Yoon Tae Kim

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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
WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE	2020-02-24	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
Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet	2015-07-21	Paper
Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation	2015-07-21	Paper
Stochastic Green's theorem for fractional Brownian sheet and its application	2014-10-13	Paper
The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds	2014-09-30	Paper
Non-central limit theorem of the weighted power variations of Gaussian processes	2014-08-11	Paper
Wick integration with respect to fractional Brownian sheet	2014-08-06	Paper
A note on the differentiation formula in Stratonovich type for fractional Brownian sheet	2014-08-01	Paper
A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\)	2014-07-31	Paper
Geometric structures arising from kernel density estimation on Riemannian manifolds	2013-01-16	Paper
Dependence of polynomial chaos on random types of forces of KdV equations	2012-12-07	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
What does the market price of risk tell us in the single factor interest rate model?	2008-11-20	Paper
Various types of stochastic integrals with respect to fractional Brownian sheet and their applications	2008-03-31	Paper
An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet	2007-02-15	Paper
An Itô formula for a fractional Brownian sheet with arbitrary Hurst parameters	2007-02-01	Paper
A representation of solution of stochastic differential equations	2006-03-29	Paper
Mean distance of Brownian motion on a Riemannian manifold.	2005-11-29	Paper
A Wong–Zakai Type Approximation for Multiple Wiener–Stratonovich Integrals	2005-01-20	Paper
The Expansion of Mean Distance of Brownian Motion on Riemannian Manifold	2004-02-15	Paper
On a criterion of Riemannian distance for singularity and absolute continuity of probability measures.	2004-02-14	Paper
A Wong–Zakai type approximation for two-parameter processes1	2003-01-01	Paper
Parameter estimation in infinite-dimensional stochastic differential equations	2002-03-06	Paper
A geometric approach to singularity for Hilbert space-valued SDEs	2001-10-30	Paper

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