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Park, Siyun

Co-Author Distance
Author ID: park.siyun Recent zbMATH articles by "Park, Siyun"
Published as: Park, Siyun
Documents Indexed: 8 Publications since 2001
Co-Authors: 7 Co-Authors with 8 Joint Publications
166 Co-Co-Authors
all top 5

Co-Authors

0 single-authored
8 Lee, Sangyeol
1 Chen, Cathy W. S.
1 Kawai, Ken-Ichi
1 Kim, Byungsoo
1 Lee, Jiyeon
1 Lee, Taewook
1 Maekawa, Koichi
all top 5

Serials

1 Scandinavian Journal of Statistics
1 Economics Letters
1 Communications in Statistics. Simulation and Computation
1 Communications in Statistics. Theory and Methods
1 Journal of Statistical Computation and Simulation
1 Statistical Methodology
1 Journal of the Korean Statistical Society

Fields

8 Statistics (62-XX)
2 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1 Dynamical systems and ergodic theory (37-XX)
1 Numerical analysis (65-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

8 Publications have been cited 80 times in 76 Documents Cited by ▼ Year ▼
The cusum of squares test for scale changes in infinite order moving average processes. Zbl 1010.62079
Lee, Sangyeol; Park, Siyun
54
2001
Maximum entropy test for GARCH models. Zbl 1486.62241
Lee, Jiyeon; Lee, Sangyeol; Park, Siyun
9
2015
A note on the Jarque-Bera normality test for GARCH innovations. Zbl 1293.62194
Lee, Sangyeol; Park, Siyun; Lee, Taewook
8
2010
On Fisher’s dispersion test for integer-valued autoregressive Poisson models with applications. Zbl 1380.37153
Lee, Sangyeol; Park, Siyun; Chen, Cathy W. S.
3
2017
The monitoring test for the stability of regression models with nonstationary regressors. Zbl 1181.62139
Lee, Sangyeol; Park, Siyun
2
2009
Maximum entropy test for autoregressive models. Zbl 1322.62220
Lee, Sangyeol; Park, Siyun
2
2013
On entropy goodness-of-fit test based on integrated distribution function. Zbl 07192667
Lee, Sangyeol; Park, Siyun; Kim, Byungsoo
1
2018
Test for parameter change in ARIMA models. Zbl 1093.62086
Lee, Sangyeol; Park, Siyun; Maekawa, Koichi; Kawai, Ken-Ichi
1
2006
On entropy goodness-of-fit test based on integrated distribution function. Zbl 07192667
Lee, Sangyeol; Park, Siyun; Kim, Byungsoo
1
2018
On Fisher’s dispersion test for integer-valued autoregressive Poisson models with applications. Zbl 1380.37153
Lee, Sangyeol; Park, Siyun; Chen, Cathy W. S.
3
2017
Maximum entropy test for GARCH models. Zbl 1486.62241
Lee, Jiyeon; Lee, Sangyeol; Park, Siyun
9
2015
Maximum entropy test for autoregressive models. Zbl 1322.62220
Lee, Sangyeol; Park, Siyun
2
2013
A note on the Jarque-Bera normality test for GARCH innovations. Zbl 1293.62194
Lee, Sangyeol; Park, Siyun; Lee, Taewook
8
2010
The monitoring test for the stability of regression models with nonstationary regressors. Zbl 1181.62139
Lee, Sangyeol; Park, Siyun
2
2009
Test for parameter change in ARIMA models. Zbl 1093.62086
Lee, Sangyeol; Park, Siyun; Maekawa, Koichi; Kawai, Ken-Ichi
1
2006
The cusum of squares test for scale changes in infinite order moving average processes. Zbl 1010.62079
Lee, Sangyeol; Park, Siyun
54
2001
all cited Publications top 5 cited Publications
all top 5

