The following pages link to Changryong Baek (Q626300):
Displayed 19 items.
- Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
- Can Markov switching model generate long memory? (Q741329) (← links)
- Two sample tests for high-dimensional autocovariances (Q830592) (← links)
- Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known (Q963889) (← links)
- ARMA Cholesky factor models for the covariance matrix of linear models (Q1658394) (← links)
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- Robust test for structural instability in dynamic factor models (Q2042290) (← links)
- Sparse vector heterogeneous autoregressive modeling for realized volatility (Q2132003) (← links)
- Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification (Q2189616) (← links)
- On integral representations of operator fractional Brownian fields (Q2251706) (← links)
- Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity (Q2301060) (← links)
- Quasi-maximum likelihood estimation for multiple volatility shifts (Q2452776) (← links)
- On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation (Q2509807) (← links)
- A piecewise polynomial trend against long range dependence (Q2515861) (← links)
- Statistical tests for a single change in mean against long-range dependence (Q2930908) (← links)
- LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL (Q3618923) (← links)
- Tests for Volatility Shifts in Garch Against Long‐Range Dependence (Q5177968) (← links)
- Detecting changes in correlation networks with application to functional connectivity of fMRI data (Q6175696) (← links)
- Local Whittle estimation of high-dimensional long-run variance and precision matrices (Q6183868) (← links)