Sangyeol Lee

Statistics and Probability · 2000–2018

A researcher in the Science corpus: 12 papers; trusts 37 researchers and is trusted by 21 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 55 citations into it; #2,305 of 12,932 by trust here, #3,102 by citations
• Finance — 48 citations into it; #4,834 of 10,518 by trust here, #5,165 by citations
• Artificial Intelligence — 21 citations into it; #26,757 of 35,345 by trust here, #33,294 by citations
• Economics and Econometrics — 18 citations into it; #10,458 of 23,481 by trust here, #12,781 by citations
• Management Science and Operations Research — 5 citations into it

Whom Sangyeol Lee trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Christian H. Weiβ
2. Konstantinos Fokianos
3. Jiwon Kang
4. Tim Bollerslev
5. Robert F. Engle
6. Daniel B. Nelson
7. Fukang Zhu
8. James W. Taylor
9. Eric R. Ziegel
10. Richard A. Davis

Who trusts Sangyeol Lee overall

1. Jiwon Kang
2. Lajos Horv'ath
3. Ai Deng
4. Bradley T. Ewing
5. Efstathios Paparoditis
6. Wenceslao González-Manteiga
7. István Berkes
8. Philip Preuss
9. Youngmi Lee
10. Pierre Perron

Papers from Sangyeol Lee's perspective

Ordered by how strongly the researchers Sangyeol Lee trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Integer‐Valued GARCH Process
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. Absolute regularity and ergodicity of Poisson count processes
5. Interventions in INGARCH processes
6. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
7. Thinning operations for modeling time series of counts—a survey
8. Estimation and testing for a Poisson autoregressive model
9. Martingale Limit Theory and Its Application
10. Parameter change test for random coefficient integer‐valued autoregressive processes with application to polio data analysis

Their papers

• On the Cusum test for parameter changes in garch(1,1) Models (2000) — 95 citations
• The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes (2001) — 130 citations
• The Cusum Test for Parameter Change in Time Series Models (2003) — 237 citations
• Parameter change test for zero-inflated generalized Poisson autoregressive models (2016) — 50 citations
• Parameter change test for random coefficient integer‐valued autoregressive processes with application to polio data analysis (2009) — 61 citations
• Parameter Change Test for Poisson Autoregressive Models (2014) — 80 citations
• The Cusum Test for Parameter Change in Regression Models with ARCH Errors (2004) — 88 citations
• CUSUM test for general nonlinear integer-valued GARCH models: comparison study (2018) — 48 citations
• Bayesian causality test for integer‐valued time series models with applications to climate and crime data (2017) — 67 citations
• Quantile Regression Estimator for GARCH Models (2013) — 47 citations
• A model selection criterion based on the BHHJ measure of divergence (2009) — 51 citations
• On the Bickel–Rosenblatt test for first-order autoregressive models (2002) — 52 citations