Sangyeol Lee

According to our database, Sangyeol Lee authored at least 44 papers between 2006 and 2023.

Collaborative distances:

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

2023

Monitoring photochemical pollutants based on symbolic interval-valued data analysis.

Liang-Ching Lin, Meihui Guo, Sangyeol Lee

Adv. Data Anal. Classif., December, 2023

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

Chang Kyeom Kim, Sangyeol Lee

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

Exponential family QMLE-based CUSUM test for integer-valued time series.

Sangyeol Lee, Sangjo Lee

Commun. Stat. Simul. Comput., May, 2023

Modeling and inference for multivariate time series of counts based on the INGARCH scheme.

Sangyeol Lee, Dongwon Kim, Byungsoo Kim

Comput. Stat. Data Anal., 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

Monitoring procedures for strict stationarity based on the multivariate characteristic function.

Sangyeol Lee, Simos G. Meintanis, Charl Pretorius

J. Multivar. Anal., 2022

2021

Change Point Test for the Conditional Mean of Time Series of Counts Based on Support Vector Regression.

Sangyeol Lee, Sangjo Lee

Entropy, 2021

Robust Estimation for Bivariate Poisson INGARCH Models.

Byungsoo Kim, Sangyeol Lee, Dongwon Kim

Entropy, 2021

Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts.

Cathy W. S. Chen, Sangyeol Lee, Khemmanant Khamthong

Comput. Stat., 2021

On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart.

Hanwool Kim, Sangyeol Lee

Commun. Stat. Simul. Comput., 2021

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

Monitoring Parameter Change for Time Series Models of Counts Based on Minimum Density Power Divergence Estimator.

Sangyeol Lee, Dongwon Kim

Entropy, 2020

Robust Change Point Test for General Integer-Valued Time Series Models Based on Density Power Divergence.

Byungsoo Kim, Sangyeol Lee

Entropy, 2020

Hybrid change point detection for time series via support vector regression and CUSUM method.

Sangyeol Lee, Sangjo Lee, Miteum Moon

Appl. Soft Comput., 2020

2019

Cumulative Residual Entropy-Based Goodness of Fit Test for Location-Scale Time Series Model.

Sangyeol Lee

Proceedings of the Structural Changes and their Econometric Modeling, 2019

Improved CUSUM monitoring of Markov counting process with frequent zeros.

Hanwool Kim, Sangyeol Lee

Qual. Reliab. Eng. Int., 2019

On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data.

Youngmi Lee, Sangyeol Lee

Commun. Stat. Simul. Comput., 2019

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

2017

Quantile Forecasting of PM10 Data in Korea Based on Time Series Models.

Yingshi Xu, Sangyeol Lee

Proceedings of the Robustness in Econometrics, 2017

Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression.

Cathy W. S. Chen, Khemmanant Khamthong, Sangyeol Lee

Proceedings of the Robustness in Econometrics, 2017

On Entropy Test for Conditionally Heteroscedastic Location-Scale Time Series Models.

Sangyeol Lee, Minjo Kim

Entropy, 2017

2016

Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach.

Cathy W. S. Chen, Sangyeol Lee, Shu-Yu Chen

Comput. Stat., 2016

Nonlinear expectile regression with application to Value-at-Risk and expected shortfall estimation.

Minjo Kim, Sangyeol Lee

Comput. Stat. Data Anal., 2016

Generalized Poisson autoregressive models for time series of counts.

Cathy W. S. Chen, Sangyeol Lee

Comput. Stat. Data Anal., 2016

Adaptive Forward-Reverse Filter using Interpolation Methods for Artifact Suppression in Retinal Prostheses.

Myounghwan Choi, Jeong-Yeol Ahn, Dae-Jin Park, Yujin Jeong, Sangyeol Lee, Sanghyub Lee, Dong-Il Cho, Yong-Sook Goo, Kyo-In Koo

Proceedings of the 6th International Joint Conference on Pervasive and Embedded Computing and Communication Systems (PECCS 2016), 2016

2015

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

Sangyeol Lee, Haejune Oh

Comput. Stat. Data Anal., 2015

2014

Minimum density power divergence estimator for covariance matrix based on skew $$t$$ t distribution.

Byungsoo Kim, Sangyeol Lee

Stat. Methods Appl., 2014

Goodness of fit test for discrete random variables.

Sangyeol Lee

Comput. Stat. Data Anal., 2014

Minimum density power divergence estimator for Poisson autoregressive models.

Jiwon Kang, Sangyeol Lee

Comput. Stat. Data Anal., 2014

Residual Based Cusum Test for Parameter Change in AR-GARCH Models.

Sangyeol Lee, Jiyeon Lee

Proceedings of the Modeling Dependence in Econometrics, 2014

2013

Goodness-of-fit test for stochastic volatility models.

Liang-Ching Lin, Sangyeol Lee, Meihui Guo

J. Multivar. Anal., 2013

A maximum entropy type test of fit: Composite hypothesis case.

Sangyeol Lee

Comput. Stat. Data Anal., 2013

Robust estimation for the covariance matrix of multivariate time series based on normal mixtures.

Byungsoo Kim, Sangyeol Lee

Comput. Stat. Data Anal., 2013

2011

Monitoring parameter change in time series models.

Okyoung Na, Youngmi Lee, Sangyeol Lee

Stat. Methods Appl., 2011

A maximum entropy type test of fit.

Sangyeol Lee, Ilia Vonta, Alex Karagrigoriou

Comput. Stat. Data Anal., 2011

2010

Objective and expert-independent validation of retinal image registration algorithms by a projective imaging distortion model.

Sangyeol Lee, Joseph M. Reinhardt, Philippe C. Cattin, Michael D. Abràmoff

Medical Image Anal., 2010

Trimmed portmanteau test for linear processes with infinite variance.

Sangyeol Lee, Chi Tim Ng

J. Multivar. Anal., 2010

Retinal atlas statistics from color fundus images.

Sangyeol Lee, Michael D. Abràmoff, Joseph M. Reinhardt

Proceedings of the Medical Imaging 2010: Image Processing, 2010

2008

Jump diffusion model with application to the Japanese stock market.

Koichi Maekawa, Sangyeol Lee, Takayuki Morimoto, Ken-ichi Kawai

Math. Comput. Simul., 2008

Retinal image mosaicing using the radial distortion correction model.

Sangyeol Lee, Michael D. Abràmoff, Joseph M. Reinhardt

Proceedings of the Medical Imaging 2008: Image Processing, 2008

2007

Feature-based pairwise retinal image registration by radial distortion correction.

Sangyeol Lee, Michael D. Abràmoff, Joseph M. Reinhardt

Proceedings of the Medical Imaging 2007: Image Processing, 2007

2006

Sequential Confidence Interval Estimation for System Availability.

Ji Hwan Cha, Sangyeol Lee, Jongwoo Jeon

Qual. Reliab. Eng. Int., 2006