서울대학교 통계학과 이학사 (2000)

서울대학교 통계학과 이학박사 (2007)

고려대학교 인간유전체연구소 연구원 (2004)

서울대학교 통계학과 박사후연구원 (2007)

한국외국어대학교 통계학과 전임강사 (2008~2009)

한국외국어대학교 통계학과 조교수 (2009~2013)

한국외국어대학교 통계학과 부교수 (2013~2016)

한국외국어대학교 통계학과 교수 (2016~)

[1] Lee, T and Lee, S (2004) Cusum test for parameter change based on the maximum likelihood estimator. Sequential Analysis 23, 239-256.

[2] Lee, T and Lee, S (2005) Prevalence of insomnia and its relationship to menopausal status in middle-aged Korean women. Psychiatry and Clinical Neurosciences 59, 239-256.

[3] Lee, T and Lee, S (2005) Test for Parameter Change in Linear Processes Based on Whittle's Estimator. Communications in Statistics: Theory and Methods 39, 2129-2141.

[4] Lee, T and Lee, S (2008) Robust Estimation for the Order of Finite Mixture Models. Metrika, 68, 365-390.

[5] Lee, T and Lee, S (2009) Consistency of minimizing a penalized density power divergence estimator for mixing distribution. Statistical Papers, 50, 67-80.

[6] Lee, T and Lee, S (2009) Normal Mixture Quasi Maximum Likelihood Estimator for GARCH models. Scandinavian Journal of Statistics, 36, 157-170.

[7] Lee, T and Lee, S (2010) Robust Estimation for Order of Hidden Markov Models Based on Density Power Divergence. Journal of Statistical Computation and Simulation, 80, 503-512.

[8] Lee, S, Park, S and Lee, T  (2010) A Note on the Jarque-Bera Normality Test for GARCH Innovations. Journal of the Korean Statistical Society, 39, 93-102.

[9] Lee, T and Lee, S (2011) Value-at-risk forecasting based on Gaussian mixture ARMA-GARCH model. Journal of Statistical Computation and Simulation, 81, 1131-1144.

[10] Ha, J and Lee, T (2011) NM-QELE for ARMA-GARCH models with non-Gaussian innovations. Statistics and Probability Letters, 81, 694-703.

[11] Lee, T  (2012) A Note on the Jarque-Bera Normality Test for ARMA-GARCH Innovations. Journal of the Korean Statistical Society, 41, 37-48.

[12] Lee, S and Lee, T (2012) Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameter. Scandinavian Journal of Statistics, 39, 568-589.

[13] Lee, T (2013) On Jarque-Bera normality and cusum parameter change tests for BCTT-GARCH models. Economics Letters, 119, 50-54.

[14] Yoon, Y, Park, C and Lee, T (2013) Penalized regression models with autoregressive error terms. Journal of Statistical Computation and Simulation, 83, 1756-1772.

[15] Kim, M, Lee, T, Noh, J and Baek, C (2014) Quasi-maximum likelihood estimation for multiple volatility shifts. Statistics and Probability Letters, 86, 50-60.

[16] Lee, T, Park, C and Yoon, Y (2014) Bridge estimation for linear regression models with mixing properties. Australian and New Zealand Journal of Statistics, 56, 283-302.

[17] Seo, B and Lee, T (2015) A new algorithm for maximum likelihood estimation in normal scale-mixture generalized autoregressive conditional heteroskedastic models. Journal of Statistical Computation and Simulation, 85, 202-215.

[18] Lee, T, Kim, M and Baek, C (2015) Tests for volatility shifts in GARCH against long-range dependence. Journal of Time Series Analysis, 36, 127-153.