S. Y. Hwang

Available identifiers

zbMath Open hwang.sun-youngMaRDI QIDQ1802319

List of research outcomes

Publication	Date of Publication	Type
Unit root tests and their challenges	2024-05-17	Paper
Reformulating scale-free network via strong dependency	2023-03-10	Paper
On the threshold innovation in quasi-likelihood for conditionally heteroscedastic time series	2022-06-21	Paper
Slow-explosive AR(1) processes converging to random walk	2022-05-18	Paper
Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors	2022-04-27	Paper
Barely-stationary \(\mathrm{AR}(1)\) sequences near random walk	2022-04-27	Paper
Stationarity test based on density approach	2020-06-24	Paper
Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions	2017-01-04	Paper
Central limit theorems for reduced \(U\)-statistics under dependence and their usefulness	2016-05-02	Paper
Using bimodal kernel for nonparametric regression specification test	2015-10-08	Paper
Non-stationary quasi-likelihood and asymptotic optimality	2014-08-11	Paper
Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool	2014-07-02	Paper
https://portal.mardi4nfdi.de/entity/Q4919881	2013-05-15	Paper
A Broad Class of Partially Specified Autoregressions on Multi-Casting Data	2012-08-02	Paper
Asymmetric GARCH processes featuring both threshold effect and bilinear structure	2012-05-18	Paper
Godambe estimating functions and asymptotic optimal inference	2011-07-26	Paper
Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality	2011-05-23	Paper
Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference	2011-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q3580443	2010-08-12	Paper
Practically applicable central limit theorem for spatial statistics	2009-11-04	Paper
Branching Markov processes and related asymptotics	2009-04-21	Paper
A doubly robustified estimating function for ARCH time series models	2008-04-01	Paper
Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation	2006-09-19	Paper
Least squares estimation for critical random coefficient first-order autoregressive processes	2006-04-28	Paper
Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure.	2005-11-29	Paper
Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes	2005-04-21	Paper
New view on smoothing parameter selector in function estimation	2005-03-30	Paper
Kernel matching scheme for block bootstrap of time series data	2004-11-24	Paper
Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity	2002-04-25	Paper
Parameter estimation for generalized random coefficient autoregressive processes	2000-08-21	Paper
Inference for a binary lattice Markov process	1999-01-01	Paper
The local asymptotic normality of a class of generalized random coefficient autoregressive processes	1998-03-08	Paper
https://portal.mardi4nfdi.de/entity/Q4839360	1995-07-17	Paper
Large sample inference for conditional exponential families with applications to nonlinear time series	1994-10-25	Paper
Large sample inference based on multiple observations from nonlinear autoregressive processes	1994-03-27	Paper
Parameter estimation in a regression model with random coefficient autoregressive errors	1993-08-24	Paper
Asymptotic optimal inference for a class of nonlinear time series models	1993-07-21	Paper

Research outcomes over time

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