Hyun Suk Park

Available identifiers

zbMath Open park.hyun-sukMaRDI QIDQ334830

List of research outcomes

Publication	Date of Publication	Type
Normal approximation when a chaos grade is greater than two	2022-04-22	Paper
Fourth moment bound and stationary Gaussian processes with positive correlation	2022-04-14	Paper
Quantitative fourth moment theorem of functions on the Markov triple and orthogonal polynomials	2021-11-04	Paper
The optimal third moment theorem	2020-05-07	Paper
KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION	2020-02-21	Paper
An Edgeworth expansion for functionals of Gaussian fields and its applications	2018-12-10	Paper
Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise	2018-08-14	Paper
Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process	2017-08-16	Paper
Optimal Berry-Esseen bound for statistical estimations and its application to SPDE	2017-02-23	Paper
Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application	2016-11-01	Paper
Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion	2015-12-01	Paper
Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications	2015-11-12	Paper
Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation	2015-07-21	Paper
The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds	2014-09-30	Paper
A note on limiting distribution for jumps of Lévy insurance risk model	2014-09-25	Paper
Non-central limit theorem of the weighted power variations of Gaussian processes	2014-08-11	Paper
Comparison of relative efficiency of kernel density estimator with the exponential map	2014-08-07	Paper
Analytical binomial lookback options with double-exponential jumps	2014-08-04	Paper
The survival probability of mortality intensity with jump-diffusion	2014-07-31	Paper
https://portal.mardi4nfdi.de/entity/Q4919891	2013-05-15	Paper
Geometric structures arising from kernel density estimation on Riemannian manifolds	2013-01-16	Paper
Asymptotic Behavior of the Kernel Density Estimator from a Geometric Viewpoint	2012-11-12	Paper
A mathematical modeling for the lookback option with jump-diffusion using binomial tree method	2011-08-02	Paper
Stratonovich Calculus with Respect to Fractional Brownian Sheet	2009-10-08	Paper
Differentiation formula in Stratonovich version for fractional Brownian sheet	2009-08-05	Paper
Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes	2008-11-13	Paper
Various types of stochastic integrals with respect to fractional Brownian sheet and their applications	2008-03-31	Paper
Mean distance of Brownian motion on a Riemannian manifold.	2005-11-29	Paper
The Expansion of Mean Distance of Brownian Motion on Riemannian Manifold	2004-02-15	Paper

Research outcomes over time

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