المؤلفون: Young Geun Kim, Changryong Baek

مصطلحات موضوعية: Neuroscience, Ecology, Biological Sciences not elsewhere classified, Mathematical Sciences not elsewhere classified, Information Systems not elsewhere classified, Bayesian vector heterogeneous autoregressive model (BVHAR), Bayesian vector autoregressive (BVAR) model, posterior consistency, long memory

Relation: https://figshare.com/articles/journal_contribution/Bayesian_vector_heterogeneous_autoregressive_modelling/24572752

الاتاحة: https://doi.org/10.6084/m9.figshare.24572752.v1
https://figshare.com/articles/journal_contribution/Bayesian_vector_heterogeneous_autoregressive_modelling/24572752

المؤلفون: Changryong Baek, Benjamin Leinwand, Kristen A. Lindquist, Seok-Oh Jeong, Joseph Hopfinger, Katheleen M. Gates, Vladas Pipiras

المصدر: Psychometrika. 88:636-655

مصطلحات موضوعية: Applied Mathematics, General Psychology

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::3b6fd01751a58b29c51493645c561877
https://doi.org/10.1007/s11336-023-09908-7

المؤلفون: Minsu Park, Jaewon Lee, Changryong Baek

المصدر: Korean Journal of Applied Statistics. 35:685-701

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::2eb0f5e8944e223541ce434a525cdb7c
https://doi.org/10.5351/kjas.2022.35.6.685

المؤلفون: Dongyeong Kim, Changryong Baek

المصدر: Korean Journal of Applied Statistics. 35:631-644

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::07bc12a833246e7457a4e49b19080186
https://doi.org/10.5351/kjas.2022.35.5.631

المؤلفون: Seungwon Lee, Changryong Baek

المصدر: Applied Economics Letters. 30:1496-1504

مصطلحات موضوعية: Economics and Econometrics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::219caa0a5f1de070897a3af03a717484
https://doi.org/10.1080/13504851.2022.2064417

المؤلفون: Andrew Jaeho Shin, Minsu Park, Changryong Baek

المصدر: Communications for Statistical Applications and Methods. 29:733-744

مصطلحات موضوعية: Statistics and Probability, Applied Mathematics, Modeling and Simulation, Statistics, Probability and Uncertainty, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a795c7fb5009ee2b9342b00ce7f946cd
https://doi.org/10.29220/csam.2022.29.1.733

المؤلفون: Kyeongmin Lee, Changryong Baek

المصدر: Journal of the Korean Data And Information Science Society. 32:1205-1218

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::3b657d9e142dc922e11b8b067de914d9
https://doi.org/10.7465/jkdi.2021.32.6.1205

المؤلفون: Junmo Song, Changryong Baek, Byungsoo Kim

المصدر: Annals of the Institute of Statistical Mathematics. 73:821-853

مصطلحات موضوعية: Statistics and Probability, Resting state fMRI, Series (mathematics), 05 social sciences, 01 natural sciences, Instability, 010104 statistics & probability, Autoregressive model, Dynamic factor, 0502 economics and business, Principal component analysis, Outlier, 0101 mathematics, Divergence (statistics), Algorithm, 050205 econometrics, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::df49931a26ae865b14b2db193bfedd8f
https://doi.org/10.1007/s10463-020-00773-0

المؤلفون: Minsu Park, Changryong Baek

المصدر: Journal of the Korean Statistical Society. 50:495-510

مصطلحات موضوعية: Statistics and Probability, Multivariate statistics, Stock market volatility, Realized variance, 05 social sciences, Bayesian inference, 01 natural sciences, Sparse vector, 010104 statistics & probability, Autoregressive model, 0502 economics and business, Econometrics, 0101 mathematics, Stock (geology), 050205 econometrics, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::a832c7f30405edf350890e6d9bf31951
https://doi.org/10.1007/s42952-020-00090-5

المؤلفون: Changryong Baek, Stefanos Kechagias, Vladas Pipiras

المصدر: Journal of Statistical Planning and Inference. 205:245-268

مصطلحات موضوعية: Statistics and Probability, Statistics::Theory, Series (mathematics), Cointegration, Applied Mathematics, 05 social sciences, Asymptotic distribution, Estimator, Model parameters, Bivariate analysis, 01 natural sciences, 010104 statistics & probability, Fractal, 0502 economics and business, Applied mathematics, 0101 mathematics, Statistics, Probability and Uncertainty, Parametrization, 050205 econometrics, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::33b86497c13fbc7626a104dc1b167db7
https://doi.org/10.1016/j.jspi.2019.07.007

المؤلفون: Changryong Baek, Yeoyoung Cho

المصدر: Communications for Statistical Applications and Methods. 26:611-622

مصطلحات موضوعية: Statistics and Probability, Mean squared error, Applied Mathematics, 05 social sciences, Monte Carlo method, Bandwidth (signal processing), Kernel Bandwidth, 01 natural sciences, Oracle, Nonparametric regression, 010104 statistics & probability, Goodness of fit, Sample size determination, Modeling and Simulation, 0502 economics and business, Statistics, 0101 mathematics, Statistics, Probability and Uncertainty, Finance, 050205 econometrics, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::26bbb8c13ae98daea0dc7e5aefa01a04
https://doi.org/10.29220/csam.2019.26.6.611

