Minjo Kim

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Risk measurement for conditionally heteroscedastic location-scale time series models with ASTD and AEPD innovations
Journal of Statistical Computation and Simulation
2022-06-22Paper
Bootstrap entropy test for general location-scale time series models with heteroscedasticity
Journal of Statistical Computation and Simulation
2020-04-23Paper
On entropy-based goodness-of-fit test for asymmetric Student-t and exponential power distributions
Journal of Statistical Computation and Simulation
2020-04-22Paper
Nonlinear expectile regression with application to value-at-risk and expected shortfall estimation
Computational Statistics and Data Analysis
2018-08-15Paper


Research outcomes over time


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