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Moosup Kim
Moosup Kim
Verified email at kmu.ac.kr
Title
Cited by
Cited by
Year
Global crop yield forecasting using seasonal climate information from a multi-model ensemble
T Iizumi, Y Shin, W Kim, M Kim, J Choi
Climate Services 11, 13-23, 2018
1052018
Estimation of a tail index based on minimum density power divergence
M Kim, S Lee
Journal of multivariate Analysis 99 (10), 2453-2471, 2008
312008
Test for tail index change in stationary time series with Pareto-type marginal distribution
M Kim, S Lee
Bernoulli 15 (2), 325-356, 2009
272009
Change point test for tail index for dependent data
M Kim, S Lee
Metrika 74, 297-311, 2011
152011
Test for tail index constancy of GARCH innovations based on conditional volatility
M Kim, S Lee
Annals of the Institute of Statistical Mathematics 71, 947-981, 2019
112019
Global crop yield forecasting using seasonal climate information from a multi-model ensemble. Climate Serv., 11, 13–23
T Iizumi, Y Shin, W Kim, M Kim, J Choi
112018
On the tail index inference for heavy-tailed GARCH-type innovations
M Kim, S Lee
Annals of the Institute of Statistical Mathematics 68, 237-267, 2016
112016
Tests for Volatility Shifts in Garch Against Long‐Range Dependence
T Lee, M Kim, C Baek
Journal of Time Series Analysis 36 (2), 127-153, 2015
102015
Change point test of tail index for autoregressive processes
M Kim, S Lee
Journal of the Korean Statistical Society 41, 305-312, 2012
92012
On the maximum likelihood estimator for irregularly observed time series data from COGARCH (1, 1) models
M Kim, S Lee
REVSTAT-Statistical Journal 11 (2), 135–168-135–168, 2013
82013
Gaussian copula method for bias correction of daily precipitation generated by a dynamical model
M Kim, YB Yhang, CM Lim
Journal of Applied Meteorology and Climatology 58 (2), 269-289, 2019
62019
Estimation of the tail exponent of multivariate regular variation
M Kim, S Lee
Annals of the Institute of Statistical Mathematics 69, 945-968, 2017
42017
Maximum composite likelihood estimation for spatial extremes models of Brown–Resnick type with application to precipitation data
M Kim, S Lee
Scandinavian Journal of Statistics 49 (3), 1023-1059, 2022
22022
Weather Generator–Based Downscaling of EAWM Strength Prediction to the Climate of a Korean Basin
M Kim, ST Kim, Y Jeong
Journal of Applied Meteorology and Climatology 59 (10), 1581-1605, 2020
22020
Simulation of stock prices based on multivariate regular variation
M Kim
The Korean Data & Information Science Society 34 (3), 365-375, 2023
12023
Simulation of elliptical multivariate regular variation
M Kim
The Korean Data & Information Science Society 33 (3), 347-357, 2022
12022
A Statistical Model of Daily Solar Radiation
M Kim
Quantitative Bio-Science 40 (1), 19-30, 2021
12021
Mixture modeling for efficiently estimating the spectral distribution of bivariate regular variation
M Kim
한국데이터정보과학회지 32 (3), 679-694, 2021
12021
Connecting ENSO‐related climatic variations with a long‐term crop supply data to enhance agro‐meteorological capability of Tongan stakeholders
EJ Lee, M Kim, KH Kim
International Journal of Climatology 38, e18-e27, 2018
12018
The CUSUM test for stochastic volatility models
MS Kim, SY Lee
Journal of the Korean Data and Information Science Society 21 (6), 1305-1310, 2010
12010
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