Robust estimation for the covariance matrix of multivariate time series based on normal mixtures. - Byungsoo Kim 003; Sangyeol Lee (Comput. Stat. Data Anal., 2013)

Minimum density power divergence estimator for covariance matrix based on skew $$t$$ t distribution. - Byungsoo Kim 003; Sangyeol Lee (Stat. Methods Appl., 2014)

Monitoring Test for Stability of Dependence Structure in Multivariate Data Based on Copula. - Jiyeon Lee; Byungsoo Kim 003 (Entropy, 2016)

Robust Change Point Test for General Integer-Valued Time Series Models Based on Density Power Divergence. - Byungsoo Kim 003; Sangyeol Lee (Entropy, 2020)

Robust Estimation for Bivariate Poisson INGARCH Models. - Byungsoo Kim 003; Sangyeol Lee; Dongwon Kim (Entropy, 2021)

Modeling and inference for multivariate time series of counts based on the INGARCH scheme. - Sangyeol Lee; Dongwon Kim; Byungsoo Kim 003 (Comput. Stat. Data Anal., 2023)