| Publication | Date of Publication | Type |
|---|
Normal approximation when a chaos grade is greater than two
Statistics & Probability Letters | 2022-04-22 | Paper |
Fourth moment bound and stationary Gaussian processes with positive correlation
Journal of the Korean Statistical Society | 2022-04-14 | Paper |
Quantitative fourth moment theorem of functions on the Markov triple and orthogonal polynomials
Journal of Function Spaces | 2021-11-04 | Paper |
The optimal third moment theorem
Journal of the Korean Statistical Society | 2020-05-07 | Paper |
KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION
Korean Journal of Mathematics | 2020-02-21 | Paper |
An Edgeworth expansion for functionals of Gaussian fields and its applications
Stochastic Processes and their Applications | 2018-12-10 | Paper |
Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise
Journal of the Korean Statistical Society | 2018-08-14 | Paper |
Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process
Journal of the Korean Statistical Society | 2017-08-16 | Paper |
Optimal Berry-Esseen bound for statistical estimations and its application to SPDE
Journal of Multivariate Analysis | 2017-02-23 | Paper |
Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application
Journal of the Korean Statistical Society | 2016-11-01 | Paper |
Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion
Statistics & Probability Letters | 2015-12-01 | Paper |
Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications
Journal of the Korean Statistical Society | 2015-11-12 | Paper |
Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation
Journal of the Korean Statistical Society | 2015-07-21 | Paper |
The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds
Journal of the Korean Statistical Society | 2014-09-30 | Paper |
A note on limiting distribution for jumps of Lévy insurance risk model
Journal of the Korean Statistical Society | 2014-09-25 | Paper |
Non-central limit theorem of the weighted power variations of Gaussian processes
Journal of the Korean Statistical Society | 2014-08-11 | Paper |
Comparison of relative efficiency of kernel density estimator with the exponential map
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
Analytical binomial lookback options with double-exponential jumps
Journal of the Korean Statistical Society | 2014-08-04 | Paper |
The survival probability of mortality intensity with jump-diffusion
Journal of the Korean Statistical Society | 2014-07-31 | Paper |
| scientific article; zbMATH DE number 6163349 (Why is no real title available?) | 2013-05-15 | Paper |
Geometric structures arising from kernel density estimation on Riemannian manifolds
Journal of Multivariate Analysis | 2013-01-16 | Paper |
Asymptotic behavior of the kernel density estimator from a geometric viewpoint
Communications in Statistics: Theory and Methods | 2012-11-12 | Paper |
A mathematical modeling for the lookback option with jump-diffusion using binomial tree method
Journal of Computational and Applied Mathematics | 2011-08-02 | Paper |
Stratonovich Calculus with Respect to Fractional Brownian Sheet
Stochastic Analysis and Applications | 2009-10-08 | Paper |
Differentiation formula in Stratonovich version for fractional Brownian sheet
Journal of Mathematical Analysis and Applications | 2009-08-05 | Paper |
Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes
Advances in Applied Probability | 2008-11-13 | Paper |
Various types of stochastic integrals with respect to fractional Brownian sheet and their applications
Journal of Mathematical Analysis and Applications | 2008-03-31 | Paper |
Mean distance of Brownian motion on a Riemannian manifold.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
The Expansion of Mean Distance of Brownian Motion on Riemannian Manifold
Stochastic Analysis and Applications | 2004-02-15 | Paper |
