Moosup Kim

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!

Publication	Date of Publication	Type
Maximum likelihood estimation of elliptical tail Journal of Multivariate Analysis	2025-01-03	Paper
Maximum composite likelihood estimation for spatial extremes models of Brown-Resnick type with application to precipitation data Scandinavian Journal of Statistics	2022-10-06	Paper
Test for tail index constancy of GARCH innovations based on conditional volatility Annals of the Institute of Statistical Mathematics	2019-08-13	Paper
Estimation of the tail exponent of multivariate regular variation Annals of the Institute of Statistical Mathematics	2017-11-16	Paper
On the tail index inference for heavy-tailed GARCH-type innovations Annals of the Institute of Statistical Mathematics	2016-04-04	Paper
On the maximum likelihood estimator for irregularly observed time series data from COGARCH(1,1) models	2015-06-12	Paper
Tests for volatility shifts in GARCH against long-range dependence Journal of Time Series Analysis	2015-03-09	Paper
Change point test for tail index of scale-shifted processes Statistics & Risk Modeling	2015-01-22	Paper
Change point test of tail index for autoregressive processes Journal of the Korean Statistical Society	2014-09-26	Paper
Quasi-maximum likelihood estimation for multiple volatility shifts Statistics & Probability Letters	2014-06-05	Paper
Change point test for tail index for dependent data Metrika	2011-11-30	Paper
Test for tail index change in stationary time series with Pareto-type marginal distribution Bernoulli	2010-11-15	Paper
Estimation of a tail index based on minimum density power divergence Journal of Multivariate Analysis	2008-11-27	Paper

Research outcomes over time

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