Product
Help
Pricing
About
Jobs
Log in
Get started
Author
Add to collection
Taewook Lee
Observed names:
TAEWOOK LEE,
Taewook LEE,
Younjae Lee
Institution:
Hankuk University of Foreign Studies
Observed institutions:
Pennsylvania State University,
Seoul National University,
Korea National University of Education,
Samsung (South Korea),
Korea University Ansan Hospital,
University at Buffalo, State University of New York,
Hitachi (Japan),
Hankuk University of Foreign Studies
show all 8
ORCID:
0000-0001-8224-7362
Observed ORCID:
0000-0001-8224-7362
OpenAlex ID:
A5081479977
Prevalence of insomnia and its relationship to menopausal status in middle‐aged Korean women
2005
·
CHOL SHIN
, SANGYEOL LEE
, et al.
·
Psychiatry and Clinical Neurosciences
·
98
PDF
Penalized regression models with autoregressive error terms
2012
·
Young Joo Yoon
, Cheolwoo Park
, et al.
·
Journal of Statistical Computation and Simulation
·
32
Normal Mixture Quasi‐maximum Likelihood Estimator for GARCH Models
2008
·
TAEWOOK LEE
, SANGYEOL LEE
·
Scandinavian Journal of Statistics
·
26
PDF
The Effects of Scaffolding-Based Courseware for The Scratch Programming Learning on Student Problem Solving Skill
2010
·
Dongsoo NAM
, Yungsik KIM
, et al.
·
International Conference on Computers in Education
·
25
PDF
A note on the Jarque–Bera normality test for GARCH innovations
2009
·
Sangyeol Lee
, Siyun Park
, et al.
·
Journal of the Korean Statistical Society
·
16
Adaptive robust regression with continuous Gaussian scale mixture errors
2016
·
Byungtae Seo
, Jungsik Noh
, et al.
·
Journal of the Korean Statistical Society
·
12
Tests for Volatility Shifts in Garch Against Long‐Range Dependence
2014
·
Taewook Lee
, Moosup Kim
, et al.
·
Journal of Time Series Analysis
·
11
Inference for Box–Cox Transformed Threshold GARCH Models with Nuisance Parameters
2012
·
SANGYEOL LEE
, TAEWOOK LEE
·
Scandinavian Journal of Statistics
·
11
Value-at-risk forecasting based on Gaussian mixture ARMA–GARCH model
2010
·
Sangyeol Lee
, Taewook Lee
·
Journal of Statistical Computation and Simulation
·
11
Wild bootstrap Ljung–Box test for cross correlations of multivariate time series
2016
·
Taewook Lee
·
Economics Letters
·
9
A note on Jarque–Bera normality test for ARMA–GARCH innovations
2011
·
Taewook Lee
·
Journal of the Korean Statistical Society
·
8
Optimal Linear Attitude Estimator for Alignment of Point Clouds
2018
·
Xue Iuan Wong
, Puneet Singla
, et al.
·
IEEE/CVF Conference on Computer Vision and Pattern Recognition Workshops (CVPRW)
·
6
A new algorithm for maximum likelihood estimation in normal scale-mixture generalized autoregressive conditional heteroskedastic models
2013
·
Byungtae Seo
, Taewook Lee
·
Journal of Statistical Computation and Simulation
·
6
NM–QELE for ARMA–GARCH models with non-Gaussian innovations
2011
·
Jeongcheol Ha
, Taewook Lee
·
Statistics & Probability Letters
·
6
Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence
2023
·
Marie-Christine Düker
, Seok-Oh Jeong
, et al.
·
Statistical Papers
·
5
A rolling analysis on the prediction of value at risk with multivariate GARCH and copula
2018
·
Yang Bai
, Yibo Dang
, et al.
·
Communications for Statistical Applications and Methods
·
5
PDF
Adaptive lasso for linear regression models with ARMA-GARCH errors
2015
·
Young Joo Yoon
, Sooyong Lee
, et al.
·
Communications in Statistics - Simulation and Computation
·
5
Wild bootstrap Ljung–Box test for residuals of ARMA models robust to variance change
2022
·
Taewook Lee
·
Journal of the Korean Statistical Society
·
4
Data-driven modeling for magnetic field variations using the GLO-MAP algorithm
2020
·
Taewook Lee
, Manoranjan Majji
, et al.
·
Computers & Geosciences
·
4
Hedging effectiveness of KOSPI200 index futures through VECM-CC-GARCH model
2014
·
Dongan Kwon
, Taewook Lee
·
Journal of the Korean Data and Information Science Society
·
4
PDF
Bridge Estimation for Linear Regression Models with Mixing Properties
2014
·
Taewook Lee
, Cheolwoo Park
, et al.
·
Australian & New Zealand Journal of Statistics
·
4
Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification
2020
·
Taewook Lee
, Changryong Baek
·
Computational Statistics & Data Analysis
·
3
Tests for serial correlation in mean and variance of a sequence of time series objects
2016
·
Taewook Lee
, Cheolwoo Park
·
Journal of Statistical Computation and Simulation
·
3
Sparse Approximation-Based Maximum Likelihood Approach for Estimation of Radiological Source Terms
2016
·
Taewook Lee
, Puneet Singla
, et al.
·
IEEE Transactions on Nuclear Science
·
3
Robust estimation for order of hidden Markov models based on density power divergences
2009
·
Sangyeol Lee
, Taewook Lee
·
Journal of Statistical Computation and Simulation
·
3
Show more works
View as search
Works count:
48
Citation count:
332
H-index:
9
I10-index:
9
Year
Topic
Type
