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Results 351-360 of 570 (Search time: 0.0 seconds).

Issue Date	Title	Author(s)	Type
2000	Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE	오만숙; 신동완	Article
2017	Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels	신동완	Article
1996	Testing for ordered group effects with repeated measurements	신동완	Article
2012	Random central limit theorems for linear processes with weakly dependent innovations	신동완; 황은주	Article
2012	Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies	신동완	Article
2007	A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes	이외숙; 신동완	Article
2004	M-estimation for regressions with integrated regressors and ARMA errors	이외숙; 신동완	Article
2004	Estimation of spectral density for seasonal time series models	신동완	Article
2002	Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reverisble jump Markov chain Monte Carlo approach	오만숙; 신동완	Article
2022	Parallel architecture of CNN-bidirectional LSTMs for implied volatility forecast	신동완	Article

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