Edit Profile (opens in new tab) Ahn, Sung Ki Co-Author Distance Author ID: ahn.sung-ki Published as: Ahn, Sung K.; Ahn, S. K.; Ahn, Sung Ki more...less External Links: MGP Documents Indexed: 31 Publications since 1980 Co-Authors: 13 Co-Authors with 22 Joint Publications 93 Co-Co-Authors all top 5 Co-Authors 7 single-authored 10 Cho, Sinsup 5 Reinsel, Gregory C. 5 Seong, Byeongchan 4 Fotopoulos, Stergios B. 3 Hong, Hanwoom 1 Baik, Ran 1 Baik, Sung Wook 1 Carroll, C. E. 1 He, Lijian 1 Jeon, Yongil 1 Jo, Yung 1 Ko, Chul Ki 1 Lee, Eui Yong 1 Mahbub Morshed, A. K. M. 1 Park, Suk K. 1 Pyung, In-Soo 1 Yang, Chung-Chun 1 Zadrozny, Peter A. all top 5 Serials 5 Journal of Statistical Computation and Simulation 3 Journal of the American Statistical Association 3 Journal of Time Series Analysis 2 Biometrika 2 Statistics & Probability Letters 2 Estadística 2 Communications in Statistics. Theory and Methods 2 Computational Statistics and Data Analysis 1 Canadian Mathematical Bulletin 1 Journal of Applied Probability 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Econometric Reviews 1 Economics Letters 1 Journal of Nonparametric Statistics 1 Communications of the Korean Mathematical Society all top 5 Fields 26 Statistics (62-XX) 2 Probability theory and stochastic processes (60-XX) 2 Numerical analysis (65-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Real functions (26-XX) 1 Functional analysis (46-XX) 1 Computer science (68-XX) 1 Quantum theory (81-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 23 Publications have been cited 244 times in 202 Documents Cited by ▼ Year ▼ Estimation for partially nonstationary multivariate autoregressive models. Zbl 0705.62081Ahn, Sung K.; Reinsel, Gregory C. 71 1990 Nested reduced-rank autoregressive models for multiple time series. Zbl 0663.62097Ahn, Sung K.; Reinsel, Gregory C. 38 1988 Vector autoregressive models with unit roots and reduced rank structure: Estimation, likelihood ratio test, and forecasting. Zbl 0770.62079Reinsel, Gregory C.; Ahn, Sung K. 36 1992 Estimation of partially nonstationary vector autoregressive models with seasonal behavior. Zbl 0808.62078Ahn, Sung K.; Reinsel, Gregory C. 16 1994 \(F\)-probability plot and its application to multivariate normality. Zbl 0800.62343Ahn, Sung K. 14 1992 \(P_\lambda^M\)-policy for a dam with input formed by a compound Poisson process. Zbl 0913.60081Lee, Eui Yong; Ahn, Sung K. 13 1998 Unit root tests with infinite variance errors. Zbl 1044.62090Ahn, Sung K.; Fotopoulos, Stergios B.; He, Lijian 11 2001 Distribution for residual autocovariances in multivariate autoregressive models with structured parametrization. Zbl 0651.62015Ahn, S. K. 10 1988 Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends. Zbl 0795.62072Ahn, Sung K. 9 1993 Strong approximation of the quantile processes and its applications under strong mixing properties. Zbl 0813.60033Fotopoulos, S. B.; Ahn, S. K.; Cho, S. 8 1994 Inference of vector autoregressive models with cointegration and scalar components. Zbl 1090.62552Ahn, Sung K. 8 1997 Some tests for unit roots in seasonal time series with deterministic trends. Zbl 0764.62070Ahn, Sung K.; Cho, Sinsup 5 1993 Estimation of vector error correction models with mixed-frequency data. Zbl 1274.62619Seong, Byeongchan; Ahn, Sung K.; Zadrozny, Peter A. 5 2013 Generalized method of moments estimation for cointegrated vector autoregressive models. Zbl 1464.62140Park, Suk K.; Ahn, Sung K.; Cho, Sinsup 2 2011 Deviations between sample quantiles and empirical processes under absolute regular properties. Zbl 1360.62478Fotopoulos, S. B.; Cho, S.; Ahn, S. K. 2 1993 Analysis of cointegrated models with measurement errors. Zbl 1510.62359Hong, Hanwoom; Ahn, Sung K.; Cho, Sinsup 1 2016 Additional sources of bias in half-life estimation. Zbl 1157.62496Seong, Byeongchan; Mahbub Morshed, A. K. M.; Ahn, Sung K. 1 2006 Common cycles in seasonally cointegrated time series. Zbl 0897.90036Ahn, Sung K. 1 1996 Some triangle inequalities