1991.08
University of Maryland, Dept. of Mathematics, Statistics Major, Ph.d.
1986.02
Seoul National University, Department of Computer Science & Statistics, B.S.
2003-present
Associate Editor of Sequential Analysis
2006-present
Associate Editor of Annals of Institute of Statistical Mathematics
2006-present
Associate Editor of Asia-Pacific Financial Markets
2006-present
Associate Editor of Journal of Korean Statistical Society
2014-present
Associate Editor of Computational Statistics
2014-2020
Associate Editor of Statistica Sinica
2017-present
Associate Editor of Thailand Statistician
2020-present
Associate Editor of Journal of Risk and Financial Management
Sequential estimation for the autocorrelations of linear processes
S Lee
-Annals of Statistics, 24 2233-2249 1996
On residual empirical process of stochastic regression models with applications to time series
S Lee, CZ Wei
-Annals of Statistics, 27 237-261 1999
Sequential point estimation of parameters in a threshold AR(1) model
S Lee, TN Sriram
-Stochastic Processes and their Applications, 84 343-355 1999
The cusum test for parameter change in time series models.
S Lee, J Ha, O Na, S Na
-Scandinavian Journal of Statistics, 30 781-796 2003
Asymptotic theory for ARCH models: LAN and residual empirical process.
S Lee, M Taniguchi
-Statistica Sinica, 15 215-234 2005
Test for parameter change in diffusion processes by cusum statistics based on one-step estimators
S Lee, Y Nishiyama, N Yosida
-Annals of Institute of Statistical Mathematics, 58 211-222 2006
Test for tail index change in stationary time series with Pareto type marginal distribution
M Kim, S Lee
-Bernoulli, 15 325-356 2009
Quantile regression estimator for GARCH models
S Lee, J Noh
-Scandinavian Journal of Statistics, 40 2-20 2013
Bayesian causality test for integer-valued time series models with applications to climate and crime data
CWS Chen, S Lee
-Journal of Royal Statistical Society C, 66 797-814 2017
Hybrid change point detection for time series via support vector
regression and CUSUM method
S Lee, S Lee, M Moon
-Applied Soft Computing, 89 106101 2020
Monitoring procedures for strict stationarity based on the multivariate characteristic function.
S Lee, M Simos, MC Pretorius
-Journal of Multivariate Analysis, 189 104892 2022
Korean Academical Gallup Award
2024.09
CNS Excellent Lecture Award
