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