Hyun Suk Park

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Person:334830

Available identifiers

zbMath Open park.hyun-sukMaRDI QIDQ334830

List of research outcomes





PublicationDate of PublicationType
Normal approximation when a chaos grade is greater than two2022-04-22Paper
Fourth moment bound and stationary Gaussian processes with positive correlation2022-04-14Paper
Quantitative fourth moment theorem of functions on the Markov triple and orthogonal polynomials2021-11-04Paper
The optimal third moment theorem2020-05-07Paper
KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION2020-02-21Paper
An Edgeworth expansion for functionals of Gaussian fields and its applications2018-12-10Paper
Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise2018-08-14Paper
Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process2017-08-16Paper
Optimal Berry-Esseen bound for statistical estimations and its application to SPDE2017-02-23Paper
Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application2016-11-01Paper
Convergence rate of CLT for the estimation of Hurst parameter of fractional Brownian motion2015-12-01Paper
Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications2015-11-12Paper
Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation2015-07-21Paper
The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds2014-09-30Paper
A note on limiting distribution for jumps of Lévy insurance risk model2014-09-25Paper
Non-central limit theorem of the weighted power variations of Gaussian processes2014-08-11Paper
Comparison of relative efficiency of kernel density estimator with the exponential map2014-08-07Paper
Analytical binomial lookback options with double-exponential jumps2014-08-04Paper
The survival probability of mortality intensity with jump-diffusion2014-07-31Paper
https://portal.mardi4nfdi.de/entity/Q49198912013-05-15Paper
Geometric structures arising from kernel density estimation on Riemannian manifolds2013-01-16Paper
Asymptotic Behavior of the Kernel Density Estimator from a Geometric Viewpoint2012-11-12Paper
A mathematical modeling for the lookback option with jump-diffusion using binomial tree method2011-08-02Paper
Stratonovich Calculus with Respect to Fractional Brownian Sheet2009-10-08Paper
Differentiation formula in Stratonovich version for fractional Brownian sheet2009-08-05Paper
Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes2008-11-13Paper
Various types of stochastic integrals with respect to fractional Brownian sheet and their applications2008-03-31Paper
Mean distance of Brownian motion on a Riemannian manifold.2005-11-29Paper
The Expansion of Mean Distance of Brownian Motion on Riemannian Manifold2004-02-15Paper

Research outcomes over time

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