| 2014 | The functional central limit theorem and structural change test for the HAR(∞) model | 이외숙 | Article |
| 2013 | The functional central limit theorem for ARMA-GARCH processes | 이외숙 | Article |
| 2014 | The functional central limit theorem for the multivariate MS-ARMA-GARCH model | 이외숙 | Article |
| 2020 | The Poisson random effect model for experience ratemaking: Limitations and alternative solutions | 안재윤 | Article |
| 2011 | The population pharmacokinetics of fentanyl in patients undergoing living-donor liver transplantation | 이은경 | Article |
| 2019 | The roles of differencing and dimension reduction in machine learning forecasting of employment level using the FRED big data | 신동완 | Article |
| 2004 | The size of the chi-square test for the Hardy-Weinberg law | 신동완; 강승호 | Article |
| 2007 | The size of the Cochran-Armitage trend test in 2 × C contingency tables | 강승호 | Article |
| 2006 | The sizes of the three popular asymptotic tests for testing homogeneity of two binomial proportions | 강승호; 이용희 | Article |
| 2013 | The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences | 황은주 | Article in Press |
| 2019 | Three regime bivariate normal distribution: a new estimation method for co-value-at-risk, CoVaR | 신동완 | Article |
| 2019 | TRANSFORMED LEVY PROCESSES AS STATE-DEPENDENT WEAR MODELS | 차지환 | Article |
| 2021 | Tree-Structured Regression Model Using a Projection Pursuit Approach | 이은경 | Article |
| 2022 | Two Reliability Acceptance Sampling Plans for Items Subject to Wiener Process of Degradation | 차지환 | Article |
| 2018 | Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity | 신동완 | Article |
| 2020 | Understanding recurrent neural network for texts using English-Korean corpora | 송종우 | Article |
| 2011 | Unified predictor hypothesis tests in sufficient dimension reduction: A bootstrap approach | 유재근 | Article |
| 1999 | Unit root tests based on adaptive maximum likelihood estimation | 소병수; 신동완 | Article |
| 2008 | Unit root tests based on IV estimators for time series with multiple breaks | 신동완 | Article |
| 2006 | Unit root tests for cross-sectionally dependent seasonal panels | 신동완; 이용희 | Article |
