Entropy test and residual empirical process for autoregressive conditional duration models. - Sangyeol Lee; Haejune Oh (Comput. Stat. Data Anal., 2015)

On score vector- and residual-based CUSUM tests in ARMA-GARCH models. - Haejune Oh; Sangyeol Lee (Stat. Methods Appl., 2018)

On Parameter Change Test for ARMA Models with Martingale Difference Errors. - Haejune Oh; Sangyeol Lee (Predictive Econometrics and Big Data, 2018)