Siyun Park

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
On entropy goodness-of-fit test based on integrated distribution function Journal of Statistical Computation and Simulation	2020-04-23	Paper
Maximum entropy test for GARCH models Statistical Methodology	2019-03-13	Paper
On Fisher's dispersion test for integer-valued autoregressive Poisson models with applications Communications in Statistics: Theory and Methods	2017-12-15	Paper
Maximum entropy test for autoregressive models Uncertainty Analysis in Econometrics with Applications	2015-10-09	Paper
A note on the Jarque-Bera normality test for GARCH innovations Journal of the Korean Statistical Society	2014-08-04	Paper
The monitoring test for the stability of regression models with nonstationary regressors Economics Letters	2009-12-21	Paper
Test for Parameter Change in ARIMA Models Communications in Statistics. Simulation and Computation	2006-08-10	Paper
The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes Scandinavian Journal of Statistics	2002-11-21	Paper

Research outcomes over time

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