Haejune Oh - researchr alias

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Viewing Publication 1 - 3 from 3

2018

On score vector- and residual-based CUSUM tests in ARMA-GARCH modelsHaejune Oh, Sangyeol Lee. sma, 27(3):385-406, 2018. [doi]

On Parameter Change Test for ARMA Models with Martingale Difference ErrorsHaejune Oh, Sangyeol Lee. In Vladik Kreinovich, Songsak Sriboonchitta, Nopasit Chakpitak, editors, Predictive Econometrics and Big Data. Volume 753 of Studies in Computational Intelligence, pages 246-254, Springer, 2018. [doi]

2015

Entropy test and residual empirical process for autoregressive conditional duration modelsSangyeol Lee, Haejune Oh. csda, 86:1-12, 2015. [doi]

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