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Journal of the Korean Statistical Society

Accepted Papers to Appear

Unit root tests for autoregressive moving average processes based on M-estimators
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Dong Wan Shin and Oesook Lee
Minimax choice and convex combinations of generalized Pickands estimator of the extreme value index
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Seokhoon Yun
Recurrence relations between product moments of order statistics
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Jagdish Saran and Narinder Pushkarna
Parameter estimation for a Hilbert space-valued stochastic differential equation II
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Yoon Tae Kim and Hyun Suk Park
Inhomogeneous Poisson intensity estimation via information projections onto wavelet subspaces
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Woo-Chul Kim and Ja-Yong Koo
A level crossing approach to the analysis of finite dam
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Sunggon Kim and Eui Yong Lee
Kernel regression estimation under dependence
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Tae Yoon Kim and Donghoh Kim
On the strong laws for weighted sums of AANA random variables
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Tae-Sung Kim and Sung-Mo Chung
Sequential estimation with -protection of the difference of two normal means when an imprecision function is variable
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Sung Lai Kim and Sung Kyun Kim
An integrated sequential inference approach for the normal mean
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M. A. Almahmeed, Y. H. Alzalzalah, H. I. Hamdy and M. S. Son

   


 
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