Mihyun Kim

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Person:2078555



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!

PublicationDate of PublicationType
Extremal correlation coefficient for functional data
Biometrika
2026-04-29Paper
Projection-based white noise and goodness-of-fit tests for functional time series
Statistical Inference for Stochastic Processes
2024-11-09Paper
White noise testing for functional time series
Statistics Surveys
2023-05-31Paper
Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations
Journal of Nonparametric Statistics
2023-03-10Paper
Extremal dependence measure for functional data
Journal of Multivariate Analysis
2022-03-01Paper
Consistency of the Hill estimator for time series observed with measurement errors
Journal of Time Series Analysis
2020-05-27Paper
Hill estimator of projections of functional data on principal components
Statistics
2019-06-24Paper
Optimal portfolio selection under stochastic volatility and stochastic interest rates
Journal of the Korea Society for Industrial and Applied Mathematics
2016-01-26Paper


Research outcomes over time


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