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Author

Okyoung Na

Observed names: O-Kyoung Na, Ok-Young Na
Institution: Kyonggi University
ORCID: 0000-0002-0273-8725
Observed ORCID: 0000-0002-0273-8725
OpenAlex ID: A5015266335
The Cusum Test for Parameter Change in Time Series Models
2003 · Sangyeol Lee, Jeongcheol Ha, et al. · Scandinavian Journal of Statistics · 219
On the cusum of squares test for variance change in nonstationary and nonparametric time series models
2003 · Sangyeol Lee, Okyoung Na, et al. · Annals of the Institute of Statistical Mathematics · 41
Monitoring parameter change in time series models
2011 · Okyoung Na, Youngmi Lee, et al. · Statistical Methods & Applications · 37
Test for parameter change based on the estimator minimizing density-based divergence measures
2005 · Sangyeol Lee, Okyoung Na · Annals of the Institute of Statistical Mathematics · 21
Tuning parameter selection for the adaptive LASSO in the autoregressive model
2016 · Sunghoon Kwon, Sangin Lee, et al. · Journal of the Korean Statistical Society · 20
Test for parameter change in stochastic processes based on conditional least-squares estimator
2004 · Sangyeol Lee, Okyoung Na · Journal of Multivariate Analysis · 20
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Change point detection in copula ARMA–GARCH Models
2011 · Okyoung Na, Jiyeon Lee, et al. · Journal of Time Series Analysis · 17
Monitoring Distributional Changes in Autoregressive Models
2009 · Sangyeol Lee, Youngmi Lee, et al. · Communication in Statistics- Theory and Methods · 14
Monitoring parameter changes for random coefficient autoregressive models
2010 · Okyoung Na, Jiyeon Lee, et al. · Journal of the Korean Statistical Society · 11
Change point detection in SCOMDY models
2012 · Okyoung Na, Jiyeon Lee, et al. · AStA Advances in Statistical Analysis · 10
Generalized information criterion for the AR model
2016 · Okyoung Na · Journal of the Korean Statistical Society · 5
Cusum of squares test for discretely observed sample from diusion processesy
2010 · Sangyeol Lee, Tae-Wook Lee, et al. · Journal of the Korean Data and Information Science Society · 4
Moving estimates test with time varying bandwidth
2007 · Okyoung Na, Sangyeol Lee · Journal of Multivariate Analysis · 4
Monitoring test for stability of copula parameter in time series
2014 · Okyoung Na, Jiyeon Lee, et al. · Journal of the Korean Statistical Society · 3
Non-convex penalized estimation for the AR process
2018 · Okyoung Na, Sunghoon Kwon · Communications for Statistical Applications and Methods · 2
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Minimum Density Power Divergence Estimator for Diffusion Parameter in Discretely Observed Diffusion Processes
2007 · Jun-Mo Song, Sang-Yeol Lee, et al. · Communications for Statistical Applications and Methods · 2
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Model selection for unstable AR process via the adaptive LASSO
2019 · Okyoung Na · Korean Journal of Applied Statistics · 1
Residual-based copula parameter estimation
2016 · Okyoung Na, Sunghoon Kwon · Korean Journal of Applied Statistics · 1
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Constancy test for FARIMA long memory processes
2010 · Jiyeon Lee, Okyoung Na, et al. · Journal of the Korean Statistical Society · 1
Selection of differencing order in autoregressive models based on the adaptive LASSO
2025 · Okyoung Na, Sunghoon Kwon · Communications for Statistical Applications and Methods
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Selection of tuning parameters for the penalized regression-based Gaussian network models
2025 · Hyebin Kim, Keon Ko, et al. · Journal of the Korean Data and Information Science Society
A study on estimating piecewise linear trend model using the simple moving average of differenced time series
2023 · Okyoung Na · Korean Journal of Applied Statistics
A study on estimating piecewise linear trend model using the simple moving average of differenced time series
2023 · Okyoung Na · Korean Journal of Applied Statistics
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Adaptive lasso를 이용하여 추세-정상시계열과 차분-정상시계열을 판별하는 방법에 대한 연구
2020 · Okyoung Na · Korean Journal of Applied Statistics
Adaptive lasso를 이용하여 추세-정상시계열과 차분-정상시계열을 판별하는 방법에 대한 연구
2020 · Okyoung Na · Korean Journal of Applied Statistics
Works count: 28
Citation count: 433
H-index: 10
I10-index: 10
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