Cited by 104 Authors

29 Lee, Sangyeol
9 Tian, Zheng
6 Jin, Hao
5 Na, Okyoung
5 Zhang, Jinsuo
4 Chen, Zhanshou
4 Kim, Byungsoo
4 Park, Siyun
3 Horváth, Lajos
3 Lee, Taewook
3 Meintanis, Simos George
3 Na, Seongryong
3 Oh, Haejune
3 Yang, Wenzhi
3 Zhang, Si
2 Duan, Xifa
2 Henze, Norbert
2 Jiménez-Gamero, María Dolores
2 Kim, Minjo
2 Lee, Jiyeon
2 Maekawa, Koichi
2 Ng, Chi Tim
2 Qi, Peiyan
2 Qin, Ruibing
2 Xia, Zhiming
2 Xu, Keli
2 Zhao, Wenzhi
1 Aue, Alexander
1 Awiakye-Marfo, George
1 Azizzadeh, F.
1 Benaid, Brahim
1 Berkes, István
1 Bouzahir, Hassane
1 Chen, Hsin-Hung
1 Chen, Jiahua
1 Chen, Mingchih
1 Chiu, Chun-Cheng
1 Dehling, Herold G.
1 Deng, Ai
1 Ding, Saisai
1 Ebner, Bruno
1 Francq, Christian
1 Fried, Roland
1 Galeano, Pedro
1 Gao, Min
1 Gerstenberger, Carina
1 Gombay, Edit
1 Gonçalves, Esmeralda
1 Ha, Jeongcheol
1 Hao, Han
1 Jiao, Jianling
1 Jin, Baisuo
1 Jo, Minyoung
1 Kang, Jiwon
1 Kawai, Ken-Ichi
1 Kim, Moosup
1 Lee, Bu Hyoung
1 Lee, Sangjo
1 Li, Fuxiao
1 Li, Xiaoqin
1 Ling, Jin
1 Liu, Huanshuo
1 Lo Huang, Mong-Na
1 Martín, Nirian
1 Masuda, Hiroki
1 Mendes Lopes, Nazaré
1 Miao, Bai-qi
1 Milošević, Bojana
1 Mung’atu, Joseph K.
1 Nishiyama, Yoichi
1 Obradović, Marko
1 Pan, Jianmin
1 Pardo, Leandro
1 Peña, Daniel
1 Peng, Cuixin
1 Perron, Pierre
1 Phillips, Peter Charles Bonest
1 Pourahmadi, Mohsen
1 Račkauskas, Alfredas Yurgevich
1 Rastenė, Irma
1 Rezakhah, Saeid
1 Rice, Gregory
1 Schmidt, Sara K.
1 Seo, Byungtae
1 Song, Junmo
1 Su, Liangjun
1 Sundararajan, Raanju Ragavendar
1 Veljović, Mirjana
1 Vogel, Daniel
1 Wang, Dehui
1 Wang, Xuejun
1 Wang, Yiwei
1 Wei, William W. S.
1 Weiß, Christian H.
1 Weke, Patrick O.
1 Wendler, Martin
1 White, Halbert Lynn jun.
1 Wornowizki, Max
1 Wu, Shipeng
1 Xiao, Yanting
...and 4 more Authors
all top 5

Cited in 35 Serials

8 Journal of Statistical Computation and Simulation
6 Communications in Statistics. Theory and Methods
5 Communications in Statistics. Simulation and Computation
4 Journal of the Korean Statistical Society
3 Annals of the Institute of Statistical Mathematics
3 Journal of Econometrics
3 Journal of Multivariate Analysis
3 Statistics & Probability Letters
3 Economics Letters
3 Test
3 Econometric Theory
2 Journal of the American Statistical Association
2 Journal of Statistical Planning and Inference
2 Mathematics and Computers in Simulation
2 Journal of Time Series Analysis
2 Statistics
2 Computational Statistics and Data Analysis
2 Statistical Methods and Applications
1 Lithuanian Mathematical Journal
1 Metrika
1 Scandinavian Journal of Statistics
1 The Annals of Statistics
1 Sequential Analysis
1 Computational Statistics
1 Applied Mathematics. Series B (English Edition)
1 Statistical Papers
1 Bernoulli
1 Journal of Nonparametric Statistics
1 Journal of Inequalities and Applications
1 Journal of Applied Statistics
1 Statistical Inference for Stochastic Processes
1 Applied Stochastic Models in Business and Industry
1 Advances and Applications in Statistics
1 Statistical Methodology
1 Journal of Mathematics

Cited in 5 Fields

75 Statistics (62-XX)
15 Probability theory and stochastic processes (60-XX)
12 Numerical analysis (65-XX)
5 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1 Systems theory; control (93-XX)

Citations by Year