Mihyun Kim

Available identifiers

Publication	Date of Publication	Type
Projection-based white noise and goodness-of-fit tests for functional time series	2024-11-09	Paper
White noise testing for functional time series	2023-05-31	Paper
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations	2023-03-10	Paper
Extremal dependence measure for functional data	2022-03-01	Paper
Consistency of the Hill estimator for time series observed with measurement errors	2020-05-27	Paper
Hill estimator of projections of functional data on principal components	2019-06-24	Paper
Optimal portfolio selection under stochastic volatility and stochastic interest rates	2016-01-26	Paper

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