Junmo Song

Junmo Song

Kyungpook National University - Daegu / South Korea
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 4563997
경북대학교
person_outline Junmo Song's MOST POPULAR ARTICLES
1-) Test for parameter change in ARMA models with GARCH innovations Statistics & Probability Letters 78 (13), 1990-1998, 2008
2-) Parameter change tests for ARMA-GARCH models Computational Statistics & Data Analysis 121, 41-56, 2018
3-) Test for parameter change in discretely observed diffusion processes Statistical Inference for Stochastic Processes 12 (2), 165-183, 2009
4-) Minimum density power divergence estimator for GARCH models TEST 18 (2), 316-341, 2009
5-) 계절형 ARIMA-Intervention 모형을 이용한 여행목적 별 제주 관광객 수 예측에 관한 연구 Journal of the Korean Data & Information Science Society 27 (3), 725-732, 2016