E-LIB Suche - Ergebnisse für: Baek, Changryong

1

Detection of multiple change-points in high-dimensional pan..:

Düker, Marie-Christine ; Jeong, Seok-Oh ; Lee, Taewook.
Statistical Papers. 65 (2023) 4 - p. 2327-2359 , 2023

Link: https://doi.org/10.1007/..

2

Test of change point versus long‐range dependence in functi..:

Baek, Changryong ; Kokoszka, Piotr ; Meng, Xiangdong
Journal of Time Series Analysis. 45 (2023) 4 - p. 497-512 , 2023

Link: https://doi.org/10.1111/..

3

Bayesian vector heterogeneous autoregressive modelling:

Geun Kim, Young ; Baek, Changryong
Journal of Statistical Computation and Simulation. 94 (2023) 6 - p. 1139-1157 , 2023

Link: https://doi.org/10.1080/..

4

Detecting Changes in Correlation Networks with Application ..:

Baek, Changryong ; Leinwand, Benjamin ; Lindquist, Kristen A....
Psychometrika. , 2023

Link: https://doi.org/10.1007/..

5

Volatility changes in cryptocurrencies: evidence from spars..:

Lee, Seungwon ; Baek, Changryong
Applied Economics Letters. 30 (2022) 11 - p. 1496-1504 , 2022

Link: https://doi.org/10.1080/..

6

Robust test for structural instability in dynamic factor mo..:

Kim, Byungsoo ; Song, Junmo ; Baek, Changryong
Annals of the Institute of Statistical Mathematics. 73 (2021) 4 - p. 821-853 , 2021

Link: https://doi.org/10.1007/..

7

Two sample tests for high-dimensional autocovariances:

Baek, Changryong ; Gates, Katheleen M. ; Leinwand, Benjamin.
Computational Statistics & Data Analysis. 153 (2021) - p. 107067 , 2021

Link: https://doi.org/10.1016/..

8

Block wild bootstrap-based CUSUM tests robust to high persi..:

Lee, Taewook ; Baek, Changryong
Computational Statistics & Data Analysis. 150 (2020) - p. 106996 , 2020

Link: https://doi.org/10.1016/..

9

Asymptotics of bivariate local Whittle estimators with appl..:

Baek, Changryong ; Kechagias, Stefanos ; Pipiras, Vladas
Journal of Statistical Planning and Inference. 205 (2020) - p. 245-268 , 2020

Link: https://doi.org/10.1016/..

10

Sparse vector heterogeneous autoregressive modeling for rea..:

Baek, Changryong ; Park, Minsu
Journal of the Korean Statistical Society. 50 (2020) 2 - p. 495-510 , 2020

Link: https://doi.org/10.1007/..

11

Factor-augmented HAR model improves realized volatility for..:

Kim, Dongwoo ; Baek, Changryong
Applied Economics Letters. 27 (2019) 12 - p. 1002-1009 , 2019

Link: https://doi.org/10.1080/..

12

Detecting structural breaks in realized volatility:

Song, Junmo ; Baek, Changryong
Computational Statistics & Data Analysis. 134 (2019) - p. 58-75 , 2019

Link: https://doi.org/10.1016/..

13

ARMA Cholesky factor models for the covariance matrix of li..:

Lee, Keunbaik ; Baek, Changryong ; Daniels, Michael J.
Computational Statistics & Data Analysis. 115 (2017) - p. 267-280 , 2017

Link: https://doi.org/10.1016/..

14

Sparse seasonal and periodic vector autoregressive modeling:

Baek, Changryong ; Davis, Richard A. ; Pipiras, Vladas
Computational Statistics & Data Analysis. 106 (2017) - p. 103-126 , 2017

Link: https://doi.org/10.1016/..

15

A piecewise polynomial trend against long range dependence:

Baek, Changryong
Journal of the Korean Statistical Society. 44 (2015) 3 - p. 457-468 , 2015

Link: https://doi.org/10.1016/..