Haejune Oh

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
Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap Applied Stochastic Models in Business and Industry	2024-07-18	Paper
Sequential change-point detection in time series models with conditional heteroscedasticity Economics Letters	2024-05-07	Paper
Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors Journal of the Korean Statistical Society	2022-04-27	Paper
Modified residual CUSUM test for location-scale time series models with heteroscedasticity Annals of the Institute of Statistical Mathematics	2019-10-22	Paper
On score vector- and residual-based CUSUM tests in ARMA-GARCH models Statistical Methods and Applications	2019-09-11	Paper
Monitoring parameter change for time series models with conditional heteroscedasticity Economics Letters	2018-09-11	Paper
Entropy test and residual empirical process for autoregressive conditional duration models Computational Statistics and Data Analysis	2018-08-21	Paper
On change point test for ARMA-GARCH models: bootstrap approach Journal of the Korean Statistical Society	2018-05-03	Paper
Mildly explosive autoregression with mixing innovations Journal of the Korean Statistical Society	2018-02-09	Paper
Parameter change test for autoregressive conditional duration models Annals of the Institute of Statistical Mathematics	2016-05-20	Paper

Research outcomes over time

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