Sangyeol Lee

48 papers A* 1B 3Journal 38Unranked 2
YearRankTypeTitle / Venue / Authors
2026 A* conf
ReScue: Reliable and Secure CXL Memory.
HPCA
Chihun Song, Austin Antony Cruz, Michael Jaemin Kim, Minbok Wi, Gaohan Ye, Kyungsan Kim, Sangyeol Lee, Jung Ho Ahn, Nam Sung Kim
2025 J jnl
Kernel-based composite control chart for nonlinear conditionally heteroscedastic time series.
Knowl. Based Syst.
Chang Kyeom Kim, Sangyeol Lee
2025 J jnl
Maximum likelihood estimation of elliptical tail.
J. Multivar. Anal.
Moosup Kim, Sangyeol Lee
2025 J jnl
Robust monitoring conditional volatility change for time series based on support vector regression.
Commun. Stat. Simul. Comput.
Min Hyeok Yoon, Chang Kyeom Kim, Sangyeol Lee
2023 J jnl
Conditional quantile change test for time series based on support vector regression.
Commun. Stat. Simul. Comput.
Chang Kyeom Kim, Sangyeol Lee
2023 J jnl
Exponential family QMLE-based CUSUM test for integer-valued time series.
Commun. Stat. Simul. Comput.
Sangyeol Lee, Sangjo Lee
2023 J jnl
Modeling and inference for multivariate time series of counts based on the INGARCH scheme.
Comput. Stat. Data Anal.
Sangyeol Lee, Dongwon Kim, Byungsoo Kim
2023 J jnl
Monitoring photochemical pollutants based on symbolic interval-valued data analysis.
Adv. Data Anal. Classif.
Liang-Ching Lin, Meihui Guo, Sangyeol Lee
2022 J jnl
Monitoring procedures for strict stationarity based on the multivariate characteristic function.
J. Multivar. Anal.
Sangyeol Lee, Simos G. Meintanis, Charl Pretorius
2022 J jnl
One-class classification-based monitoring for the mean and variance of time series.
Qual. Reliab. Eng. Int.
Sangyeol Lee, Sangjo Lee, Chang Kyeom Kim
2021 J jnl
Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts.
Comput. Stat.
Cathy W. S. Chen, Sangyeol Lee, Khemmanant Khamthong
2021 J jnl
Change Point Test for the Conditional Mean of Time Series of Counts Based on Support Vector Regression.
Entropy
Sangyeol Lee, Sangjo Lee
2021 J jnl
On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart.
Commun. Stat. Simul. Comput.
Hanwool Kim, Sangyeol Lee
2021 J jnl
Robust Estimation for Bivariate Poisson INGARCH Models.
Entropy
Byungsoo Kim, Sangyeol Lee, Dongwon Kim
2020 J jnl
Hybrid CUSUM Change Point Test for Time Series with Time-Varying Volatilities Based on Support Vector Regression.
Entropy
Sangyeol Lee, Chang Kyeom Kim, Sangjo Lee
2020 J jnl
Hybrid change point detection for time series via support vector regression and CUSUM method.
Appl. Soft Comput.
Sangyeol Lee, Sangjo Lee, Miteum Moon
2020 J jnl
Monitoring Parameter Change for Time Series Models of Counts Based on Minimum Density Power Divergence Estimator.
Entropy
Sangyeol Lee, Dongwon Kim
2020 J jnl
Monitoring Volatility Change for Time Series Based on Support Vector Regression.
Entropy
Sangyeol Lee, Chang Kyeom Kim, Dongwuk Kim
2020 J jnl
Robust Change Point Test for General Integer-Valued Time Series Models Based on Density Power Divergence.
Entropy
Byungsoo Kim, Sangyeol Lee
2019 — ch.
Cumulative Residual Entropy-Based Goodness of Fit Test for Location-Scale Time Series Model.
Structural Changes and their Econometric Modeling
Sangyeol Lee
2019 J jnl
Improved CUSUM monitoring of Markov counting process with frequent zeros.
Qual. Reliab. Eng. Int.
Hanwool Kim, Sangyeol Lee
2019 J jnl
On causality test for time series of counts based on poisson ingarch models with application to crime and temperature data.
Commun. Stat. Simul. Comput.
Youngmi Lee, Sangyeol Lee
2018 — ch.
On Parameter Change Test for ARMA Models with Martingale Difference Errors.
Predictive Econometrics and Big Data
Haejune Oh, Sangyeol Lee
2018 J jnl
On score vector- and residual-based CUSUM tests in ARMA-GARCH models.
