Sangyeol Lee

7PUBLICATIONS
1CO-AUTHORS
Time series and spatial modellingStochastic analysis and modellingEconometric and statistical methodsTime-series analysisProbability theory
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Publications (7)

|Feb 23, 2024
Robust control chart for nonlinear conditionally heteroscedastic time series based on Huber support vector regression.

Chang Kyeom Kim, Min Hyeok Yoon, Sangyeol Lee

|Jun 26, 2023
Monitoring parameter change for bivariate time series models of counts.

Sangyeol Lee, Dongwon Kim

|Apr 30, 2021
Change Point Test for the Conditional Mean of Time Series of Counts Based on Support Vector Regression.

Sangyeol Lee, Sangjo Lee

|Apr 03, 2021
Robust Estimation for Bivariate Poisson INGARCH Models.

Byungsoo Kim, Sangyeol Lee, Dongwon Kim

|Dec 08, 2020
Monitoring Volatility Change for Time Series Based on Support Vector Regression.

Sangyeol Lee, Chang Kyeom Kim, Dongwuk Kim

|Dec 08, 2020
Monitoring Parameter Change for Time Series Models of Counts Based on Minimum Density Power Divergence Estimator.

Sangyeol Lee, Dongwon Kim

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Frequent Collaborators

1 joint publications

Sangjo Lee