On Jarque-Bera normality and cusum parameter change tests for BCTT-GARCH models

von Lee, Taewook
Veröffentlicht in Economics letters (2013)

Wild bootstrap Ljung-Box test for cross correlations of multivariate time series

von Lee, Taewook
Veröffentlicht in Economics letters (2016)

Consistency of minimizing a penalized density power divergence estimator for mixing distribution

von Lee, Taewook
Veröffentlicht in Statistical papers (2009)

INTEGRATED JOINT PROBABILISTIC DATA ASSOCIATION AND INTERACTIVE MULTIPLE MODEL FILTER

von Adurthi, Nagavenkat
Veröffentlicht in AIAA SciTech Forum and Exposition (2021 : Online) Guidance, navigation, and control ; Volume 4 of 4 (2021)