Concepedia

Seongryong Na

SN

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Publications

3

Citations

293

H-Index

3

Active since

2003

Affiliations

Seoul National University(Current)

Yonsei University

Seongryong Na is an author at Seoul National University specializing in statistics, engineering, and multivariate stochastic volatility.

Top concepts

StatisticsEngineeringBusinessEconometricsTime Series EconometricsMultivariate Stochastic VolatilityForecastingProbabilityTrend AnalysisVolatility Modeling

Publications per year

2003–2003

3

Publications

3

The Cusum Test for Parameter Change in Time Series Models

Sangyeol Lee, Jeongcheol Ha, Okyoung Na et al. · Scandinavian Journal of Statistics · 2003 · 219 citations

Parameter Identification, Multivariate Stochastic Volatility, Engineering +12

On the cusum of squares test for variance change in nonstationary and nonparametric time series models

Sangyeol Lee, Okyoung Na, Seongryong Na · Annals of the Institute of Statistical Mathematics · 2003 · 41 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +7

A nonparametric test for the change of the density function in strong mixing processes

Sangyeol Lee, Seongryong Na · Statistics & Probability Letters · 2003 · 33 citations

Mixture Distribution, Engineering, Density Estimation +7

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