| Publication | Date of Publication | Type |
|---|
Unit root tests and their challenges
Communications in Statistics. Theory and Methods | 2024-05-17 | Paper |
Reformulating scale-free network via strong dependency
Journal of Complex Networks | 2023-03-10 | Paper |
Slow-explosive AR(1) processes converging to random walk
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
A statistical model of neural network learning via the Cramer-Rao lower bound
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
Barely-stationary \(\mathrm{AR}(1)\) sequences near random walk
Journal of the Korean Statistical Society | 2022-04-27 | Paper |
Ambiguity premium and transaction costs
Economics Letters | 2021-09-16 | Paper |
Stationarity test based on density approach
Journal of Nonparametric Statistics | 2020-06-24 | Paper |
Interplay between the persistent random walk and the contact inhibition of locomotion leads to collective cell behaviors
Bulletin of Mathematical Biology | 2019-09-26 | Paper |
A kappa distribution with a hydrological application
Stochastic Environmental Research and Risk Assessment | 2019-05-03 | Paper |
Forecasting hourly peak call volume for a rural electric cooperative call center
Journal of Forecasting | 2018-10-11 | Paper |
Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions
Statistics | 2017-01-04 | Paper |
Central limit theorems for reduced \(U\)-statistics under dependence and their usefulness
Australian & New Zealand Journal of Statistics | 2016-05-02 | Paper |
Sharp optimality for regression with real-time data
Journal of the Korean Statistical Society | 2015-11-12 | Paper |
Using a bimodal kernel for a nonparametric regression specification test
STATISTICA SINICA | 2015-10-08 | Paper |
Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence
Journal of the Korean Statistical Society | 2014-09-30 | Paper |
On nonparametric variogram estimation
Journal of the Korean Statistical Society | 2014-09-26 | Paper |
Non-stationary quasi-likelihood and asymptotic optimality
Journal of the Korean Statistical Society | 2014-08-11 | Paper |
Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator
Journal of the Korean Statistical Society | 2014-07-31 | Paper |
The central limit theorem for degenerate variable \(U\)-statistics under dependence
Journal of Nonparametric Statistics | 2011-12-21 | Paper |
Central limit theorems for nonparametric estimators with real-time random variables
Journal of Time Series Analysis | 2011-11-26 | Paper |
An asymptotic theory for the nugget estimator in spatial models
Journal of Nonparametric Statistics | 2010-03-15 | Paper |
Practically applicable central limit theorem for spatial statistics
Mathematical Geosciences | 2009-11-04 | Paper |
Using bimodal kernel for inference in nonparametric regression with correlated errors
Journal of Multivariate Analysis | 2009-06-09 | Paper |
Various central limit theorem simulators with Microsoft Excel
| 2008-08-13 | Paper |
Fisher information matrix for a four-parameter kappa distribution
Statistics & Probability Letters | 2008-01-21 | Paper |
A simple variance estimator in nonparametric regression models with multivariate predictors
Journal of the Korean Statistical Society | 2007-07-31 | Paper |
A Simple Estimator of Error Correlation in Non-parametric Regression Models
Scandinavian Journal of Statistics | 2007-05-29 | Paper |
AI 2005: Advances in Artificial Intelligence
Lecture Notes in Computer Science | 2006-11-14 | Paper |
Least squares estimation for critical random coefficient first-order autoregressive processes
Statistics & Probability Letters | 2006-04-28 | Paper |
Nonparametric detection of correlated errors
Biometrika | 2006-01-24 | Paper |
On local likelihood density estimation when the bandwidth is large
Journal of Statistical Planning and Inference | 2006-01-10 | Paper |
ROBUST REGRESSION SMOOTHING FOR DEPENDENT OBSERVATIONS
Communications of the Korean Mathematical Society | 2005-12-12 | Paper |
Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Kernel density estimator for strong mixing processes
Journal of Statistical Planning and Inference | 2005-06-27 | Paper |
New view on smoothing parameter selector in function estimation
Journal of Statistical Computation and Simulation | 2005-03-30 | Paper |
Kernel matching scheme for block bootstrap of time series data
Journal of Time Series Analysis | 2004-11-24 | Paper |
Local likelihood method: a bridge over parametric and nonparametric regression
Journal of Nonparametric Statistics | 2004-06-22 | Paper |
REGRESSION SMOOTHING PARAMETER SELECTION USING CROSS RESIDUALS SUM
Communications in Statistics: Theory and Methods | 2004-02-04 | Paper |
Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator
Journal of Nonparametric Statistics | 2003-11-02 | Paper |
Convergence rates for average square errors for kernel smoothing estimators
Journal of Nonparametric Statistics | 2002-02-18 | Paper |
Central limit theorems for quadratic errors of nonparametric estimators
Journal of Statistical Planning and Inference | 2000-10-11 | Paper |
On tail probabilities of Kolmogorov-Smirnov statistics based on uniform mixing processes
Statistics & Probability Letters | 2000-01-30 | Paper |
A study on bandwidth selection in density estimation under dependence
Journal of Multivariate Analysis | 1998-09-27 | Paper |
Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations
Journal of Statistical Planning and Inference | 1997-12-15 | Paper |
Uniform strong consistency of kernel density estimators under dependence
Statistics & Probability Letters | 1996-06-05 | Paper |
BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES
Journal of Time Series Analysis | 1996-03-20 | Paper |
Moment bounds for non-stationary dependent sequences
Journal of Applied Probability | 1995-07-06 | Paper |
Asymptotic behaviors of some measures of accuracy in nonparametric curve estimation with dependent observations
Journal of Multivariate Analysis | 1995-07-03 | Paper |
Moment bounds for mixing random variables useful in nonparametric function estimation
Stochastic Processes and their Applications | 1995-05-23 | Paper |
A note on moment bounds for strong mixing sequences
Statistics & Probability Letters | 1993-05-16 | Paper |
