Okyoung Na

Available identifiers

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

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