Sequential Confidence Interval Estimation for System Availability. - Ji Hwan Cha; Sangyeol Lee; Jongwoo Jeon (Qual. Reliab. Eng. Int., 2006)

Feature-based pairwise retinal image registration by radial distortion correction. - Sangyeol Lee; Michael D. Abràmoff; Joseph M. Reinhardt (Image Processing, 2007)

Retinal image mosaicing using the radial distortion correction model. - Sangyeol Lee; Michael D. Abràmoff; Joseph M. Reinhardt (Image Processing, 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 atlas statistics from color fundus images. - Sangyeol Lee; Michael D. Abràmoff; Joseph M. Reinhardt (Image Processing, 2010)

Trimmed portmanteau test for linear processes with infinite variance. - Sangyeol Lee; Chi Tim Ng (J. Multivar. Anal., 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)

A maximum entropy type test of fit. - Sangyeol Lee; Ilia Vonta; Alex Karagrigoriou (Comput. Stat. Data Anal., 2011)

Monitoring parameter change in time series models. - Okyoung Na; Youngmi Lee; Sangyeol Lee (Stat. Methods Appl., 2011)

Robust estimation for the covariance matrix of multivariate time series based on normal mixtures. - Byungsoo Kim 003; Sangyeol Lee (Comput. Stat. Data Anal., 2013)

A maximum entropy type test of fit: Composite hypothesis case. - Sangyeol Lee (Comput. Stat. Data Anal., 2013)

Goodness-of-fit test for stochastic volatility models. - Liang-Ching Lin; Sangyeol Lee; Meihui Guo (J. Multivar. Anal., 2013)

Residual Based Cusum Test for Parameter Change in AR-GARCH Models. - Sangyeol Lee; Jiyeon Lee (TES, 2014)

Minimum density power divergence estimator for Poisson autoregressive models. - Jiwon Kang; Sangyeol Lee (Comput. Stat. Data Anal., 2014)

Goodness of fit test for discrete random variables. - Sangyeol Lee (Comput. Stat. Data Anal., 2014)

Minimum density power divergence estimator for covariance matrix based on skew $$t$$ t distribution. - Byungsoo Kim 003; Sangyeol Lee (Stat. Methods Appl., 2014)

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

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 (PECCS, 2016)

Generalized Poisson autoregressive models for time series of counts. - Cathy W. S. Chen; Sangyeol Lee (Comput. Stat. Data Anal., 2016)

Nonlinear expectile regression with application to Value-at-Risk and expected shortfall estimation. - Minjo Kim; Sangyeol Lee (Comput. Stat. Data Anal., 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)

On Entropy Test for Conditionally Heteroscedastic Location-Scale Time Series Models. - Sangyeol Lee; Minjo Kim (Entropy, 2017)

Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression. - Cathy W. S. Chen; Khemmanant Khamthong; Sangyeol Lee (Robustness in Econometrics, 2017)

Quantile Forecasting of PM10 Data in Korea Based on Time Series Models. - Yingshi Xu; Sangyeol Lee (Robustness in Econometrics, 2017)

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)

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)

Improved CUSUM monitoring of Markov counting process with frequent zeros. - Hanwool Kim; Sangyeol Lee (Qual. Reliab. Eng. Int., 2019)

Cumulative Residual Entropy-Based Goodness of Fit Test for Location-Scale Time Series Model. - Sangyeol Lee (Structural Changes and their Econometric Modeling, 2019)

Hybrid change point detection for time series via support vector regression and CUSUM method. - Sangyeol Lee; Sangjo Lee; Miteum Moon (Appl. Soft Comput., 2020)

Robust Change Point Test for General Integer-Valued Time Series Models Based on Density Power Divergence. - Byungsoo Kim 003; Sangyeol Lee (Entropy, 2020)

Monitoring Parameter Change for Time Series Models of Counts Based on Minimum Density Power Divergence Estimator. - Sangyeol Lee; Dongwon Kim (Entropy, 2020)

Monitoring Volatility Change for Time Series Based on Support Vector Regression. - Sangyeol Lee; Chang Kyeom Kim; Dongwuk Kim (Entropy, 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)

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)

Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts. - Cathy W. S. Chen; Sangyeol Lee; Khemmanant Khamthong (Comput. Stat., 2021)

Robust Estimation for Bivariate Poisson INGARCH Models. - Byungsoo Kim 003; Sangyeol Lee; Dongwon Kim (Entropy, 2021)

Change Point Test for the Conditional Mean of Time Series of Counts Based on Support Vector Regression. - Sangyeol Lee; Sangjo Lee (Entropy, 2021)

Monitoring procedures for strict stationarity based on the multivariate characteristic function. - Sangyeol Lee; Simos G. Meintanis; Charl Pretorius (J. Multivar. Anal., 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)

Modeling and inference for multivariate time series of counts based on the INGARCH scheme. - Sangyeol Lee; Dongwon Kim; Byungsoo Kim 003 (Comput. Stat. Data Anal., 2023)

Exponential family QMLE-based CUSUM test for integer-valued time series. - Sangyeol Lee; Sangjo Lee (Commun. Stat. Simul. Comput., 2023)

Conditional quantile change test for time series based on support vector regression. - Chang Kyeom Kim; Sangyeol Lee (Commun. Stat. Simul. Comput., 2023)

Monitoring photochemical pollutants based on symbolic interval-valued data analysis. - Liang-Ching Lin; Meihui Guo; Sangyeol Lee (Adv. Data Anal. Classif., 2023)

Kernel-based composite control chart for nonlinear conditionally heteroscedastic time series. - Chang Kyeom Kim; Sangyeol Lee (Knowl. Based Syst., 2025)

Maximum likelihood estimation of elliptical tail. - Moosup Kim; Sangyeol Lee (J. Multivar. Anal., 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., 2025)