Mihyun Kim's research is partially supported by NSF grant DMS-2413516, "Measuring extremal dependence of functional data'' (sole PI).


Publications

Published
  • Kim, M., Kokoszka, P. & Rice, G. (2024). Projection-based white noise and goodness-of-fit tests for functional time series. Statistical Inference for Stochastic Processes , https://doi.org/10.1007/s11203-024-09315-4 
  • Kim, M., Kokoszka, P. & Rice, G. (2023). White noise testing for functional time series.  Statistics Surveys, 17, 119-168.
  • Kim, M. & Kokoszka, P. (2023). Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations. Journal of Nonparametric Statistics, 35, 1-187.
  • Kim, M., & Kokoszka, P. (2022). Extremal dependence measure for functional data. Journal of Multivariate Analysis, 189, 104887.
  • Nigg, C., Nigg, C., Kim, M., Sharp, J., Burg, X., & Cunningham-Sabo, L. (2021). How should we choose the most appropriate Epoch-Length for Children’s Physical Activity? Proceedings from the 8th International Society for Physical Activity and Health Congress, 14(3).
  • Kim, M., & Kokoszka, P. (2020). Consistency of the Hill estimator for time series observed with measurement errors. Journal of Time Series Analysis, 41, 421–435.
  • Kim, M., & Kokoszka, P. (2019). Hill estimator of projections of functional data on principal components. Statistics, 53, 699–720.
Under review
  • Kim, M., & Kokoszka, P. (2024+). Extremal dependence measure for functional data. submitted . 

R packages

  • wwntests: this package provides an array of white noise hypothesis tests for functional data and related visualizations (maintainer and co-author).

Presentations (invited)

  • International Conference on Extremes, Statistics and Quantitative Risk Management, Fudan University, China, 2024.
  • The Sixth ICSA-Canada Chapter Symposium, Niagara Falls, Canada, 2024.
  • Computational and Methodological Statistics, King's College London, 2022.
  • Chair of Statistical Data Science, EPFL (group meeting), 2022.
  • Department of Statistics, West Virginia University, 2022.
  • Department of Mathematics and Statistics, Auburn University, 2022.
  • Department of Mathematics and Statistics, Montana State University, 2021.