Byoung-Seon Choi

Available identifiers

zbMath Open choi.byoungseonMaRDI QIDQ1380593

List of research outcomes

Publication	Date of Publication	Type
General solutions of the heat equation	2022-08-17	Paper
General solution of the Black-Scholes boundary-value problem	2022-07-01	Paper
Deriving general solutions of the heat-transfer and the Fokker-Planck boundary-value problems through modified separation methods	2022-05-20	Paper
General method to solve the heat equation	2018-11-13	Paper
Emergence of heavy-tailed skew distributions from the heat equation	2018-11-13	Paper
Modeling 2-D AR Processes With Various Regions of Support	2018-06-12	Paper
A fundamental theorem of algebra, spectral factorization, and stability of two-dimensional systems	2017-09-08	Paper
Model identification of a noncausal 2-D ar process using a causal 2-D AR model on the nonsymmetric half-plane	2017-09-08	Paper
On the trivariate joint distribution of Brownian motion and its maximum and minimum	2013-05-13	Paper
Spectral factorization of the autocorrelation sequence of an IIR filter using patterns of three functions	2005-05-20	Paper
Model specification of a noncausal 3-D AR process using a causal 3-D AR model on the nonsymmetric half-space	2003-08-06	Paper
Levinson-Durbin algorithm as a Szegö polynomial recursion	2003-02-06	Paper
THE ASYMPTOTIC JOINT DISTRIBUTION OF THE YULE-WALKER ESTIMATORS OF A CAUSAL MULTIDIMENSIONAL AR PROCESS	2002-07-28	Paper
On the asymptotic distributions of mean, autocovariance, autocorrelation, crossgovariancb and impulse response estimators of a stationary multidimensional random field	2002-07-28	Paper
An order-recursive algorithm to solve the 3-D Yule-Walker equations of causal 3-D AR models	2001-08-09	Paper
On the recursive solution of the normal equations of bilateral multivariate autoregressive models	2001-07-08	Paper
On the symmetric bilateral AR processes	2000-05-08	Paper
https://portal.mardi4nfdi.de/entity/Q4247930	1999-09-07	Paper
Solving 2-d wiener filtering problem using the block cholesky decomposition	1999-06-14	Paper
A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models	1998-03-08	Paper
https://portal.mardi4nfdi.de/entity/Q4851493	1995-11-14	Paper
Multivariate maximum entropy spectrum	1993-12-05	Paper
Two chi-square statistics for determining the orders p and q of an ARMA (p, q) process	1993-11-24	Paper
A derivation of the asymptotic distribution of the partial autocorrelation function of an autoregressive process	1993-10-17	Paper
The asymptotic joint distribution of the correlation determinant estimates of an arma process	1993-10-11	Paper
On the asymptotic distributions of the r and s arrays for identifying an arma process	1993-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q4016860	1993-01-16	Paper
ARMA model identification	1992-09-18	Paper
On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors	1991-01-01	Paper
ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES	1991-01-01	Paper
A time-domain interpretation of the KL spectrum	1991-01-01	Paper
Conditional limit theorems under Markov conditioning	1987-01-01	Paper
An algorithm for solving the extended Yule- Walker equations of an autoregressive moving-average time series (Corresp.)	1986-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Byoung-Seon Choi