Stat. Methods Appl.
Haejune Oh, Sangyeol Lee
2017 J jnl
On Entropy Test for Conditionally Heteroscedastic Location-Scale Time Series Models.
Entropy
Sangyeol Lee, Minjo Kim
2017 — ch.
Quantile Forecasting of PM10 Data in Korea Based on Time Series Models.
Robustness in Econometrics
Yingshi Xu, Sangyeol Lee
2017 — ch.
Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression.
Robustness in Econometrics
Cathy W. S. Chen, Khemmanant Khamthong, Sangyeol Lee
2016 — conf
Adaptive Forward-Reverse Filter using Interpolation Methods for Artifact Suppression in Retinal Prostheses.
PECCS
Myounghwan Choi, Jeong-Yeol Ahn, Dae-Jin Park, Yujin Jeong, Sangyeol Lee, Sanghyub Lee, Dong-Il Cho, Yong-Sook Goo, Kyo-In Koo
2016 J jnl
Generalized Poisson autoregressive models for time series of counts.
Comput. Stat. Data Anal.
Cathy W. S. Chen, Sangyeol Lee
2016 J jnl
Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach.
Comput. Stat.
Cathy W. S. Chen, Sangyeol Lee, Shu-Yu Chen
2016 J jnl
Nonlinear expectile regression with application to Value-at-Risk and expected shortfall estimation.
Comput. Stat. Data Anal.
Minjo Kim, Sangyeol Lee
2015 J jnl
Entropy test and residual empirical process for autoregressive conditional duration models.
Comput. Stat. Data Anal.
Sangyeol Lee, Haejune Oh
2014 J jnl
Goodness of fit test for discrete random variables.
Comput. Stat. Data Anal.
Sangyeol Lee
2014 J jnl
Minimum density power divergence estimator for Poisson autoregressive models.
Comput. Stat. Data Anal.
Jiwon Kang, Sangyeol Lee
2014 J jnl
Minimum density power divergence estimator for covariance matrix based on skew $$t$$ t distribution.
Stat. Methods Appl.
Byungsoo Kim, Sangyeol Lee
2014 — conf
Residual Based Cusum Test for Parameter Change in AR-GARCH Models.
TES
Sangyeol Lee, Jiyeon Lee
2013 J jnl
A maximum entropy type test of fit: Composite hypothesis case.
Comput. Stat. Data Anal.
Sangyeol Lee
2013 J jnl
Goodness-of-fit test for stochastic volatility models.
J. Multivar. Anal.
Liang-Ching Lin, Sangyeol Lee, Meihui Guo
2013 J jnl
Robust estimation for the covariance matrix of multivariate time series based on normal mixtures.
Comput. Stat. Data Anal.
Byungsoo Kim, Sangyeol Lee
2011 J jnl
A maximum entropy type test of fit.
Comput. Stat. Data Anal.
Sangyeol Lee, Ilia Vonta, Alex Karagrigoriou
2011 J jnl
Monitoring parameter change in time series models.
Stat. Methods Appl.
Okyoung Na, Youngmi Lee, Sangyeol Lee
2010 J jnl
Objective and expert-independent validation of retinal image registration algorithms by a projective imaging distortion model.
Medical Image Anal.
Sangyeol Lee, Joseph M. Reinhardt, Philippe C. Cattin, Michael D. Abràmoff
2010 B conf
Retinal atlas statistics from color fundus images.
Image Processing
Sangyeol Lee, Michael D. Abràmoff, Joseph M. Reinhardt
2010 J jnl
Trimmed portmanteau test for linear processes with infinite variance.
J. Multivar. Anal.
Sangyeol Lee, Chi Tim Ng
2008 J jnl
Jump diffusion model with application to the Japanese stock market.
Math. Comput. Simul.
Koichi Maekawa, Sangyeol Lee, Takayuki Morimoto, Ken-ichi Kawai
2008 B conf
Retinal image mosaicing using the radial distortion correction model.
Image Processing
Sangyeol Lee, Michael D. Abràmoff, Joseph M. Reinhardt
2007 B conf
Feature-based pairwise retinal image registration by radial distortion correction.
Image Processing
Sangyeol Lee, Michael D. Abràmoff, Joseph M. Reinhardt
2006 J jnl
Sequential Confidence Interval Estimation for System Availability.
Qual. Reliab. Eng. Int.
Ji Hwan Cha, Sangyeol Lee, Jongwoo Jeon