Haejune Oh

According to our database, Haejune Oh authored at least 3 papers between 2015 and 2018.

Collaborative distances:

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

2018

On Parameter Change Test for ARMA Models with Martingale Difference Errors.

Haejune Oh, Sangyeol Lee

Proceedings of the Predictive Econometrics and Big Data, 2018

On score vector- and residual-based CUSUM tests in ARMA-GARCH models.

Haejune Oh, Sangyeol Lee

Stat. Methods Appl., 2018

2015

Entropy test and residual empirical process for autoregressive conditional duration models.

Sangyeol Lee, Haejune Oh

Comput. Stat. Data Anal., 2015