Haejune Oh

Available identifiers

zbMath Open oh.haejuneMaRDI QIDQ287529

List of research outcomes

Publication	Date of Publication	Type
Sequential change-point detection in time series models with conditional heteroscedasticity	2024-05-07	Paper
Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors	2022-04-27	Paper
Modified residual CUSUM test for location-scale time series models with heteroscedasticity	2019-10-22	Paper
On score vector- and residual-based CUSUM tests in ARMA-GARCH models	2019-09-11	Paper
Monitoring parameter change for time series models with conditional heteroscedasticity	2018-09-11	Paper
Entropy test and residual empirical process for autoregressive conditional duration models	2018-08-21	Paper
On change point test for ARMA-GARCH models: bootstrap approach	2018-05-03	Paper
Mildly explosive autoregression with mixing innovations	2018-02-09	Paper
Parameter change test for autoregressive conditional duration models	2016-05-20	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Haejune Oh