Lee, Sangyeol; Song, Junmo Test for parameter change in ARMA models with GARCH innovations. (English) Zbl 1147.62074 Stat. Probab. Lett. 78, No. 13, 1990-1998 (2008). MSC: 62M10 60F05 62M07 62M15 PDFBibTeX XMLCite \textit{S. Lee} and \textit{J. Song}, Stat. Probab. Lett. 78, No. 13, 1990--1998 (2008; Zbl 1147.62074) Full Text: DOI
Lee, Sangyeol The Bickel–Rosenblatt test for diffusion processes. (English) Zbl 1095.62099 Stat. Probab. Lett. 76, No. 14, 1494-1502 (2006). MSC: 62M02 62G20 PDFBibTeX XMLCite \textit{S. Lee}, Stat. Probab. Lett. 76, No. 14, 1494--1502 (2006; Zbl 1095.62099) Full Text: DOI
Lee, Sangyeol; Na, Seongryong A nonparametric test for the change of the density function in strong mixing processes. (English) Zbl 1117.62472 Stat. Probab. Lett. 66, No. 1, 25-34 (2004). MSC: 62G10 62M07 60F17 62L12 PDFBibTeX XMLCite \textit{S. Lee} and \textit{S. Na}, Stat. Probab. Lett. 66, No. 1, 25--34 (2004; Zbl 1117.62472) 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
Ha, Jeongcheol; Lee, Sangyeol Coefficient constancy test in AR-ARCH models. (English) Zbl 0996.62080 Stat. Probab. Lett. 57, No. 1, 65-77 (2002). MSC: 62M10 62F03 62E20 62M07 PDFBibTeX XMLCite \textit{J. Ha} and \textit{S. Lee}, Stat. Probab. Lett. 57, No. 1, 65--77 (2002; Zbl 0996.62080) Full Text: DOI
Lee, Sangyeol; Na, Seongryong On the Bickel-Rosenblatt test for first-order autoregressive models. (English) Zbl 0994.62082 Stat. Probab. Lett. 56, No. 1, 23-35 (2002). MSC: 62M07 62M10 62G10 PDFBibTeX XMLCite \textit{S. Lee} and \textit{S. Na}, Stat. Probab. Lett. 56, No. 1, 23--35 (2002; Zbl 0994.62082) Full Text: DOI
Lee, Sangyeol A note on the residual empirical process in autoregressive models. (English) Zbl 0901.62111 Stat. Probab. Lett. 32, No. 4, 405-411 (1997). MSC: 62M10 60F05 60G10 60G15 PDFBibTeX XMLCite \textit{S. Lee}, Stat. Probab. Lett. 32, No. 4, 405--411 (1997; Zbl 0901.62111) 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
Fakhre-Zakeri, Issa; Lee, Sangyeol A random functional central limit theorem for stationary linear processes generated by martingales. (English) Zbl 0887.60041 Stat. Probab. Lett. 35, No. 4, 417-422 (1997). Reviewer: K.Yoshihara (Tokyo) MSC: 60F17 60G10 PDFBibTeX XMLCite \textit{I. Fakhre-Zakeri} and \textit{S. Lee}, Stat. Probab. Lett. 35, No. 4, 417--422 (1997; Zbl 0887.60041) Full Text: DOI
Lee, Sangyeol The asymptotic maximin property of chi-squared type tests based on the empirical process. (English) Zbl 0905.62046 Stat. Probab. Lett. 29, No. 4, 285-292 (1996). MSC: 62G10 62G20 62G30 PDFBibTeX XMLCite \textit{S. Lee}, Stat. Probab. Lett. 29, No. 4, 285--292 (1996; Zbl 0905.62046) Full Text: DOI