Chang Kyeom Kim

According to our database, Chang Kyeom Kim authored at least 6 papers between 2020 and 2025.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2025

Robust monitoring conditional volatility change for time series based on support vector regression.

Min Hyeok Yoon, Chang Kyeom Kim, Sangyeol Lee

Commun. Stat. Simul. Comput., June, 2025

Kernel-based composite control chart for nonlinear conditionally heteroscedastic time series.

Chang Kyeom Kim, Sangyeol Lee

Knowl. Based Syst., 2025

2023

Conditional quantile change test for time series based on support vector regression.

Chang Kyeom Kim, Sangyeol Lee

Commun. Stat. Simul. Comput., November, 2023

2022

One-class classification-based monitoring for the mean and variance of time series.

Sangyeol Lee, Sangjo Lee, Chang Kyeom Kim

Qual. Reliab. Eng. Int., 2022

2020

Hybrid CUSUM Change Point Test for Time Series with Time-Varying Volatilities Based on Support Vector Regression.

Sangyeol Lee, Chang Kyeom Kim, Sangjo Lee

Entropy, 2020

Monitoring Volatility Change for Time Series Based on Support Vector Regression.

Sangyeol Lee, Chang Kyeom Kim, Dongwuk Kim

Entropy, 2020