Chang Kyeom Kim

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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!

PublicationDate of PublicationType
Robust monitoring conditional volatility change for time series based on support vector regression
Communications in Statistics. Simulation and Computation
2025-10-01Paper
Test for conditional quantile change in general conditional heteroscedastic time series models
Annals of the Institute of Statistical Mathematics
2024-03-16Paper
Conditional quantile change test for time series based on support vector regression
Communications in Statistics. Simulation and Computation
2024-01-23Paper
Monitoring parameter change for time series models with application to location-Scale heteroscedastic models
Journal of Statistical Computation and Simulation
2023-03-07Paper
Test for conditional quantile change in GARCH models
Journal of the Korean Statistical Society
2022-07-05Paper


Research outcomes over time


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