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pro vyhledávání: '"Byoung Seon Choi"'
Autor:
Byoung Seon Choi, Moo Young Choi
Publikováno v:
Mathematics, Vol 12, Iss 1, p 129 (2023)
The Feynman–Kac formula establishes a link between parabolic partial differential equations and stochastic processes in the context of the Schrödinger equation in quantum mechanics. Specifically, the formula provides a solution to the partial diff
Externí odkaz:
https://doaj.org/article/596615d10dfa4f2b92301bac05373705
Autor:
Byoung Seon Choi, Seongbaek Yi
Publikováno v:
Communications in Statistics - Theory and Methods. 28:1059-1072
Justice (1977) has presented a Leviiison-typc- solution for two dimensional Wiener filtering problem. Since the solution is based on the Szego polynomials, it is necessary to calculate the bivariate Szego polynomials to obtain it In this paper, an al
Autor:
Byoung Seon Choi
Publikováno v:
Communications in Statistics - Theory and Methods. 23:249-256
The penalty function identification methods such as the AIC, the CAT, the BIC and Hannan and Quinn's criterion have been used to determine the order of a vector autoregressive model. To use the methods, it is necessary to calculate the maximum likeli
Autor:
Byoung Seon Choi
Publikováno v:
Journal of Time Series Analysis. 12:193-205
It has been conjectured and illustrated that the estimate of the generalized partial autocorrelation function (GPAC), which has been used for the identification of autoregressive moving-average (ARMA) models, has a thick-tailed asymptotic distributio
Autor:
Byoung Seon Choi
Publikováno v:
IEEE Transactions on Signal Processing. 47:1388-1390
A multivariate version of the bilateral autoregressive (AR) model is proposed, and a recursive algorithm is presented to solve the normal equations of the bilateral multivariate AR models. The recursive algorithm is computationally efficient and easy
Autor:
Byoung Seon Choi
Publikováno v:
IEEE Transactions on Signal Processing. Mar2003, Vol. 51 Issue 3, p853. 11p. 1 Black and White Photograph.
Publikováno v:
IEEE Transactions on Information Theory; 1987, Vol. 33 Issue 6, p788-801, 14p
Autor:
Byoung-Seon Choi
Publikováno v:
IEEE Transactions on Information Theory; 1986, Vol. 32 Issue 3, p417-419, 3p