Junmo Song

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Normality test in random coefficient autoregressive models Journal of the Korean Statistical Society	2024-04-02	Paper
A robust approach for testing parameter change in Poisson autoregressive models Journal of the Korean Statistical Society	2022-04-27	Paper
Test for parameter change in the presence of outliers: the density power divergence-based approach Journal of Statistical Computation and Simulation	2022-03-18	Paper
Sequential change point test in the presence of outliers: the density power divergence based approach Electronic Journal of Statistics	2021-08-09	Paper
Robust test for structural instability in dynamic factor models Annals of the Institute of Statistical Mathematics	2021-07-28	Paper
Sequential change point detection in ARMA-GARCH models Journal of Statistical Computation and Simulation	2020-04-28	Paper
Robust test for dispersion parameter change in discretely observed diffusion processes Computational Statistics and Data Analysis	2019-11-22	Paper
Robust test for dispersion parameter change in discretely observed diffusion processes (available as arXiv preprint)	2019-06-28	Paper
Test for parameter change in the presence of outliers: the density power divergence based approach (available as arXiv preprint)	2019-06-28	Paper
Detecting structural breaks in realized volatility Computational Statistics and Data Analysis	2019-02-21	Paper
Score test for parameter change in Poisson autoregressive models Economics Letters	2018-09-25	Paper
Parameter change tests for ARMA-GARCH models Computational Statistics and Data Analysis	2018-08-17	Paper
Robust estimation in stochastic frontier models Computational Statistics and Data Analysis	2018-08-14	Paper
Robust estimation of dispersion parameter in discretely observed diffusion processes STATISTICA SINICA	2017-02-17	Paper
Robust parameter change test for Poisson autoregressive models Statistics & Probability Letters	2015-08-19	Paper
Minimum density power divergence estimator for diffusion processes Annals of the Institute of Statistical Mathematics	2013-01-28	Paper
Test for parameter change in discretely observed diffusion processes Statistical Inference for Stochastic Processes	2011-02-15	Paper
Minimum density power divergence estimator for GARCH models Test	2011-01-22	Paper
Test for parameter change in ARMA models with GARCH innovations Statistics & Probability Letters	2008-09-29	Paper

Research outcomes over time

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