| Publication | Date of Publication | Type |
|---|
Nonnegative GARCH-type models with conditional Gamma distributions and their applications
Computational Statistics and Data Analysis | 2024-10-29 | Paper |
A class of bootstrap tests on the tail index
Communications in Statistics. Simulation and Computation | 2023-07-18 | Paper |
Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models
Communications in Statistics: Theory and Methods | 2022-05-16 | Paper |
Bootstrap inference for network vector autoregression in large-scale social network
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
| Weak convergence for stationary bootstrap empirical processes of associated sequences | 2021-07-23 | Paper |
A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation
Economics Letters | 2021-06-30 | Paper |
Weighted least squares estimation in a binary random coefficient panel model with infinite variance
Statistics & Probability Letters | 2021-01-06 | Paper |
A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process
Statistics & Probability Letters | 2019-09-05 | Paper |
Infinite-order, long-memory heterogeneous autoregressive models
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Stationary bootstrapping for semiparametric panel unit root tests
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Journal of Econometrics | 2018-07-17 | Paper |
A dynamic Markov regime-switching GARCH model and its cumulative impulse response function
Statistics & Probability Letters | 2018-06-20 | Paper |
Stationary bootstrapping for realized covariations of high frequency financial data
Statistics | 2018-01-12 | Paper |
Estimation of structural mean breaks for long-memory data sets
Statistics | 2018-01-12 | Paper |
Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels
Metrika | 2017-12-01 | Paper |
A CUSUM test for panel mean change detection
Journal of the Korean Statistical Society | 2017-02-09 | Paper |
Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model
Statistics & Probability Letters | 2016-05-20 | Paper |
Kernel estimators of mode under \(\psi\)-weak dependence
Annals of the Institute of Statistical Mathematics | 2016-04-04 | Paper |
Maximal inequalities and an application under a weak dependence
Journal of the Korean Mathematical Society | 2016-03-11 | Paper |
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Economics Letters | 2015-10-05 | Paper |
A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model
Statistics & Probability Letters | 2015-05-18 | Paper |
A bootstrap test for jumps in financial economics
Economics Letters | 2015-05-05 | Paper |
A note on exponential inequalities of \(\psi\)-weakly dependent sequences
Communications for Statistical Applications and Methods | 2015-02-12 | Paper |
Block bootstrapping for kernel density estimators under {\(\psi\)}-weak dependence
Communications in Statistics: Theory and Methods | 2014-11-26 | Paper |
Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors
Journal of the Korean Statistical Society | 2014-09-30 | Paper |
Random central limit theorems for linear processes with weakly dependent innovations
Journal of the Korean Statistical Society | 2014-09-26 | Paper |
The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences
Journal of the Korean Statistical Society | 2014-08-11 | Paper |
A study on moment inequalities under a weak dependence
Journal of the Korean Statistical Society | 2014-08-06 | Paper |
Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model
Journal of Time Series Analysis | 2014-06-16 | Paper |
A CUSUM test for a long memory heterogeneous autoregressive model
Economics Letters | 2014-06-06 | Paper |
Stationary bootstrapping realized volatility
Statistics & Probability Letters | 2014-02-11 | Paper |
Stationary bootstrapping realized volatility under market microstructure noise
Electronic Journal of Statistics | 2013-09-06 | Paper |
Stationary bootstrapping for cointegrating regressions
Statistics & Probability Letters | 2013-05-13 | Paper |
Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence
Computational Statistics and Data Analysis | 2012-07-16 | Paper |
Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence
Statistics & Probability Letters | 2012-05-18 | Paper |
Fuzzy model based adaptive synchronization of uncertain chaotic systems: robust tracking control approach
Physics Letters. A | 2012-01-06 | Paper |
Delay distribution and loss probability of bandwidth requests under truncated binary exponential backoff mechanism in IEEE 802.16e over Gilbert-Elliot error channel
Journal of Industrial and Management Optimization | 2010-03-22 | Paper |
The power saving mechanism with binary exponential traffic indications in the IEEE 802.16e/m
Queueing Systems | 2009-11-23 | Paper |
