Positions

Selected Publications

Academic Article

Year Title Altmetric
2023-12-01 Noncentral moderate deviations for fractional Skellam processesModern Stochastics: Theory and Applications2023-12-01
2022-01-01 A finite-state stationary process with long-range dependence and fractional multinomial distributionFractal and Fractional.  6. 2022-01-01
2021-01-01 Generalized Bernoulli process with long-range dependence and fractional binomial distributionDependence Modeling.  9:1-12. 2021-01-01
2021-01-01 Generalized Bernoulli process: simulation, estimation, and applicationDependence Modeling.  9:141-155. 2021-01-01
2021-01-01 Hurst estimation for operator scaling random fieldsStatistics and Probability Letters.  178. 2021-01-01
2020-01-01 Wavelet estimation in OFBM: choosing scale parameter in different sampling methods and different parameter valuesStatistics and Probability Letters.  166. 2020-01-01
2014-01-01 The functional central limit theorem for the multivariate MS–ARMA–GARCH modelEconomics Letters.  125. 2014-01-01

Full Name

  • Jeonghwa Lee