• Journal of the Korean Data and Information Science Society
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• v.11 no.2
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• pp.327-334
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• 2000

Suppose that there is a population of hidden objects of which the total number N is unknown. From such data, we derive some properties of the limiting processes of stopping time in estimating a population size.

• Journal of the Korean Statistical Society
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• v.22 no.1
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• pp.125-132
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• 1993

Large sample test of homogeneity for a panel of more than two seasonal autoregressive processes is derived and its limiting distribution is found. Detailed results are shown for the important special case that the seasonal and nonseasonal autoregressive components are both of order one.

• Journal of the Korean Mathematical Society
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• v.47 no.6
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• pp.1137-1146
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• 2010

In this paper, we study the divergence based goodness of fit test for partially observed sample from diffusion processes. In order to derive the limiting distribution of the test, we study the asymptotic behavior of the residual empirical process based on the observed sample. It is shown that the residual empirical process converges weakly to a Brownian bridge and the associated phi-divergence test has a chi-square limiting null distribution.

• Bulletin of the Korean Mathematical Society
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• v.54 no.2
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• pp.573-581
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• 2017

Reflected Ornstein-Uhlenbeck process is a process that returns continuously and immediately to the interior of the state space when it attains a certain boundary. In this work, we are concerned with the study of asymptotic behaviours of parametric estimation for ergodic reflected Ornstein-Uhlenbeck processes with two-sided barriers. Moreover, we also focus on the relations between regulators and the local time process.

• Communications for Statistical Applications and Methods
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• v.21 no.4
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• pp.327-334
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• 2014

Various modified GARCH(1, 1) models have been found adequate in many applications. We are interested in their continuous time versions and limiting properties. We first define a stochastic integral that includes useful continuous time versions of modified GARCH(1, 1) processes and give sufficient conditions under which the process is exponentially ergodic and ${\beta}$-mixing. The central limit theorem for the process is also obtained.

• Journal of applied mathematics & informatics
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• v.1 no.1
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• pp.1-12
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• 1994

We consider a single channel CSMA/CD system with D homogeneous stations and impeded buffer of infinite size. We find a sufficient condition for the model to be stable under the threshold control policy and derive the limiting distri-bution of the number of messages in the system at the moment of service completion. We also derive the limiting distributing of the number of messages in the system size at arbitrary time by using Markov regenerative processes. Some numerical examples and special cases are also treated.

• Journal of the Korean Data and Information Science Society
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• v.17 no.1
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• pp.221-231
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• 2006

A chi-squared test of multivariate normality is suggested which is oriented for detecting deviations from elliptical symmetry. We derive the limiting distribution of the test statistic via a central limit theorem on empirical processes. A simulation study is conducted to study the accuracy of the limiting distribution in finite samples. Finally, we compare the power of our method with those of other popular tests of multivariate normality under a non-normal distribution.

• Journal of the Korean Data and Information Science Society
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• v.28 no.3
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• pp.697-707
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• 2017

In this paper, we propose a modified GARCH(p, q)-X model which is obtained by adding the exogenous variables to the modified GARCH(p, q) process. Some limiting properties are shown under various stationary and nonstationary exogenous processes which are generated by another process independent of the noise process. The proposed model extends the GARCH(1, 1)-X model studied by Han (2015) to various GARCH(p, q)-type models such as GJR GARCH, asymptotic power GARCH and VGARCH combined with exogenous process. In comparison with GARCH(1, 1)-X, we expect that many stylized facts including long memory property of the financial time series can be explained effectively by modified GARCH(p, q) model combined with proper additional covariate.

• Proceedings of the Korean Society of Machine Tool Engineers Conference
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• 2004.04a
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• pp.124-128
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• 2004

By the use of a similar numerical method as that in the previous paper, the forming limit strain by coaling method of clad sheet metals is investigated, in which the FEM is applied and J2G(J$_2$-Gotoh's corner theory) is utilized as the plasticity constitutive equation. Declined Multilayer Metals Materials are stretched in a plane-strain state, with various work-hardening exponent n-values and thicknesses of each layer. Processes of shear-band formation in such composite sheets are clearly illustrated. It is concluded that, in the bonded state, the higher limiting strain of one layer is reduced due to the lower limiting strain of the other layer and vice versa, and does not necessarily obey the rule of linear combination of the limiting strain of each layer weighted according thickness.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1997.04a
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• pp.460-464
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• 1997

By the used of a similar numerical method as in the previous paper, the forming limit stain of coatedsheet metals is investigated in which the FEM is applied and J2G(J/sab 2/-Gotoh's corner theory) is utilized as the plasticity constitutive equation. Coated two-layer sheets and sheets bonded with dissimilar sheets on both surface planes are stetched in a plane-strain atate, with various work-hardening exponent n-values and thicknesses of each layer. Processes of shear-band formation in such composite sheets are clearly illustrated. It is concluded that, in the coated state, the higher limiting strain of one layer is reduced due to the lower limiting stain of the other layer and vice, and does not necessarily obey the rule of linear combination of the limiting stain of each layer weighted according thickness.