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Showing results 1 to 60 of 60

Issue Date	Title / Author(s) / Citation	File
1999	Simulation on the best model identification procedure among general information criteria 송지현	link
1999	Nonparametric goodness of fit test in AR(1) models 오영숙	link
1999	Review of ARCH model : variations and extensions 정영은	link
1999	第3者物流(Third-party logistics)의 理論的考察과 韓國에 있어서의 發展方案에 대한 硏究 이상열	link
2000	A review on causality analysis in stochastic processes 박우태	link
2000	Review of locally stationary process 강수정	link
2001	The Nonparametric test for goodness of fit and change point analysis in time series 나성룡	link
2001	The first passage time and nonlinear renewal theory 나옥경	link
2001	시간의존적인 계수를 갖는 Cox 회귀모형의 재검토 고방원	link
2002	Cusum of squares test for scale change in time series models 박시연	link
2002	Test for parameter constancy in time series models 하정철	link
2003	A study on generalized linear model with time series data 최윤하	link
2003	Test for independence and causality in time series models 김은희	link
2004	Lujng-box test for unit root ar-arch model 전영숙	link
2004	Tail Index에 대한 변화점 검정 한찬형	link
2005	단위근을 갖는 AR-ARCH 모형에서의 변화점 검정 남혜정	link
2005	Mosum test in time series 이선주	link
2005	GARCH 모형을 이용한 시계열 자료의 분석 이지연	link
2005	(The)Diagnostic test in unstable autoregressive models 김영진	link
2005	Simulation study on residual empirical process for diffusion processes 김형남	link
2006	Test for structural change in time series 나옥경	link
2006	Bickel and Rosenblatt test for GARCH models 정희웅	link
2006	부가가치 구성요소의 하방경직적 행태에 관한 연구 - 외환위기 전ㆍ후 기관의 비교를 중심으로 안태식; 양대천; 이상열; 표세원 관리회계연구 6(1): 27-45	view file
2007	Inference for hidden Markov and mixture models 이태욱	link
2008	Channel estimation techniques for wireless OFDM systems 홍정훈	link
2008	Analysis of the Korea business cycle by the Markov Switching model 선지유	link
2008	Output convergence in Asian 6 economies with time series approach 정승원	link
2008	Statistical inference for discrete and continuous time stochastic processes : robust estimation and change point analysis 송준모	link
2008	M&A가 원가절감 및 구조변화에 미치는 영향 김진배; 양대천; 이상열; 안태식 관리회계연구 8: 67-90	view file
2008	Correlation analysis of stock indices based on cointegration method 원용아	link
2009	KOSPI200 call option data analysis using duan GARCH model 서양주	link
2009	Robust estimation and change point test for tail index 김무섭	link
2009	Effectiveness and tolerability of long-acting risperidone: A 9-month open-label extension of a 12-week switching study from oral antipsychotics Kim, Chang Yoon; Chung, Seockhoon; Hahm, Bong-Jin; Hong, Kyung Sue; Kim, Young-Hoon; Lee, Sang-Yeol; Chung, In-Won; Kim, Chan-Hyung; Lee, Yanghyun; Bahk, Won-Myong; Yoon, Jin-Sang INTERNATIONAL JOURNAL OF PSYCHIATRY IN CLINICAL PRACTICE; Vol.13(3); 192-198	DOI
2010	Quantile Regression Estimator for GARCH Models 노중식	link
2010	(A) Review on CreditRisk+ 윤남희	link
2011-08	(A) review on the application of Markowitz's Portfolio optimization by utilizing large dimensional random matrix theory 김민조	link
2011-08	(A) review of the spectral analysis of large dimensional random matrices 오해준	link
2013-02	Modeling of Combustion and Emission Characteristics in a Dual-fuel Engine by Combining Diffusion and Premixed Combustion 이상열	view file
2013-02	A Goodness of Fit Test for Threshold GARCH Models 맹함	view file
2014-02	Parameter Change Test and Robust Estimation in Integer-Valued Time Series Models 강지원	view file
2014-02	Constancy and Goodness of Fit Test for Time Series Models 이지연	view file
2014-02	A Review on Bayesian Financial Time Series Analysis 이희석	view file
2015-02	A Review of Sequential Changepoint Detection in Quality Control and Dynamical Systems 석은실	view file
2016-02	Goodness of Fit and Change Point Test for ACD Models and Explosive Period Detection of Financial Time Series 오해준	view file
2016-02	Efficient estimation of influenza epidemics based on seasonal ARIMA models 정지훈	view file
2016-08	Inferences for Heteroscedastic Location-Scale Time Series Models with Application to VaR and ES Estimation Minjo Kim	view file
2016-08	VaR forecasting for PM10 data using time series models 허영실	view file
2017-02	Monitoring Methods for Time Series & Panel Data Models with Application to Statistical Process Control 허재원	view file
2017-02	Comparison Study of Neural Network Methods for Electricity Forecasting 김정애	view file
2017-08	Parameter Change Test for Time Series of Counts 이영미	view file
2018-08	Statistical Process Control in Count Time Series Models 김한울	view file
2019-02	A Review Study on Asymptotic Normality and Parameter Change Test for Zero-inflated General Integer-valued GARCH Models 석성우	view file
2019-02	서포트 벡터 머신을 활용한 변화점 탐지 문믿음	view file
2019-08	Nonlinear ARMA-GARCH Forecasting for S&P500 Index based on Recurrent Neural Networks 정용진	view file link
2021-02	High-dimension stock price modeling and Evaluation of the model-based portfolio optimization in the Korea stock market 김동욱	view file link
2022	위상적데이터분석방법을 활용한 시계열데이터분석 송원석	view file link
2022	A comparison study of various SVR-GARCH models with applications to monitoring conditional volatility of stock markets 윤민혁	view file link
2023	Detecting Structural Change Point in Autoregressive Time Series via Transformer 조항범	view file link
2023	A survey on model based time series classification and clustering 김세호	view file link
2023	Monitoring conditional volatility change of GARCH time series based on Neural Network 엄규원	view file link