• The Transactions of The Korean Institute of Electrical Engineers
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• v.65 no.12
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• pp.2177-2182
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• 2016

Using the existing exact but quite complicated symbol error rate (SER) expressions for M-ary phase shift keying (M-PSK) and M-ary differential phase shift keying (M-DPSK), we derive effective and concise closed-form asymptotic SER formulas especially in Rician-Nakagami fading channels. The derived formulas can be utilized to efficiently verify the achievable error rate performances of M-PSK and M-DPSK systems for the Rician-Nakagami fading environments. In addition, by exploiting the modulation gains directly obtained from the asymptotic SER formulas, we also theoretically demonstrate that M-DPSK suffers an asymptotic SER performance loss of 3.01dB with respect to M-PSK for a given M in Rician-Nakagami fading channels at high signal-to-noise ratio (SNR).

• The Journal of Korean Institute of Communications and Information Sciences
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• v.32 no.2C
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• pp.150-159
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• 2007

In Part 1 of this paper, the test statistics are obtained for detecting weak known signals in observations corrupted by multiplicative and first-order Markov additive noise. In this second part, the asymptotic and finite sample-size performance of several detectors are obtained and compared based on the test statistics. From the performance comparisons, it is confirmed that the dependence among interference components need to be taken into account to maintain the detection performance.

• The Korean Journal of Applied Statistics
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• v.11 no.2
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• pp.351-362
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• 1998

In this paper, a test of fit for Weibull distribution on the estimated Kullback-Leibler information is proposed. The test uses the Vasicek entropy estimates, so to compute it a window size m must first be fried, and then is obtained critical values computed by Monte Carlo simulations. The power of the proposed test under various alternatives is compares with that of ocher famous tests. The use of the test is shown in an illustrative example.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.39B no.11
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• pp.803-809
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• 2014

In this paper, we investigate physical layer security in a cooperative cognitive radio networks (CRN) with a relay selection in the presence of a primary user and an eavesdropper. To protect the CRN from wiretapping by the eavesdropper, we propose employing an opportunistic relay selection scheme and multiple antennas at the destination that work based on the availability of channel state information at the receivers. Under these configurations, we derive an exact closed-form expression for the secrecy outage probability of the CRN, and also derive an asymptotic probability. Numerical results will be presented to verify the analysis.

• The Korean Journal of Financial Studies
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• v.14 no.1
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• pp.119-158
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• 2008

본 연구에서는 복합금융그룹의 부실위험을 그룹전체기반 측도로 측정하는 방법론을 비교하고 국내 복합금융그룹의 자료를 이용하여 실증분석한다. Joint Forum(2001a) 방법은 연결기준을 사용하여 그룹내 자본의 중복요소들을 상계한 후 필요자본 대비 자기자본비율을 구한다. 신BIS 규제자본 방법은 Vasicek(1987)의 점근적 단일위험 모형을 가정하여 자산의 전체기반 위험을 측정하고 연결기준을 사용하여 자본의 중복계상을 배제하여 측정한다. 개별 경제적 자본 방법은 개별 경제적 위험을 수준별로 합산하여 전체기반 경제적 자본을 빌딩블록 방식으로 합산한다. 경제적 자본 방법은 위험 측정시 겪게 되는 극단적 손실 문제와 결합분포의 비대칭성을 반영할 수 있는 방법을 측정시 포함시킬 수 있다. 국내 복합금융그룹의 자료를 이용하여 실증분석을 한 결과, 첫째, 개별 재무지표에서 복합금융그룹 소속회사들의 ROA, ROA 변동성 그리고 총자산 대비 자기자본비율이 우량한 것으로 나타났다. 특히 가장 비중이 큰 은행산업에서 위 개별 재무지표는 복합금융그룹 소속회사에서 우량하게 나타난다. 둘째, 그룹전체기반 위험자본 측도로서 필요자본 대비 자기자본 비율과 연결기준 BIS비율을 살펴본 결과 은행계열 금융그룹의 부실위험이 낮은 것으로 판단된다. 전체적으로 국내 복합금융그룹의 부실위험은 높지 않은 것으로 판단된다. 이상의 결과를 바탕으로 복합금융그룹에 대한 리스크상시감시방안에의 시사점을 살펴보면, 첫째, 복합금융그룹 소속 금융회사에 대한 리스크 평가시 그룹전체기반 부실위험평가를 반영하여 이를 측정할 필요가 있다. 둘째, 권역별로 통일된 리스크감시를 위해 권역별 자기자본규제의 형평성을 제고할 필요가 있다.

