Okyoung Na

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
Change point detection in SCOMDY models AStA. Advances in Statistical Analysis	2018-11-08	Paper
Tuning parameter selection for the adaptive LASSO in the autoregressive model Journal of the Korean Statistical Society	2017-05-15	Paper
Generalized information criterion for the AR model Journal of the Korean Statistical Society	2017-02-09	Paper
Monitoring test for stability of copula parameter in time series Journal of the Korean Statistical Society	2015-01-26	Paper
Constancy test for FARIMA long memory processes Journal of the Korean Statistical Society	2014-09-30	Paper
Monitoring parameter changes for random coefficient autoregressive models Journal of the Korean Statistical Society	2014-08-06	Paper
Change point detection in copula ARMA-GARCH models Journal of Time Series Analysis	2014-02-25	Paper
Monitoring parameter change in time series models Statistical Methods and Applications	2011-09-27	Paper
Monitoring Distributional Changes in Autoregressive Models Communications in Statistics: Theory and Methods	2009-11-16	Paper
Moving estimates test with time varying bandwidth Journal of Multivariate Analysis	2007-07-19	Paper
Test for parameter change based on the estimator minimizing density-based divergence meas\-ures Annals of the Institute of Statistical Mathematics	2006-09-06	Paper
Test for parameter change in stochastic processes based on conditional least-squares estimator Journal of Multivariate Analysis	2005-05-12	Paper
The Cusum Test for Parameter Change in Time Series Models Scandinavian Journal of Statistics	2004-11-24	Paper
On the cusum of squares test for variance change in nonstationary and nonparametric time series models Annals of the Institute of Statistical Mathematics	2004-10-05	Paper

Research outcomes over time

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