Sinsup Cho

Available identifiers

Publication	Date of Publication	Type
Estimation of error correction model with measurement errors	2022-02-23	Paper
Semiparametric Seasonal Cointegrating Rank Selection	2020-07-14	Paper
Analysis of cointegrated models with measurement errors	2020-04-01	Paper
Estimation of cointegrated models with exogenous variables	2020-03-27	Paper
Generalized method of moments estimation for cointegrated vector autoregressive models	2018-08-14	Paper
The role of functional data analysis for instantaneous frequency estimation	2015-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q4919786	2013-05-15	Paper
https://portal.mardi4nfdi.de/entity/Q4919790	2013-05-15	Paper
A Bayesian Change-Point Analysis for Software Reliability Models	2008-12-04	Paper
Inference of seasonal cointegration with linear restrictions	2007-12-19	Paper
Deviations between sample quantiles and empirical processes under absolute regular properties	2007-04-16	Paper
On the Cusum test for parameter changes in garch(1,1) Models	2002-07-28	Paper
Strong approximation of the quantile processes and its applications under strong mixing properties	1995-05-30	Paper
Some tests for unit roots in seasonal time series with deterministic trends	1993-05-16	Paper
Estimation of integrated squared spectral density derivatives	1991-01-01	Paper
Model-free one-step-ahead prediction intervals: Asymptotic theory and small sample simulations	1987-01-01	Paper

This page was built for person: Sinsup Cho