المؤلفون: Changryong Baek, Dongwoo Kim

المصدر: Applied Economics Letters. 27:1002-1009

مصطلحات موضوعية: ComputingMilieux_GENERAL, Economics and Econometrics, 050208 finance, Autoregressive model, Realized variance, 0502 economics and business, 05 social sciences, Econometrics, Economics, 050207 economics, Volatility (finance), Stock (geology)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::9cd8c0ebc093f0c897fd5ea165db9fc2
https://doi.org/10.1080/13504851.2019.1657554

المؤلفون: Changryong Baek, Junmo Song

المصدر: Computational Statistics & Data Analysis. 134:58-75

مصطلحات موضوعية: Statistics and Probability, Score test, Realized variance, Applied Mathematics, Null (mathematics), Estimator, Brownian bridge, Computational Mathematics, Computational Theory and Mathematics, Financial crisis, Null distribution, Econometrics, Test statistic, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::52a278a700673abebdae06c623203691
https://doi.org/10.1016/j.csda.2018.12.007

المؤلفون: Natércia Fortuna, Changryong Baek, Vladas Pipiras

المساهمون: Faculdade de Economia

مصطلحات موضوعية: Ciências sociais, Social sciences

وصف الملف: application/pdf

Relation: https://hdl.handle.net/10216/82994; P-009-JTJ

الاتاحة: https://hdl.handle.net/10216/82994
https://doi.org/10.1016/j.econlet.2014.04.030

المؤلفون: Jaiyool Kim, Changryong Baek

المصدر: Communications for Statistical Applications and Methods. 25:659-671

مصطلحات موضوعية: Statistics and Probability, Artificial neural network, business.industry, Computer science, Realized variance, Applied Mathematics, 05 social sciences, Neural network nn, 01 natural sciences, 010104 statistics & probability, Autoregressive model, Modeling and Simulation, Long memory, 0502 economics and business, Artificial intelligence, 0101 mathematics, Statistics, Probability and Uncertainty, business, Finance, 050205 econometrics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::062fa0c951f75e9c90c01257207c1947
https://doi.org/10.29220/csam.2018.25.6.659

المؤلفون: Changryong Baek, Michael J. Daniels, Keunbaik Lee

المصدر: Computational Statistics & Data Analysis. 115:267-280

مصطلحات موضوعية: Statistics and Probability, Mathematical optimization, Covariance function, Covariance matrix, Applied Mathematics, 05 social sciences, Minimum degree algorithm, Covariance, Incomplete Cholesky factorization, 01 natural sciences, Article, 010104 statistics & probability, Computational Mathematics, Estimation of covariance matrices, Computational Theory and Mathematics, 0502 economics and business, Applied mathematics, 0101 mathematics, CMA-ES, 050205 econometrics, Cholesky decomposition, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::eb3fde9e375c02c3f10836ea7beac68e
https://doi.org/10.1016/j.csda.2017.05.001

المؤلفون: Changryong Baek, Vladas Pipiras, Richard A. Davis

المصدر: Computational Statistics & Data Analysis. 106:103-126

مصطلحات موضوعية: Statistics and Probability, Mathematical optimization, Series (mathematics), Applied Mathematics, 05 social sciences, Feature selection, 01 natural sciences, Regularization (mathematics), Stability (probability), 010104 statistics & probability, Computational Mathematics, Computational Theory and Mathematics, Autoregressive model, Lasso (statistics), Dimension (vector space), Simulated data, 0502 economics and business, Applied mathematics, 0101 mathematics, 050205 econometrics, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::8161988fbd099f658148bba0a4a4fde5
https://doi.org/10.1016/j.csda.2016.09.005

المؤلفون: Jisuk Noh, Bobae Kim, Changryong Baek

المصدر: Korean Journal of Applied Statistics. 29:807-822

مصطلحات موضوعية: Composite number, Statistics, Log-normal distribution, Threshold estimation, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::175ee1777c14c6e89bf24285f5675144
https://doi.org/10.5351/kjas.2016.29.5.807

المؤلفون: Changryong Baek, Yong Kwon

المصدر: Korean Journal of Applied Statistics. 29:449-462

مصطلحات موضوعية: Statistics, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::8639e6202c40c18e539c9f58a60dd98c
https://doi.org/10.5351/kjas.2016.29.3.449

المؤلفون: Katheleen M. Gates, Vladas Pipiras, Benjamin Leinwand, Changryong Baek

المصدر: Computational Statistics & Data Analysis. 153:107067

مصطلحات موضوعية: Statistics and Probability, Series (mathematics), Applied Mathematics, 05 social sciences, High dimensional, Extension (predicate logic), 01 natural sciences, 010104 statistics & probability, Computational Mathematics, Computational Theory and Mathematics, Simulated data, 0502 economics and business, Principal component analysis, Statistics, Two sample, 0101 mathematics, 050205 econometrics, Mathematics, Statistical hypothesis testing

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::dee625cf10ef5dc71e21834c844ef7b6
https://doi.org/10.1016/j.csda.2020.107067