and generalizations. Zbl 0448.26010Carroll, C. E.; Yang, C. C.; Ahn, S. 1 1980 Unit root tests for seasonal models with deterministic trends. Zbl 0838.62080Cho, Sinsup; Park, Young J.; Ahn, Sung K. 1 1995 Rank based Dickey-Fuller test statistics. Zbl 1053.62097Fotopoulos, Stergios B.; Ahn, Sung K. 1 2003 Texture feature extraction and selection for classification of images in a sequence. Zbl 1113.68560Win, Khin; Baik, Sung; Baik, Ran; Ahn, Sung; Kim, Sang; Jo, Yung 1 2004 A note on spurious regression in seasonal time series. Zbl 1149.62325Seong, Byeongchan; Ahn, Sung K.; Jeon, Yongil 1 2008 Analysis of cointegrated models with measurement errors. Zbl 1510.62359Hong, Hanwoom; Ahn, Sung K.; Cho, Sinsup 1 2016 Estimation of vector error correction models with mixed-frequency data. Zbl 1274.62619Seong, Byeongchan; Ahn, Sung K.; Zadrozny, Peter A. 5 2013 Generalized method of moments estimation for cointegrated vector autoregressive models. Zbl 1464.62140Park, Suk K.; Ahn, Sung K.; Cho, Sinsup 2 2011 A note on spurious regression in seasonal time series. Zbl 1149.62325Seong, Byeongchan; Ahn, Sung K.; Jeon, Yongil 1 2008 Additional sources of bias in half-life estimation. Zbl 1157.62496Seong, Byeongchan; Mahbub Morshed, A. K. M.; Ahn, Sung K. 1 2006 Texture feature extraction and selection for classification of images in a sequence. Zbl 1113.68560Win, Khin; Baik, Sung; Baik, Ran; Ahn, Sung; Kim, Sang; Jo, Yung 1 2004 Rank based Dickey-Fuller test statistics. Zbl 1053.62097Fotopoulos, Stergios B.; Ahn, Sung K. 1 2003 Unit root tests with infinite variance errors. Zbl 1044.62090Ahn, Sung K.; Fotopoulos, Stergios B.; He, Lijian 11 2001 \(P_\lambda^M\)-policy for a dam with input formed by a compound Poisson process. Zbl 0913.60081Lee, Eui Yong; Ahn, Sung K. 13 1998 Inference of vector autoregressive models with cointegration and scalar components. Zbl 1090.62552Ahn, Sung K. 8 1997 Common cycles in seasonally cointegrated time series. Zbl 0897.90036Ahn, Sung K. 1 1996 Unit root tests for seasonal models with deterministic trends. Zbl 0838.62080Cho, Sinsup; Park, Young J.; Ahn, Sung K. 1 1995 Estimation of partially nonstationary vector autoregressive models with seasonal behavior. Zbl 0808.62078Ahn, Sung K.; Reinsel, Gregory C. 16 1994 Strong approximation of the quantile processes and its applications under strong mixing properties. Zbl 0813.60033Fotopoulos, S. B.; Ahn, S. K.; Cho, S. 8 1994 Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends. Zbl 0795.62072Ahn, Sung K. 9 1993 Some tests for unit roots in seasonal time series with deterministic trends. Zbl 0764.62070Ahn, Sung K.; Cho, Sinsup 5 1993 Deviations between sample quantiles and empirical processes under absolute regular properties. Zbl 1360.62478Fotopoulos, S. B.; Cho, S.; Ahn, S. K. 2 1993 Vector autoregressive models with unit roots and reduced rank structure: Estimation, likelihood ratio test, and forecasting. Zbl 0770.62079Reinsel, Gregory C.; Ahn, Sung K. 36 1992 \(F\)-probability plot and its application to multivariate normality. Zbl 0800.62343Ahn, Sung K. 14 1992 Estimation for partially nonstationary multivariate autoregressive models. Zbl 0705.62081Ahn, Sung K.; Reinsel, Gregory C. 71 1990 Nested reduced-rank autoregressive models for multiple time series. Zbl 0663.62097Ahn, Sung K.; Reinsel, Gregory C. 38 1988 Distribution for residual autocovariances in multivariate autoregressive models with structured parametrization. Zbl 0651.62015Ahn, S. K. 10 1988 Some triangle inequalities and generalizations. Zbl 0448.26010Carroll, C. E.; Yang, C. C.; Ahn, S. 1 1980 all cited Publications top 5 cited Publications all top 5 Cited by 269 Authors 12 Ahn, Sung Ki 8 Liang, Jiajuan 7 Cho, Sinsup 7 Johansen, Søren Glud 7 Saikkonen, Pentti 6 Cubadda, Gianluca 6 Seong, Byeongchan 5 Hecq, Alain W. 5 Lee, Eui Yong 5 Lütkepohl, Helmut 4 Bae, Jongho 4 Kim, Sunggon 4 Palm, Franz C. 3 Cappuccio, Nunzio 3 Chambers, Marcus J. 3 Duchesne, Pierre 3 Fakoor, Vahid 3 Fang, Kai-Tai 