Concepedia

Sangyeol Lee

SL

Statistics

Publications

93

Citations

2.8K

H-Index

31

Active since

1992

Affiliations

Seoul National University(Current)

Feng Chia University

Yeungnam University

Sangyeol Lee is an author at Seoul National University specializing in statistics, engineering, and statistical inference.

Top concepts

StatisticsEngineeringBusinessEconometricsStatistical InferenceEstimation TheoryTime Series EconometricsFinanceForecastingEconomics

Publications per year

1992–2022

93

Publications

93

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

The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes

Sangyeol Lee, Siyun Park · Scandinavian Journal of Statistics · 2001 · 105 citations

Scaling Analysis, Engineering, Robust Statistic +12

Prevalence of insomnia and its relationship to menopausal status in middle‐aged Korean women

Chol Shin, Sangyeol Lee, Taewook Lee et al. · Psychiatry and Clinical Neurosciences · 2005 · 98 citations · Full text

Sleep Disorders, Sleep, Middle‐aged Korean Women +13

On the Cusum test for parameter changes in garch(1,1) Models

Soohwa Kim, Sinsup Cho, Sangyeol Lee · Communication in Statistics- Theory and Methods · 2000 · 78 citations

Parameter Change Test for Poisson Autoregressive Models

Jiwon Kang, Sangyeol Lee · Scandinavian Journal of Statistics · 2014 · 74 citations

Infectious Disease Epidemiology, Parameter Identification, Infectious Disease Modelling +12

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