Changryong Baek

Publication Activity (10 Years)

Years Active: 2009-2021
Publications (10 Years): 5

Top Topics

High Dimensional

Top Venues

Comput. Stat. Data Anal.

Publications

Changryong Baek, Katheleen M. Gates, Benjamin Leinwand, Vladas Pipiras
Two sample tests for high-dimensional autocovariances. Comput. Stat. Data Anal. 153 (2021)
Taewook Lee, Changryong Baek
Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification. Comput. Stat. Data Anal. 150 (2020)
Junmo Song, Changryong Baek
Detecting structural breaks in realized volatility. Comput. Stat. Data Anal. 134 (2019)
Keunbaik Lee, Changryong Baek, Michael J. Daniels
ARMA Cholesky factor models for the covariance matrix of linear models. Comput. Stat. Data Anal. 115 (2017)
Changryong Baek, Richard A. Davis, Vladas Pipiras
Sparse seasonal and periodic vector autoregressive modeling. Comput. Stat. Data Anal. 106 (2017)
Woo-Cheol Kim, Changryong Baek, Dongwon Lee
Measuring the Optimality of Hadoop Optimization. CoRR (2013)
Changryong Baek, Vladas Pipiras
Long Range Dependence, Unbalanced Haar Wavelet Transformation and Changes in Local Mean Level. Int. J. Wavelets Multiresolution Inf. Process. 7 (1) (2009)