in nonstationary and nonparametric time series models. (English) Zbl 1049.62051 Ann. Inst. Stat. Math. 55, No. 3, 467-485 (2003). MSC: 62G10 62G08 62M10 PDFBibTeX XMLCite \textit{S. Lee} et al., Ann. Inst. Stat. Math. 55, No. 3, 467--485 (2003; Zbl 1049.62051) Full Text: DOI
Lee, Sangyeol The sequential estimation in stochastic regression model with random coefficients. (English) Zbl 1013.62086 Stat. Probab. Lett. 61, No. 1, 71-81 (2003). MSC: 62L12 62M10 PDFBibTeX XMLCite \textit{S. Lee}, Stat. Probab. Lett. 61, No. 1, 71--81 (2003; Zbl 1013.62086) Full Text: DOI
Lee, Sangyeol; Sriram, T. N. Sequential point estimation of parameters in a threshold AR(1) model. (English) Zbl 0995.62070 Stochastic Processes Appl. 84, No. 2, 343-355 (1999). Reviewer: Martin Holeňa (Praha) MSC: 62L12 62M10 62L15 62F12 PDFBibTeX XMLCite \textit{S. Lee} and \textit{T. N. Sriram}, Stochastic Processes Appl. 84, No. 2, 343--355 (1999; Zbl 0995.62070) Full Text: DOI
Lee, Sangyeol Random central limit theorem for the linear process generated by a strong mixing process. (English) Zbl 0892.60038 Stat. Probab. Lett. 35, No. 2, 189-196 (1997). MSC: 60F05 60G10 62L12 PDFBibTeX XMLCite \textit{S. Lee}, Stat. Probab. Lett. 35, No. 2, 189--196 (1997; Zbl 0892.60038) Full Text: DOI