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Publications
9
Citations
402
H-Index
Active since
2003
Affiliations
Seoul National University(Current)
Kyonggi University
Yonsei University
Okyoung Na is an author at Seoul National University specializing in statistics, engineering, and econometrics.
Top concepts
StatisticsEngineeringEconometricsStatistical InferenceBusinessForecastingEstimation TheoryTime Series EconometricsTrend AnalysisProcess Control
Publications per year
2003–2016
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
Monitoring parameter change in time series models
Okyoung Na, Young‐Mi Lee, Sangyeol Lee · Statistical Methods & Applications · 2011 · 37 citations
Parameter Identification, Engineering, Shift Detection +5
Test for parameter change based on the estimator minimizing density-based divergence measures
Sangyeol Lee, Okyoung Na · Annals of the Institute of Statistical Mathematics · 2005 · 22 citations
Parameter Estimation, Density Estimation, Engineering +11
Test for parameter change in stochastic processes based on conditional least-squares estimator
Sangyeol Lee, Okyoung Na · Journal of Multivariate Analysis · 2004 · 21 citations
Conditional Least-squares Estimator, Parameter Identification, Parameter Estimation +9
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