Haejune Oh

Available identifiers

zbMath Open oh.haejuneMaRDI QIDQ287529

List of research outcomes

Publication	Date of Publication	Type
Parameter change test for location-scale time series models with heteroscedasticity based on bootstrap	2024-07-18	Paper
Sequential change-point detection in time series models with conditional heteroscedasticity	2024-05-07	Paper
Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors	2022-04-27	Paper
Modified residual CUSUM test for location-scale time series models with heteroscedasticity	2019-10-22	Paper
On score vector- and residual-based CUSUM tests in ARMA-GARCH models	2019-09-11	Paper
Monitoring parameter change for time series models with conditional heteroscedasticity	2018-09-11	Paper
Entropy test and residual empirical process for autoregressive conditional duration models	2018-08-21	Paper
On change point test for ARMA-GARCH models: bootstrap approach	2018-05-03	Paper
Mildly explosive autoregression with mixing innovations	2018-02-09	Paper
Parameter change test for autoregressive conditional duration models	2016-05-20	Paper

Research outcomes over time

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