Associate Professor of Statistics
Department of Mathematics, Boise State University, USA
- Ko, K. and Vannucci, M. (2006). Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes. Journal of Statistical Planning and Inference, 136, 3415-3434.
- Ko, K. and Vannucci, M. (2006). Bayesian wavelet-based methods for the detection of multiple changes of the long memory parameter. IEEE Transactions on Signal Processing, 54, 4461-4470.
- Kwon, D.W., Ko, K., Vannucci, M., Reddy, A.L.N. and Kim, S.
(2006). Wavelet methods for the detection of anomalies and their application to network traffic analysis. Quality and Reliability Engineering International, 22, 953-969.
- Qu, L., Routh, P. and Ko, K. (2006). Wavelet deconvolution in a periodic setting using cross-validation. IEEE Signal Processing Letters, 13, 232-235.
- Lee, J. and Ko, K. (2007). One-way analysis of variance with long memory
errors and its application to stock return data. Applied
Stochastic Models in Business and Industry, 23, 493-502.
- Ko, K., Lee, J. and Lund, R. B. (2008). Confidence intervals for long memory regressions. Statistics and Probability Letters, 78, 1894-1902.
- Lee, J. and Ko, K. (2009). First-order bias correction for fractionally integrated time series.
Canadian Journal of Statistics, 37, 476-493.
- Ko, K., Qu, L. and Vannucci, M. (2009). Wavelet-based Bayesian estimation of partially linear regression models with long memory errors. Statistica Sinica, 19, 1463-1478.
- Ko, K. (2010). Inducing normality from non-Gaussian long memory time series and its application to stock return data. Applied Stochastic Models in Business and Industry, 26, 374-388.
- Jeong, J., Vannucci, M. and Ko, K. (2013) A Wavelet-Based Bayesian Approach to Regression Models with Long Memory Errors and Its Application to fMRI Data. Biometrics, 69, 184-196.