Jaechoul Lee

Available identifiers

Publication	Date of Publication	Type
Long-term trend analysis of extreme coastal sea levels with changepoint detection	2024-11-27	Paper
A New Test for Short Memory in Long Memory Time Series	2023-04-03	Paper
Trend and Return Level of Extreme Snow Events in New York City	2022-09-28	Paper
An efficient generalized least squares algorithm for periodic trended regression with autoregressive errors	2016-02-15	Paper
A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors	2014-11-20	Paper
First-order bias correction for fractionally integrated time series	2009-11-18	Paper
One-way analysis of variance with long memory errors and its application to stock return data	2009-02-28	Paper
Confidence intervals for long memory regressions	2008-09-29	Paper
Equivalent sample sizes in time series regressions	2008-05-28	Paper
Revisiting simple linear regression with autocorrelated errors	2008-04-08	Paper

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