Moosup Kim

Available identifiers

zbMath Open kim.moosupMaRDI QIDQ263251

List of research outcomes

Publication	Date of Publication	Type
Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data	2022-10-06	Paper
Test for tail index constancy of GARCH innovations based on conditional volatility	2019-08-13	Paper
Estimation of the tail exponent of multivariate regular variation	2017-11-16	Paper
On the tail index inference for heavy-tailed GARCH-type innovations	2016-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q5255141	2015-06-12	Paper
Tests for Volatility Shifts in Garch Against Long‐Range Dependence	2015-03-09	Paper
Change point test for tail index of scale-shifted processes	2015-01-22	Paper
Change point test of tail index for autoregressive processes	2014-09-26	Paper
Quasi-maximum likelihood estimation for multiple volatility shifts	2014-06-05	Paper
Change point test for tail index for dependent data	2011-11-30	Paper
Test for tail index change in stationary time series with Pareto-type marginal distribution	2010-11-15	Paper
Estimation of a tail index based on minimum density power divergence	2008-11-27	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Moosup Kim