3 Fotopoulos, Stergios B. 3 Henze, Norbert 3 Hong, Hanwoom 3 Ling, Shiqing 3 Lubian, Diego 3 Peña, Daniel 3 Reinsel, Gregory C. 3 Shin, Dongwan 3 van den Akker, Ramon 3 Werker, Bas J. M. 2 Abramov, Vyacheslav M. 2 Ahlgren, Niklas 2 Anderson, Theodore Wilbur jun. 2 Ghysels, Eric 2 Gonzalo, Jesús 2 Hallin, Marc 2 Hu, Yu-Pin 2 Issler, João Victor 2 Kim, Jongwoo 2 Lee, Tae-Hwy 2 Li, Runze 2 Luukkonen, Ritva 2 Miller, J. Isaac 2 Nielsen, Morten Ørregaard 2 Nyblom, Jukka 2 Penm, Jack H. W. 2 Phillips, Peter Charles Bonest 2 Poncela, Pilar 2 Quintos, Carmela E. 2 Rodrigues, Paulo M. M. 2 Saidi, Abdessamad 2 Seo, Byeongseon 2 Terrell, Richard D. 2 Tsay, Ruey S. 2 Urbain, Jean-Pierre 2 Vahid, Farshid 2 Wagner, Martin Franz-Xaver 2 Yu, Hao 2 Zhang, Rongmao 1 Abdel-Hameed, Mohamed S. 1 Ai, Mingyao 1 Al-Ballaa, Norah R. 1 Antell, Jan 1 Arai, Yoichi 1 Athanasopoulos, George 1 Azarnoosh, H. A. 1 Baek, Jee Seon 1 Barilla, Anthony G. 1 Barkoulas, John T. 1 Bauer, Dietmar 1 Bekker, René 1 Bentler, Peter M. 1 Bessler, David A. 1 Bielak, Łukasz 1 Boistard, Hélène 1 Booth, G. Geoffrey 1 Boswijk, H. Peter 1 Bourguignon, Marcelo 1 Boxma, Onno Johan 1 Boyd, Stephen Poythress 1 Brailsford, Timothy J. 1 Breitung, Jorg 1 Brüggemann, Ralf 1 Brune, Barbara 1 Bura, Efstathia 1 Bykhovskaya, Anna 1 Callegari, Francesca 1 Camba-Mendez, Gonzalo 1 Centoni, Marco 1 Chao, John C. 1 Choi, Jungjun 1 Choi, Yongok 1 Chowdhury, Mustafa Kamal 1 Ciobotaru, Corina 1 Clarke, Judith A. 1 Csörgő, Miklós 1 Denuit, Michel M. 1 Dette, Holger 1 Dong, Yining 1 Engle, Robert Fry 1 Fan, Jianqing 1 Fang, Hongbin ...and 169 more Authors all top 5 Cited in 56 Serials 47 Journal of Econometrics 17 Econometric Reviews 15 Journal of Time Series Analysis 12 Computational Statistics and Data Analysis 10 Econometric Theory 9 Economics Letters 7 Journal of Statistical Planning and Inference 6 Statistics & Probability Letters 6 Journal of Statistical Computation and Simulation 5 Communications in Statistics. Theory and Methods 4 Annals of the Institute of Statistical Mathematics 4 The Annals of Statistics 4 Journal of Applied Probability 4 Journal of Multivariate Analysis 3 Journal of the Korean Statistical Society 2 The Canadian Journal of Statistics 2 Chaos, Solitons and Fractals 2 Applied Mathematical Modelling 2 Statistica Sinica 2 Journal of Forecasting 2 Statistical Methodology 1 Metrika 1 Physica A 1 Biometrical Journal 1 International Statistical Review 1 Journal of the American Statistical Association 1 Statistica 1 Operations Research Letters 1 Stochastic Analysis and Applications 1 Acta Applicandae Mathematicae 1 Revista Colombiana de Estadística 1 American Journal of Mathematical and Management Sciences 1 Queueing Systems 1 European Journal of Operational Research 1 Test 1 Open Economies Review 1 Statistical Papers 1 Bernoulli 1 Journal of Nonparametric Statistics 1 Mathematical Methods of Operations Research 1 Studies in Nonlinear Dynamics and Econometrics 1 The Econometrics Journal 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 International Journal of Theoretical and Applied Finance 1 Journal of Applied Statistics 1 Journal of Economic Growth 1 Methodology and Computing in Applied Probability 1 Optimization and Engineering 1 Applied Stochastic Models in Business and Industry 1 Stochastic Models 1 Statistical Modelling 1 Frontiers of Mathematics in China 1 AStA. Advances in Statistical Analysis 1 The Annals of Applied Statistics 1 International Journal of Stochastic Analysis 1 Journal of Probability and Statistics all top 5 Cited in 12 Fields 181 Statistics (62-XX) 35 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Probability theory and stochastic processes (60-XX) 15 Numerical analysis (65-XX) 10 Operations research, mathematical programming (90-XX) 3 Systems theory; control (93-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Sequences, series, summability (40-XX) 1 Functional analysis (46-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year