Sangyeol Lee

Sangyeol Lee

Seoul National University

Professor

Department of Statistics

Research Area

  • #Mathematics
  • #Statistics
  • #Econometrics
  • #Applied mathematics
  • #Autoregressive model
  • #Autoregressive conditional heteroskedasticity
  • #Heteroscedasticity
  • #CUSUM
  • #Poisson distribution
  • #Goodness of fit

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Related papers to
‘ Mathematics ‘ : 53

  • Parameter Change Test for Poisson Autoregressive Models

    2014/12

    0.9 Impact Factor

    58 citations

    Jiwon Kang, Sangyeol Lee

    DOI : 10.1111/SJOS.12088

    • #Mathematics
    • #Statistics
    • #Estimator
    • #Residual
    • #Autoregressive model
    • #Poisson distribution
    • #Brownian motion
    • #CUSUM
    • #Cusum test
    • #Null distribution

All papers authored by
‘ Sangyeol Lee ’ : 55

  • Parameter Change Test for Poisson Autoregressive Models

    2014/12
    SCANDINAVIAN JOURNAL OF STATISTICS

    0.9 Impact Factor

    58 citations

    Jiwon Kang, Sangyeol Lee

    DOI : 10.1111/SJOS.12088

    • #Mathematics
    • #Statistics
    • #Estimator
    • #Residual
    • #Autoregressive model
    • #Poisson distribution
    • #Brownian motion
    • #CUSUM
    • #Cusum test
    • #Null distribution

Related papers to
‘ Mathematics ‘ : 53

  • Parameter Change Test for Poisson Autoregressive Models

    2014/12
    SCANDINAVIAN JOURNAL OF STATISTICS

    0.9 Impact Factor

    58 citations

    Jiwon Kang, Sangyeol Lee

    DOI : 10.1111/SJOS.12088

    • #Mathematics
    • #Statistics
    • #Estimator
    • #Residual
    • #Autoregressive model
    • #Poisson distribution
    • #Brownian motion
    • #CUSUM
    • #Cusum test
    • #Null distribution
  • Generalized Poisson autoregressive models for time series of counts

    2016/07
    COMPUTATIONAL STATISTICS & DATA ANALYSIS

    1.7 Impact Factor

    30 citations

    Cathy W.S. Chen, Sangyeol Lee

    DOI : 10.1016/J.CSDA.2016.01.009

    • #Mathematics
    • #Applied mathematics
    • #Econometrics
    • #Autoregressive model
    • #Poisson distribution
    • #Autoregressive integrated moving average
    • #Markov chain Monte Carlo
    • #Poisson regression
    • #STAR model
    • #Nonlinear autoregressive exogenous model
    • #SETAR

Get access to
Contact information

Log in

All papers authored by
‘ Sangyeol Lee ’ : 55

  • Parameter Change Test for Poisson Autoregressive Models

    2014/12
    SCANDINAVIAN JOURNAL OF STATISTICS

    0.9 Impact Factor

    58 citations

    Jiwon Kang, Sangyeol Lee

    DOI : 10.1111/SJOS.12088

    • #Mathematics
    • #Statistics
    • #Estimator
    • #Residual
    • #Autoregressive model
    • #Poisson distribution
    • #Brownian motion
    • #CUSUM
    • #Cusum test
    • #Null distribution
  • Generalized Poisson autoregressive models for time series of counts

    2016/07
    COMPUTATIONAL STATISTICS & DATA ANALYSIS

    1.7 Impact Factor

    30 citations

    Cathy W.S. Chen, Sangyeol Lee

    DOI : 10.1016/J.CSDA.2016.01.009

    • #Mathematics
    • #Applied mathematics
    • #Econometrics
    • #Autoregressive model
    • #Poisson distribution
    • #Autoregressive integrated moving average
    • #Markov chain Monte Carlo
    • #Poisson regression
    • #STAR model
    • #Nonlinear autoregressive exogenous model
    • #SETAR

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