Change point test of tail index for autoregressive processes

Kim ,  Moosup ,  Lee 외 1명

JKSS(Journal of the Korean Statistical Society)

2012 .01

Maximum entropy test for infinite order autoregressive models

Sangyeol Lee ,  Jiyeon Lee ,  Jungsik Noh

한국데이터정보과학회지

2013 .06

SUBSAMPLING CHANGE-POINT DETECTION IN PERSISTENCE WITH HEAVY-TAILED INNOVATIONS

Han ,  Sie ,  Tian 외 1명

Journal of applied mathematics & computing

2007 .01

Tests for Mean Change with the Modified Cusum Statistics

Jae Hee Kim ,  Na Yeon Kim

한국데이터정보과학회지

2003 .06

Robust Bayesian Models for Meta-Analysis

Dal Ho Kim ,  Geo Joo Pa ,  k

한국데이터정보과학회지

2000 .12

A Combined Robust Estimator Between the Least Squares Estimator and a t-type Regression Estimator

정강모

Journal of The Korean Data Analysis Society

2011 .01

CLOSURE PROPERTY AND TAIL PROBABILITY ASYMPTOTICS FOR RANDOMLY WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES WITH HEAVY TAILS

Lina Dindiene ,  Remigijus Leipus ,  Jonas Siaulys

대한수학회지

2017 .01

Robust Frailty Models using Heavy-Tailed Distributions

하일도

Journal of The Korean Data Analysis Society

2006 .01

The CUSUM test for stochastic volatility models

Moo Sup Kim ,  Sang Yeol Lee

한국데이터정보과학회지

2010 .12

On Asymptotic Properties of Bootstrap for Autoregressive Processes with Regularly Varying Tail Probabilities

Kang ,  Hee-Jeong

JKSS(Journal of the Korean Statistical Society)

1997 .01

Wood-Anderson Seismogram을 이용한 Lacal Magnitude($M_L$) Scale

강익범

대한자원환경지질학회 학술발표회

2000 .01