Kim, Yoon Tae; Park, Hyun Suk Fourth moment bound and stationary Gaussian processes with positive correlation. (English) Zbl 1485.60026 J. Korean Stat. Soc. 51, No. 1, 172-197 (2022). MSC: 60F05 60G15 60H07 PDFBibTeX XMLCite \textit{Y. T. Kim} and \textit{H. S. Park}, J. Korean Stat. Soc. 51, No. 1, 172--197 (2022; Zbl 1485.60026) Full Text: DOI
Kim, Yoon Tae; Park, Hyun Suk The optimal third moment theorem. (English) Zbl 1458.60065 J. Korean Stat. Soc. 48, No. 4, 636-658 (2019). MSC: 60H07 60F25 PDFBibTeX XMLCite \textit{Y. T. Kim} and \textit{H. S. Park}, J. Korean Stat. Soc. 48, No. 4, 636--658 (2019; Zbl 1458.60065) Full Text: DOI
Kim, Yoon Tae; Park, Hyun Suk Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise. (English) Zbl 1393.60059 J. Korean Stat. Soc. 47, No. 3, 364-378 (2018). MSC: 60H07 60F25 PDFBibTeX XMLCite \textit{Y. T. Kim} and \textit{H. S. Park}, J. Korean Stat. Soc. 47, No. 3, 364--378 (2018; Zbl 1393.60059) Full Text: DOI
Kim, Yoon Tae; Park, Hyun Suk Optimal Berry-Esseen bound for an estimator of parameter in the Ornstein-Uhlenbeck process. (English) Zbl 1370.60045 J. Korean Stat. Soc. 46, No. 3, 413-425 (2017). MSC: 60F05 60J60 60H10 60J65 62F12 60H05 60H07 60F25 PDFBibTeX XMLCite \textit{Y. T. Kim} and \textit{H. S. Park}, J. Korean Stat. Soc. 46, No. 3, 413--425 (2017; Zbl 1370.60045) Full Text: DOI
Kim, Yoon Tae; Park, Hyun Suk Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application. (English) Zbl 1351.60069 J. Korean Stat. Soc. 45, No. 4, 544-556 (2016). MSC: 60H07 60F05 60F25 60H15 62F12 60J65 60H05 PDFBibTeX XMLCite \textit{Y. T. Kim} and \textit{H. S. Park}, J. Korean Stat. Soc. 45, No. 4, 544--556 (2016; Zbl 1351.60069) Full Text: DOI
Kim, Yoon Tae; Park, Hyun Suk Kolmogorov distance for the central limit theorems of the Wiener chaos expansion and applications. (English) Zbl 1327.60113 J. Korean Stat. Soc. 44, No. 4, 565-576 (2015). MSC: 60H07 60F25 PDFBibTeX XMLCite \textit{Y. T. Kim} and \textit{H. S. Park}, J. Korean Stat. Soc. 44, No. 4, 565--576 (2015; Zbl 1327.60113) Full Text: DOI
Kim, Yoon Tae; Park, Hyun Suk Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation. (English) Zbl 1319.60142 J. Korean Stat. Soc. 44, No. 2, 312-320 (2015). MSC: 60H15 62M05 60H07 60H05 60H30 PDFBibTeX XMLCite \textit{Y. T. Kim} and \textit{H. S. Park}, J. Korean Stat. Soc. 44, No. 2, 312--320 (2015; Zbl 1319.60142) Full Text: DOI
Kim, Yoon Tae Asymptotic behavior of the weighted cross-variation with respect to fractional Brownian sheet. (English) Zbl 1319.60082 J. Korean Stat. Soc. 44, No. 2, 202-210 (2015). MSC: 60G22 60H07 60H05 60F25 PDFBibTeX XMLCite \textit{Y. T. Kim}, J. Korean Stat. Soc. 44, No. 2, 202--210 (2015; Zbl 1319.60082) Full Text: DOI
Kim, Iltae; Park, Hyun Suk; Kim, Yoon Tae Non-central limit theorem of the weighted power variations of Gaussian processes. (English) Zbl 1306.60063 J. Korean Stat. Soc. 43, No. 2, 215-223 (2014). MSC: 60H07 60F05 60F25 60G15 60G22 PDFBibTeX XMLCite \textit{I. Kim} et al., J. Korean Stat. Soc. 43, No. 2, 215--223 (2014; Zbl 1306.60063) Full Text: DOI
Jeon, Jong Woo; Kim, Yoon Tae Stochastic Green’s theorem for fractional Brownian sheet and its application. (English) Zbl 1296.60182 J. Korean Stat. Soc. 41, No. 2, 225-234 (2012). MSC: 60H40 60G22 PDFBibTeX XMLCite \textit{J. W. Jeon} and \textit{Y. T. Kim}, J. Korean Stat. Soc. 41, No. 2, 225--234 (2012; Zbl 1296.60182) Full Text: DOI
Park, Hyun Suk; Jeon, Jong Woo; Kim, Yoon Tae The central limit theorem for cross-variation related to the standard Brownian sheet and Berry-Esseen bounds. (English) Zbl 1296.60061 J. Korean Stat. Soc. 40, No. 2, 239-244 (2011). MSC: 60F05 60G15 60J65 60H07 PDFBibTeX XMLCite \textit{H. S. Park} et al., J. Korean Stat. Soc. 40, No. 2, 239--244 (2011; Zbl 1296.60061) Full Text: DOI
Kim, Yoon Tae Wick integration with respect to fractional Brownian sheet. (English) Zbl 1294.60078 J. Korean Stat. Soc. 39, No. 4, 523-531 (2010). MSC: 60H05 60H40 60G22 PDFBibTeX XMLCite \textit{Y. T. Kim}, J. Korean Stat. Soc. 39, No. 4, 523--531 (2010; Zbl 1294.60078) Full Text: DOI
Kim, Yoon Tae A note on the differentiation formula in Stratonovich type for fractional Brownian sheet. (English) Zbl 1293.60059 J. Korean Stat. Soc. 38, No. 3, 259-265 (2009). MSC: 60H07 60H05 60G22 60G60 PDFBibTeX XMLCite \textit{Y. T. Kim}, J. Korean Stat. Soc. 38, No. 3, 259--265 (2009; Zbl 1293.60059) Full Text: DOI
Kim, Yoon Tae; Rhee, Joonhee A note on Itō formula for fractional Brownian sheet with Hurst parameters \(H_1,H_2\in(0,1)\). (English) Zbl 1293.60060 J. Korean Stat. Soc. 37, No. 4, 349-354 (2008). MSC: 60H07 60H40 60G18 60G60 PDFBibTeX XMLCite \textit{Y. T. Kim} and \textit{J. Rhee}, J. Korean Stat. Soc. 37, No. 4, 349--354 (2008; Zbl 1293.60060) Full Text: DOI
Rhee, Joonhee; Kim, Yoon Tae What does the market price of risk tell us in the single factor interest rate model? (English) Zbl 1153.91559 J. Korean Stat. Soc. 37, No. 3, 249-257 (2008). MSC: 91B28 60H30 91B24 PDFBibTeX XMLCite \textit{J. Rhee} and \textit{Y. T. Kim}, J. Korean Stat. Soc. 37, No. 3, 249--257 (2008; Zbl 1153.91559) Full Text: DOI