The following pages link to Yoon Tae Kim (Q173667):
Displaying 38 items.
- Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application (Q334831) (← links)
- Non-central limit theorem of the weighted power variations of Gaussian processes (Q397204) (← links)
- The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds (Q458122) (← links)
- Stochastic Green's theorem for fractional Brownian sheet and its application (Q459488) (← links)
- Optimal Berry-Esseen bound for statistical estimations and its application to SPDE (Q512025) (← links)
- (Q693396) (redirect page) (← links)
- Dependence of polynomial chaos on random types of forces of KdV equations (Q693397) (← links)
- A representation of solution of stochastic differential equations (Q819670) (← links)
- Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications (Q892884) (← links)
- Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion (Q894595) (← links)
- What does the market price of risk tell us in the single factor interest rate model? (Q955853) (← links)
- Parameter estimation in infinite-dimensional stochastic differential equations (Q1124979) (← links)
- On a criterion of Riemannian distance for singularity and absolute continuity of probability measures. (Q1423201) (← links)
- An Edgeworth expansion for functionals of Gaussian fields and its applications (Q1630657) (← links)
- Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise (Q1657867) (← links)
- Geometric structures arising from kernel density estimation on Riemannian manifolds (Q1931857) (← links)
- Fourth moment bound and stationary Gaussian processes with positive correlation (Q2126029) (← links)
- Normal approximation when a chaos grade is greater than two (Q2128918) (← links)
- The optimal third moment theorem (Q2178182) (← links)
- Quantitative fourth moment theorem of functions on the Markov triple and orthogonal polynomials (Q2240766) (← links)
- Differentiation formula in Stratonovich version for fractional Brownian sheet (Q2272032) (← links)
- Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet (Q2355261) (← links)
- Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation (Q2355273) (← links)
- Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process (Q2398411) (← links)
- Various types of stochastic integrals with respect to fractional Brownian sheet and their applications (Q2480364) (← links)
- A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\) (Q2510035) (← links)
- A note on the differentiation formula in Stratonovich type for fractional Brownian sheet (Q2510700) (← links)
- Wick integration with respect to fractional Brownian sheet (Q2511748) (← links)
- Mean distance of Brownian motion on a Riemannian manifold. (Q2574522) (← links)
- A Wong–Zakai type approximation for two-parameter processes1 (Q3146477) (← links)
- A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals (Q3158178) (← links)
- Stratonovich Calculus with Respect to Fractional Brownian Sheet (Q3182403) (← links)
- An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters (Q3419954) (← links)
- An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet (Q3423722) (← links)
- The Expansion of Mean Distance of Brownian Motion on Riemannian Manifold (Q4450721) (← links)
- KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION (Q5216998) (← links)
- WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE (Q5217504) (← links)
- A geometric approach to singularity for Hilbert space-valued SDEs (Q5930648) (← links)
