Sangyeol Lee

Publication Activity (10 Years)

Years Active: 2006-2023
Publications (10 Years): 23

Top Topics

Interpolation Method

Top Venues

Comput. Stat. Data Anal.

Commun. Stat. Simul. Comput.

Stat. Methods Appl.

Publications

Liang-Ching Lin, Meihui Guo, Sangyeol Lee
Monitoring photochemical pollutants based on symbolic interval-valued data analysis. Adv. Data Anal. Classif. 17 (4) (2023)
Chang Kyeom Kim, Sangyeol Lee
Conditional quantile change test for time series based on support vector regression. Commun. Stat. Simul. Comput. 52 (11) (2023)
Sangyeol Lee, Dongwon Kim, Byungsoo Kim
Modeling and inference for multivariate time series of counts based on the INGARCH scheme. Comput. Stat. Data Anal. 177 (2023)
Sangyeol Lee, Sangjo Lee
Exponential family QMLE-based CUSUM test for integer-valued time series. Commun. Stat. Simul. Comput. 52 (5) (2023)
Sangyeol Lee, Simos G. Meintanis, Charl Pretorius
Monitoring procedures for strict stationarity based on the multivariate characteristic function. J. Multivar. Anal. 189 (2022)
Sangyeol Lee, Sangjo Lee, Chang Kyeom Kim
One-class classification-based monitoring for the mean and variance of time series. Qual. Reliab. Eng. Int. 38 (5) (2022)
Sangyeol Lee, Sangjo Lee
Change Point Test for the Conditional Mean of Time Series of Counts Based on Support Vector Regression. Entropy 23 (4) (2021)
Cathy W. S. Chen, Sangyeol Lee, Khemmanant Khamthong
Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts. Comput. Stat. 36 (1) (2021)
Byungsoo Kim, Sangyeol Lee, Dongwon Kim
Robust Estimation for Bivariate Poisson INGARCH Models. Entropy 23 (3) (2021)
Hanwool Kim, Sangyeol Lee
On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart. Commun. Stat. Simul. Comput. 50 (5) (2021)
Sangyeol Lee, Dongwon Kim
Monitoring Parameter Change for Time Series Models of Counts Based on Minimum Density Power Divergence Estimator. Entropy 22 (11) (2020)
Sangyeol Lee, Chang Kyeom Kim, Sangjo Lee
Hybrid CUSUM Change Point Test for Time Series with Time-Varying Volatilities Based on Support Vector Regression. Entropy 22 (5) (2020)
Sangyeol Lee, Sangjo Lee, Miteum Moon
Hybrid change point detection for time series via support vector regression and CUSUM method. Appl. Soft Comput. 89 (2020)
Byungsoo Kim, Sangyeol Lee
Robust Change Point Test for General Integer-Valued Time Series Models Based on Density Power Divergence. Entropy 22 (4) (2020)
Sangyeol Lee, Chang Kyeom Kim, Dongwuk Kim
Monitoring Volatility Change for Time Series Based on Support Vector Regression. Entropy 22 (11) (2020)
Hanwool Kim, Sangyeol Lee
Improved CUSUM monitoring of Markov counting process with frequent zeros. Qual. Reliab. Eng. Int. 35 (7) (2019)
Youngmi Lee, Sangyeol Lee
On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data. Commun. Stat. Simul. Comput. 48 (6) (2019)
Haejune Oh, Sangyeol Lee
On score vector- and residual-based CUSUM tests in ARMA-GARCH models. Stat. Methods Appl. 27 (3) (2018)
Sangyeol Lee, Minjo Kim
On Entropy Test for Conditionally Heteroscedastic Location-Scale Time Series Models. Entropy 19 (8) (2017)
Myounghwan Choi, Jeong-Yeol Ahn, Dae-Jin Park, Yujin Jeong, Sangyeol Lee, Sanghyub Lee, Dong-Il Cho, Yong-Sook Goo, Kyo-In Koo
Adaptive Forward-Reverse Filter using Interpolation Methods for Artifact Suppression in Retinal Prostheses. PECCS (2016)
Cathy W. S. Chen, Sangyeol Lee
Generalized Poisson autoregressive models for time series of counts. Comput. Stat. Data Anal. 99 (2016)
Cathy W. S. Chen, Sangyeol Lee, Shu-Yu Chen
Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach. Comput. Stat. 31 (1) (2016)
Minjo Kim, Sangyeol Lee
Nonlinear expectile regression with application to Value-at-Risk and expected shortfall estimation. Comput. Stat. Data Anal. 94 (2016)
Sangyeol Lee, Haejune Oh
Entropy test and residual empirical process for autoregressive conditional duration models. Comput. Stat. Data Anal. 86 (2015)
Byungsoo Kim, Sangyeol Lee
Minimum density power divergence estimator for covariance matrix based on skew $$t$$ t distribution. Stat. Methods Appl. 23 (4) (2014)
Sangyeol Lee, Jiyeon Lee
Residual Based Cusum Test for Parameter Change in AR-GARCH Models. TES (2014)
Sangyeol Lee
Goodness of fit test for discrete random variables. Comput. Stat. Data Anal. 69 (2014)
Jiwon Kang, Sangyeol Lee
Minimum density power divergence estimator for Poisson autoregressive models. Comput. Stat. Data Anal. 80 (2014)
Byungsoo Kim, Sangyeol Lee
Robust estimation for the covariance matrix of multivariate time series based on normal mixtures. Comput. Stat. Data Anal. 57 (1) (2013)
Sangyeol Lee
A maximum entropy type test of fit: Composite hypothesis case. Comput. Stat. Data Anal. 57 (1) (2013)
Liang-Ching Lin, Sangyeol Lee, Meihui Guo
Goodness-of-fit test for stochastic volatility models. J. Multivar. Anal. 116 (2013)
Sangyeol Lee, Ilia Vonta, Alex Karagrigoriou
A maximum entropy type test of fit. Comput. Stat. Data Anal. 55 (9) (2011)
Okyoung Na, Youngmi Lee, Sangyeol Lee
Monitoring parameter change in time series models. Stat. Methods Appl. 20 (2) (2011)
Sangyeol Lee, Michael D. Abràmoff, Joseph M. Reinhardt
Retinal atlas statistics from color fundus images. Medical Imaging: Image Processing (2010)
Sangyeol Lee, Joseph M. Reinhardt, Philippe C. Cattin, Michael D. Abràmoff
Objective and expert-independent validation of retinal image registration algorithms by a projective imaging distortion model. Medical Image Anal. 14 (4) (2010)
Sangyeol Lee, Chi Tim Ng
Trimmed portmanteau test for linear processes with infinite variance. J. Multivar. Anal. 101 (4) (2010)
Koichi Maekawa, Sangyeol Lee, Takayuki Morimoto, Ken-ichi Kawai
Jump diffusion model with application to the Japanese stock market. Math. Comput. Simul. 78 (2-3) (2008)
Sangyeol Lee, Michael D. Abràmoff, Joseph M. Reinhardt
Retinal image mosaicing using the radial distortion correction model. Medical Imaging: Image Processing (2008)
Sangyeol Lee, Michael D. Abràmoff, Joseph M. Reinhardt
Feature-based pairwise retinal image registration by radial distortion correction. Medical Imaging: Image Processing (2007)
Ji Hwan Cha, Sangyeol Lee, Jongwoo Jeon
Sequential Confidence Interval Estimation for System Availability. Qual. Reliab. Eng. Int. 22 (2) (2006)