Tae Yoon Kim

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Reformulating scale-free network via strong dependency	2023-03-10	Paper
Slow-explosive AR(1) processes converging to random walk	2022-05-18	Paper
Explosive \(\mathrm{AR}(1)\) process with independent but not identically distributed errors	2022-04-27	Paper
A statistical model of neural network learning via the Cramer-Rao lower bound	2022-04-27	Paper
Barely-stationary \(\mathrm{AR}(1)\) sequences near random walk	2022-04-27	Paper
Ambiguity premium and transaction costs	2021-09-16	Paper
Stationarity test based on density approach	2020-06-24	Paper
Interplay between the persistent random walk and the contact inhibition of locomotion leads to collective cell behaviors	2019-09-26	Paper
A kappa distribution with a hydrological application	2019-05-03	Paper
Forecasting Hourly Peak Call Volume for a Rural Electric Cooperative Call Center	2018-10-11	Paper
Using the dependent wild bootstrap for the nonparametric goodness-of-fit test for density functions	2017-01-04	Paper
Central Limit Theorems for ReducedU-Statistics Under Dependence and Their Usefulness	2016-05-02	Paper
Sharp optimality for regression with real-time data	2015-11-12	Paper
Using bimodal kernel for nonparametric regression specification test	2015-10-08	Paper
Central limit theorem for quadratic errors of Nadaraya-Watson regression estimator under dependence	2014-09-30	Paper
On nonparametric variogram estimation	2014-09-26	Paper
Non-stationary quasi-likelihood and asymptotic optimality	2014-08-11	Paper
Large bandwidth asymptotics for Nadaraya-Watson auto-regression estimator	2014-07-31	Paper
The central limit theorem for degenerate variableU-statistics under dependence	2011-12-21	Paper
Central limit theorems for nonparametric estimators with real-time random variables	2011-11-26	Paper
An asymptotic theory for the nugget estimator in spatial models	2010-03-15	Paper
Practically applicable central limit theorem for spatial statistics	2009-11-04	Paper
Using bimodal kernel for inference in nonparametric regression with correlated errors	2009-06-09	Paper
https://portal.mardi4nfdi.de/entity/Q3519179	2008-08-13	Paper
Fisher information matrix for a four-parameter kappa distribution	2008-01-21	Paper
A simple variance estimator in nonparametric regression models with multivariate predictors	2007-07-31	Paper
A Simple Estimator of Error Correlation in Non-parametric Regression Models	2007-05-29	Paper
AI 2005: Advances in Artificial Intelligence	2006-11-14	Paper
Least squares estimation for critical random coefficient first-order autoregressive processes	2006-04-28	Paper
Nonparametric detection of correlated errors	2006-01-24	Paper
On local likelihood density estimation when the bandwidth is large	2006-01-10	Paper
ROBUST REGRESSION SMOOTHING FOR DEPENDENT OBSERVATIONS	2005-12-12	Paper
Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure.	2005-11-29	Paper
Kernel density estimator for strong mixing processes	2005-06-27	Paper
New view on smoothing parameter selector in function estimation	2005-03-30	Paper
Kernel matching scheme for block bootstrap of time series data	2004-11-24	Paper
Local likelihood method: a bridge over parametric and nonparametric regression	2004-06-22	Paper
REGRESSION SMOOTHING PARAMETER SELECTION USING CROSS RESIDUALS SUM	2004-02-04	Paper
Bootstrapping stationary sequences by the Nadaraya-Watson regression estimator	2003-11-02	Paper
Convergence rates for average square errors for kernel smoothing estimators	2002-02-18	Paper
Central limit theorems for quadratic errors of nonparametric estimators	2000-10-11	Paper
On tail probabilities of Kolmogorov-Smirnov statistics based on uniform mixing processes	2000-01-30	Paper
A study on bandwidth selection in density estimation under dependence	1998-09-27	Paper
Asymptotically optimal bandwidth selection rules for the kernel density estimator with dependent observations	1997-12-15	Paper
Uniform strong consistency of kernel density estimators under dependence	1996-06-05	Paper
BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES	1996-03-20	Paper
Moment bounds for non-stationary dependent sequences	1995-07-06	Paper
Asymptotic behaviors of some measures of accuracy in nonparametric curve estimation with dependent observations	1995-07-03	Paper
Moment bounds for mixing random variables useful in nonparametric function estimation	1995-05-23	Paper
A note on moment bounds for strong mixing sequences	1993-05-16	Paper

Research outcomes over time

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