Robust test for structural instability in dynamic factor models
Kim, Byungsoo, Song, Junmo, Baek, Changryong
Published in Annals of the Institute of Statistical Mathematics (01.08.2021)
Published in Annals of the Institute of Statistical Mathematics (01.08.2021)
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Journal Article
Sparse vector heterogeneous autoregressive model with nonconvex penalties
Shin, Andrew Jaeho, Park, Minsu, Baek, Changryong
Published in Communications for statistical applications and methods (31.01.2022)
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Published in Communications for statistical applications and methods (31.01.2022)
Journal Article
KNOCKOFF를 이용한 성근 VHAR 모형의 FDR 제어
박민수, Minsu Parka, 이재원, Jaewon Leea, 백창룡, Changryong Baek
Published in Ŭngyong tʻonggye yŏnʼgu (2022)
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Published in Ŭngyong tʻonggye yŏnʼgu (2022)
Journal Article
다변량 장기 종속 시계열에서의 이상점 탐지
김경희, Kyunghee Kim, 유승연, Seungyeon Yu, 백창룡, Changryong Baek
Published in Ŭngyong tʻonggye yŏnʼgu (2022)
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Published in Ŭngyong tʻonggye yŏnʼgu (2022)
Journal Article
암호화폐 수익률 예측력 향상을 위한 요인 강화
염예빈, Yebin Yeom, 한유진, Yoojin Han, 이재현, Jaehyun Lee, 박세령, Seryeong Park, 이정우, Jungwoo Lee, 백창룡, Changryong Baek
Published in Ŭngyong tʻonggye yŏnʼgu (2022)
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Published in Ŭngyong tʻonggye yŏnʼgu (2022)
Journal Article
Estimation of long memory parameter in nonparametric regression
Cho, Yeoyoung, Baek, Changryong
Published in Communications for statistical applications and methods (30.11.2019)
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Published in Communications for statistical applications and methods (30.11.2019)
Journal Article
Neural network heterogeneous autoregressive models for realized volatility
Kim, Jaiyool, Baek, Changryong
Published in Communications for statistical applications and methods (30.11.2018)
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Published in Communications for statistical applications and methods (30.11.2018)
Journal Article