• Communications for Statistical Applications and Methods
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• v.18 no.1
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• pp.71-77
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• 2011

In this paper, asymptotic results are investigated when a parametric transformation is applied to ARMA models. The conditions are determined to ensure the strong consistency and the asymptotic normality of maximum likelihood estimators and the correct coverage probability of the forecast interval obtained by the transformation and backtransformation approach.

• Honam Mathematical Journal
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• v.27 no.3
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• pp.505-513
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• 2005

The aim of this paper is to establish a functional central limit theorem for multivariate moving average process generated by negatively associated random vectors under the finite second moments.

• Bulletin of the Korean Mathematical Society
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• v.59 no.1
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• pp.241-263
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• 2022

We consider a nonlinear Schrödinger equation with critical frequency, (P_𝜀) : 𝜀²∆v(x) - V(x)v(x) + |v(x)|^p-1v(x) = 0, x ∈ ℝ^N, and v(x) → 0 as |x| → +∞, for the infinite case as described by Byeon and Wang. Critical means that 0 ≤ V ∈ C(ℝ^N) verifies Ƶ = {V = 0} ≠ ∅. Infinite means that Ƶ = {x₀} and that, grossly speaking, the potential V decays at an exponential rate as x → x₀. For the semiclassical limit, 𝜀 → 0, the infinite case has a characteristic limit problem, (P_inf) : ∆u(x)-P(x)u(x) + |u(x)|^p-1u(x) = 0, x ∈ Ω, with u(x) = 0 as x ∈ Ω, where Ω ⊆ ℝ^N is a smooth bounded strictly star-shaped region related to the potential V. We prove the existence of an infinite number of solutions for both the original and the limit problem via a Ljusternik-Schnirelman scheme for even functionals. Fixed a topological level k we show that v_k,𝜀, a solution of (P_𝜀), subconverges, up to a scaling, to a corresponding solution of (P_inf ), and that v_k,𝜀 exponentially decays out of Ω. Finally, uniform estimates on ∂Ω for scaled solutions of (P_𝜀) are obtained.

• Communications of the Korean Mathematical Society
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• v.20 no.3
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• pp.579-588
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• 2005

In this paper we study the asymptotics for the energy density in the self-dual Chern-Simons CP(1) model. When the sequence of corresponding multivortex solutions converges to the topological limit, we show that the field configurations saturating the energy bound converges to the limit function. Also, we show that the energy density tends to be concentrated at the vortices and antivortices as the Chern-Simons coupling constant $\kappa$ goes to zero.

• Communications for Statistical Applications and Methods
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• v.23 no.5
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• pp.411-421
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• 2016

Large frequency limiting distributions of two errors in realized covariance are investigated under noisy and non-synchronous high frequency sampling situations. The first distribution characterizes increased variance of the realized covariance due to noise for large frequency and the second distribution characterizes decreased variance of the realized covariance due to discretization for large frequency. The distribution of the combined error enables us to determine the sampling frequency which depends on a nuisance parameter. A consistent estimator of the nuisance parameter is proposed.

• Journal of the Korean Statistical Society
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• v.23 no.1
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• pp.1-12
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• 1994

We consider the markov process ${X_n}$ on R which is genereated by $X_{n+1} = f(X_n) + \epsilon_{n+1}$. Sufficient conditions for irreducibility and geometric ergodicity are obtained for such Markov processes. In additions, when ${X_n}$ is geometrically ergodic, the functional central limit theorem is proved for every bounded functions on R.

• Proceedings of the Korean Statistical Society Conference
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• 2002.11a
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• pp.103-108
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• 2002

We consider an estimation of discontinuous variance function in nonparametric heteroscedastic random design regression model. We first propose estimators of a change point and jump size in variance function and then construct an estimator of entire variance function. We examine the rates of convergence of these estimators and give results on their asymptotics. Numerical work reveals that the effectiveness of change point analysis in variance function estimation is quite significant.

• Journal of the korean Society of Automotive Engineers
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• v.11 no.3
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• pp.37-48
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• 1989

The effects of burnt gas mixing, which can be caused by turbulent eddy mixing, on the interaction and extinction characteristics of premixed flames are analyzed using large activation energy asymptotics adopting counterflow as a model problem. The results show that the burnt gas mixing, preferential diffusion and heat loss affect the fuel consumption rate, flame temperature and the oxidizer concentration at the flame which influence the flame behavior and the extinction characteristics.

• Bulletin of the Korean Mathematical Society
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• v.40 no.4
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• pp.663-669
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• 2003

This paper investigates the tail asymptotic behavior of the severity of ruin (the deficit at ruin) in the renewal model. Under the assumption that the tail probability of the claimsize is dominatedly varying, a uniform asymptotic formula for the tail probability of the deficit at ruin is obtained.

• Journal of Integrative Natural Science
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• v.6 no.3
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• pp.181-182
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• 2013

In this note, we are concerned with a class of semi-linear elliptic pdes with exponential nonlinearity in a bounded domain. Here, the nonlinearity is more or less growing exponentially with power p. We consider the problem under two types of Dirichlet boundary condition. We give existence and non-existence of solutions for those problems and some asymptotics.