Changryong Baek

According to our database, Changryong Baek authored at least 7 papers between 2009 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Two sample tests for high-dimensional autocovariances.

Changryong Baek, Kathleen M. Gates, Benjamin Leinwand, Vladas Pipiras

Comput. Stat. Data Anal., 2021

2020

Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification.

Taewook Lee, Changryong Baek

Comput. Stat. Data Anal., 2020

2019

Detecting structural breaks in realized volatility.

Junmo Song, Changryong Baek

Comput. Stat. Data Anal., 2019

2017

ARMA Cholesky factor models for the covariance matrix of linear models.

Keunbaik Lee, Changryong Baek, Michael J. Daniels

Comput. Stat. Data Anal., 2017

Sparse seasonal and periodic vector autoregressive modeling.

Changryong Baek, Richard A. Davis, Vladas Pipiras

Comput. Stat. Data Anal., 2017

2013

Measuring the Optimality of Hadoop Optimization.

Woo-Cheol Kim, Changryong Baek, Dongwon Lee

CoRR, 2013

2009

Long Range Dependence, Unbalanced Haar Wavelet Transformation and Changes in Local Mean Level.

Changryong Baek, Vladas Pipiras

Int. J. Wavelets Multiresolution Inf. Process., 2009