| Statistical tests for a single change in mean against long‐range dependence C Baek, V Pipiras Journal of Time Series Analysis 33 (1), 131-151, 2012 | 28 | 2012 |
| ARMA Cholesky factor models for the covariance matrix of linear models K Lee, C Baek, MJ Daniels Computational statistics & data analysis 115, 267-280, 2017 | 21 | 2017 |
| On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation C Baek, V Pipiras | 19 | 2014 |
| Periodic dynamic factor models: estimation approaches and applications C Baek, RA Davis, V Pipiras | 16 | 2018 |
| Sparse seasonal and periodic vector autoregressive modeling C Baek, RA Davis, V Pipiras Computational statistics & data analysis 106, 103-126, 2017 | 13 | 2017 |
| Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity C Baek, S Kechagias, V Pipiras Journal of Statistical Planning and Inference 205, 245-268, 2020 | 12 | 2020 |
| Second order properties of distribution tails and estimation of tail exponents in random difference equations C Baek, V Pipiras, H Wendt, P Abry Extremes 12, 361-400, 2009 | 11 | 2009 |
| Sparse vector heterogeneous autoregressive modeling for realized volatility C Baek, M Park Journal of the Korean Statistical Society 50 (2), 495-510, 2021 | 10 | 2021 |
| Factor-augmented HAR model improves realized volatility forecasting D Kim, C Baek Applied Economics Letters 27 (12), 1002-1009, 2020 | 10 | 2020 |
| Tests for Volatility Shifts in Garch Against Long‐Range Dependence T Lee, M Kim, C Baek Journal of Time Series Analysis 36 (2), 127-153, 2015 | 10 | 2015 |
| On multivariate GARCH model selection based on risk management SR Park, C Baek Journal of the Korean Data and Information Science Society 25 (6), 1333-1343, 2014 | 10 | 2014 |
| Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known C Baek, V Pipiras Journal of Statistical Planning and Inference 140 (7), 1957-1967, 2010 | 10 | 2010 |
| Two sample tests for high-dimensional autocovariances C Baek, KM Gates, B Leinwand, V Pipiras Computational statistics & data analysis 153, 107067, 2021 | 9 | 2021 |
| On integral representations of operator fractional Brownian fields C Baek, G Didier, V Pipiras Statistics & Probability Letters 92, 190-198, 2014 | 9 | 2014 |
| Semiparametric, parametric, and possibly sparse models for multivariate long-range dependence C Baek, S Kechagias, V Pipiras Wavelets and Sparsity XVII 10394, 366-379, 2017 | 8 | 2017 |
| Detecting structural breaks in realized volatility J Song, C Baek Computational statistics & data analysis 134, 58-75, 2019 | 7 | 2019 |
| Time Series Modelling of Air Quality in Korea: Long Range Dependence or Changes in Mean? C Baek The Korean Journal of Applied Statistics 26 (6), 987-998, 2013 | 7 | 2013 |
| Long range dependence, unbalanced Haar wavelet transformation and changes in local mean level C Baek, V Pipiras International Journal of Wavelets, Multiresolution and Information …, 2009 | 7 | 2009 |
| Can Markov switching model generate long memory? C Baek, N Fortuna, V Pipiras Economics letters 124 (1), 117-121, 2014 | 6 | 2014 |
| Block wild bootstrap-based CUSUM tests robust to high persistence and misspecification T Lee, C Baek Computational Statistics & Data Analysis 150, 106996, 2020 | 5 | 2020 |
Vladas PipirasProfessor of Statistics and Operations Research, University of North CarolinaVerified email at email.unc.edu