• The Journal of Korean Institute of Electromagnetic Engineering and Science
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• v.20 no.1
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• pp.100-106
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• 2009

This paper deals with an estimation problem of the gain and phase imbalances between the in-phase and quadrature components in the quadrature receivers which are widely used in wireless communications. It is shown that the estimates derived from the suggested auto-calibration algorithm is asymptotically minimum-variance unbiased as a function of the sampling time. In order to show this characteristic, the probability density functions of the estimates for the gain and phase imbalances are derived first. Then the mean and variance functions are investigated analytically or numerically based on the density functions.

• The Korean Journal of Applied Statistics
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• v.36 no.6
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• pp.529-545
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• 2023

This paper introduces the Banded-VHAR model suitable for high-dimensional long-memory time series with band structure. The Banded-VHAR model has nonignorable correlations only with adjacent dimensions due to data features, for example, geographical information. Row-wise estimation method is adapted for fast computation. Also, two estimation methods, namely BIC and ratio methods, are proposed to estimate the width of band. We demonstrate asymptotic consistency of our proposed estimation methods through simulation study. Real data applications to pm2.5 and apartment trading volume substantiate that our Banded-VHAR model outperforms traditional sparse VHAR model in forecasting and easy to interpret model coefficients.

• The Korean Journal of Applied Statistics
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• v.24 no.2
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• pp.253-268
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• 2011

In this paper, we estimate systematic risk from credit migration (or transition) matrices under "Asymptotic Single Risk Factor" model. We analyzed transition matrices issued by KR(Korea Ratings) and concluded that systematic risk implied on credit migration somewhat coincide with the real economic cycle. Especially, we found that systematic risk implied on credit migration is better than that implied on the default rate. We also emphasize how to conduct a stress test using systematic risk extracted from transition migration. We argue that the proposed method in this paper is better than the usual method that is only considered for the conditional probability of default(PD). We found that the expected loss critically increased when we explicitly consider the change of credit quality in a given portfolio, compared to the method considering only PD.

• Journal of the Institute of Electronics Engineers of Korea TC
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• v.44 no.4
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• pp.10-16
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• 2007

This paper analyzes the output signal-to-interference-plus-noise ratio (SINR) for a multiple-input-multiple-output (MIMO) multicarrier code division multiple access (MC-CDMA) system with minium mean square error receivers. A previous work of a single antenna MC-CDMA system cannot directly applied to a MIMO MC-CDMA system because some assumptions for single antenna do not match the case of multiple antenna. Therefore this paper expands the concept of freeness to MIMO system by using the Marcenko Pastur law. The analysis shows that the output SINR asymptotically converges to a deterministic value and finds the value on the assumption of freeness. From the analysis, it is easy to calculate bit error rate and the calculation is verified by simulations.

• Geotechnical Engineering
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• v.12 no.6
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• pp.87-100
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• 1996

This paper verifies the accuracy and efficiency of the implicit stress integration algorithm for an anisotropic hardening constitutive model developed in a companion paper[Oh & Lee (1996)3. Simulation of undrained triaxial test results shows the accuracy of the method through an error estimation, and analyses of accuracy and convergence were performed for a numerical excavation problem. As a result, the stress was accurately integrated by the algorithm and the nonlinear solution was converged to be asymptotically quadratic. Furthermore nonlinear FE analysis of a real excavation problem was by performed considering the initial soil conditions and the in-situ construction sequences. The displacements of wall induced by excavation were more accurately estimated by the anisotropic hardening model than by the Cam-clay model.