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Results 11-20 of 216 (Search time: 0.0 seconds).
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Issue Date
Title
Author(s)
Type
2017
Prediction of the residual failure processes based on the process history
차지환
Article
2017
Multivariate reliability modelling based on dependent dynamic shock models
차지환
Article
2017
Modeling Discrete Bivariate Data with Applications to Failure and Count Data
차지환
Article
2017
Estimation of structural mean breaks for long-memory data sets
신동완
Article
2017
Stationary bootstrapping for realized covariations of high frequency financial data
신동완
Article
2017
Bootstrap forecast intervals for asymmetric volatilities via EGARCH model
신동완
Article
2017
Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels
신동완
Article
2017
Bayesian analysis of financial volatilities addressing long-memory, conditional heteroscedasticity and skewed error distribution
오만숙; 신동완
Article
2017
Stationary bootstrapping for structural break tests for a heterogeneous autoregressive model
신동완
Article
2017
A CUSUM test for panel mean change detection
신동완
Article
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류동열
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신동완
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Comonotonicity
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Generalized Polya process
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HAR model
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Markov chain Monte Carlo
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Sufficient dimension reduction
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Bayes factor
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Bayesian model selection
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Burn-in
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catastrophic failure
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