Journal papers 354 Collection home page

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Issue DateTitleAuthor(s)Type
2018Feature selection for continuous aggregate response and its application to auto insurance data송종우Article
2018On stochastic comparisons for population age and remaining lifetime차지환Article
2018Stochastic ordering for populations of manufactured items차지환Article
2018Bivariate preventive maintenance of systems with lifetimes dependent on a random shock process차지환Article
2018Partial least squares fusing unsupervised learning유재근Article
2018Response dimension reduction: model-based approach유재근Article
2018On information-based residual lifetime in survival models with delayed failures차지환Article
2018Univariate and multivariate stochastic comparisons and ageing properties of the generalized Pólya process차지환Article
2018Accounting for uncertainty in source-specific exposures in the evaluation of health effects of pollution sources on daily cause-specific mortality오만숙Article
2018On preventive maintenance under different assumptions on the failure/repair processes차지환Article
2018Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity신동완Article
2018Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities?신동완; 유재근Article
2018Stationarity and functional central limit theorem for ARCH(∞) models이외숙Article
2017Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models신동완; 황은주Article in Press
2017Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility신동완Article in Press
2017Bivariate preventive maintenance for repairable systems subject to random shocks차지환Article
2017Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework송종우Article
2017Fused sliced average variance estimation유재근Article
2017A new general class of discrete bivariate distributions constructed by using the likelihood ratio차지환Article in Press
2017Multivariate reliability modelling based on dependent dynamic shock models차지환Article