Browsing by Author 신동완

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Showing results 71 to 100 of 159

Issue DateTitleAuthor(s)Type
2000Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments소병수; 신동완Article
2010Geometric ergodicity and moment conditions for a seasonal GARCH delwithperiodiccoefficients이외숙; 신동완Article
2008Geometric ergodicity and β-mixing property for a multivariate CARR model이외숙; 신동완Article
2006Identifying differentially expressed genes in meta-analysis via Bayesian model-based clustering오만숙; 신동완; 강승호Article
2013Imputation methods for quantile estimation under missing at random신동완Article
2014Infinite-order, long-memory heterogeneous autoregressive models신동완Article
2016Kernel estimators of mode under Psi-weak dependence신동완Article
2014Korean, Japanese, and Chinese populations featured similar genes encoding drug-metabolizing enzymes and transporters: A DMET Plus microarray assessment신동완Article
2015Long-memories and mean breaks in realized volatilities신동완Article
2004M-estimation for regressions with integrated regressors and ARMA errors이외숙; 신동완Article
2016Maximal inequalities and an application under a weak dependence신동완Article
1997Maximum Likelihood Estimation For Arma Models in the Presence of Arma Errors신동완Article
2009ML estimation and an efficiency study for mean estimators in spatially correlated repeated arrays신동완Article
2014Modeling and forecasting realized volatilities of korean financial assets featuring long memory and asymmetry신동완Article
2013Modelling and forecasting realized volatilities of the log returns of Korean asset prices featuring long memory and asymmetry박소영Master's Thesis
2019Moving block bootstrapping for a CUSUM test for correlation change신동완Article
2020New models for Forecasting Realized Volatilities featuring Long memory, Asymmetry, and Outliers신지원Doctoral Thesis
1999New tests for unit roots in autoregressive processes with possibly infinite variance errors소병수; 신동완Article
2004Normal tests for unit roots based on instrumental variable estimators소병수; 신동완Article
2012On cumulative residual Kullback-Leibler information신동완Article
2004On geometric ergodicity of an AR-ARCH type process with Markov switching이외숙; 신동완Article
2000On geometric ergodicity of the MTAR process이외숙; 신동완Article
2005On stationarity and β-mixing property of certain nonlinear GARCH(p,q) models이외숙; 신동완Article
2012On the choice of nonparametric entropy estimator in entropy-based goodness-of-fit test statistics신동완Article
2009Optimal tests against the alternative hypothesis of panel unit roots신동완Article
2019Quantile forecasts for financial volatilities based on parametric and asymmetric models신동완Article
2012Random central limit theorems for linear processes with weakly dependent innovations신동완; 황은주Article
2002Recursive mean adjustment and tests for nonstationarities소병수; 신동완Article
2004Recursive mean adjustment for panel unit root tests오만숙; 신동완Article
1999Recursive mean adjustment in time-series inferences소병수; 신동완Article