Changryong Baek
AuthID: R-006-EGV
1
TITLE: Can Markov switching model generate long memory? Full Text
AUTHORS: Changryong Baek; Natercia Fortuna ; Vladas Pipiras;
PUBLISHED: 2014, SOURCE: ECONOMICS LETTERS, VOLUME: 124, ISSUE: 1
AUTHORS: Changryong Baek; Natercia Fortuna ; Vladas Pipiras;
PUBLISHED: 2014, SOURCE: ECONOMICS LETTERS, VOLUME: 124, ISSUE: 1
2
TITLE: Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known Full Text
AUTHORS: Changryong Baek; Vladas Pipiras;
PUBLISHED: 2010, SOURCE: JOURNAL OF STATISTICAL PLANNING AND INFERENCE, VOLUME: 140, ISSUE: 7
AUTHORS: Changryong Baek; Vladas Pipiras;
PUBLISHED: 2010, SOURCE: JOURNAL OF STATISTICAL PLANNING AND INFERENCE, VOLUME: 140, ISSUE: 7