ByoungSeon Choi

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Person:1380593

Available identifiers

zbMath Open choi.byoungseonMaRDI QIDQ1380593

List of research outcomes





PublicationDate of PublicationType
General solutions of the heat equation2022-08-17Paper
General solution of the Black-Scholes boundary-value problem2022-07-01Paper
Deriving general solutions of the heat-transfer and the Fokker-Planck boundary-value problems through modified separation methods2022-05-20Paper
General method to solve the heat equation2018-11-13Paper
Emergence of heavy-tailed skew distributions from the heat equation2018-11-13Paper
Modeling 2-D AR Processes With Various Regions of Support2018-06-12Paper
Model identification of a noncausal 2-D ar process using a causal 2-D AR model on the nonsymmetric half-plane2017-09-08Paper
A fundamental theorem of algebra, spectral factorization, and stability of two-dimensional systems2017-09-08Paper
On the trivariate joint distribution of Brownian motion and its maximum and minimum2013-05-13Paper
Spectral factorization of the autocorrelation sequence of an IIR filter using patterns of three functions2005-05-20Paper
Model specification of a noncausal 3-D AR process using a causal 3-D AR model on the nonsymmetric half-space2003-08-06Paper
Levinson-Durbin algorithm as a Szegö polynomial recursion2003-02-06Paper
THE ASYMPTOTIC JOINT DISTRIBUTION OF THE YULE-WALKER ESTIMATORS OF A CAUSAL MULTIDIMENSIONAL AR PROCESS2002-07-28Paper
On the asymptotic distributions of mean, autocovariance, autocorrelation, crossgovariancb and impulse response estimators of a stationary multidimensional random field2002-07-28Paper
An order-recursive algorithm to solve the 3-D Yule-Walker equations of causal 3-D AR models2001-08-09Paper
On the recursive solution of the normal equations of bilateral multivariate autoregressive models2001-07-08Paper
On the symmetric bilateral AR processes2000-05-08Paper
https://portal.mardi4nfdi.de/entity/Q42479301999-09-07Paper
Solving 2-d wiener filtering problem using the block cholesky decomposition1999-06-14Paper
A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models1998-03-08Paper
https://portal.mardi4nfdi.de/entity/Q48514931995-11-14Paper
Multivariate maximum entropy spectrum1993-12-05Paper
Two chi-square statistics for determining the orders p and q of an ARMA (p, q) process1993-11-24Paper
A derivation of the asymptotic distribution of the partial autocorrelation function of an autoregressive process1993-10-17Paper
The asymptotic joint distribution of the correlation determinant estimates of an arma process1993-10-11Paper
On the asymptotic distributions of the r and s arrays for identifying an arma process1993-10-11Paper
https://portal.mardi4nfdi.de/entity/Q40168601993-01-16Paper
ARMA model identification1992-09-18Paper
On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors1991-01-01Paper
ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES1991-01-01Paper
A time-domain interpretation of the KL spectrum1991-01-01Paper
Conditional limit theorems under Markov conditioning1987-01-01Paper
An algorithm for solving the extended Yule- Walker equations of an autoregressive moving-average time series (Corresp.)1986-01-01Paper

Research outcomes over time

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