Oesook Lee Professor Emeritus
Lee, Oesook is the professor in the Department of Statistics, Ewha Womans University. She received her Ph.D. from Indiana University, Bloomington. She gives lectures on Probability Theory and Stochastic Processes. Her research interests focus on studying probabilistic and statistical properties of the financial and economic time series. She has published many papers in academic journals and written several major books. She worked as an Editor in Chief of Journal of the Korean Statistical Society and currently serves as a referee of some international journals.
Research Record
- Functional central limit theorem for ARCH(1) models with weakly dependent innovations 한국데이터정보과학회지, 2021, v.32 no.2, 417-426
- Association of blood pressure components with mortality and cardiovascular events in prehypertensive individuals: a nationwide population-based cohort study ANNALS OF MEDICINE, 2018, v.50 no.5, 443-452
- Stationarity and functional central limit theorem for ARCH(∞) models Economics Letters, 2018, v.162, 107-111
- Blood pressure control during chronic kidney disease progression American Journal of Hypertension, 2017, v.30 no.6, 610-616
- Functional central limit theorems for ARCH(∞) models Communications for Statistical Applications and Methods, 2017, v.24 no.5, 443-455
- Functional central limit theorems for ARCH(∞) models COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2017, v.24 no.5, 443~455
- Some limiting properties for GARCH(p; q)-X processes 한국데이터정보과학회지, 2017, v.28 no.3, 697~707
- Continuous Time Approximations to GARCH(1, 1)-Family Models and Their Limiting Properties Communications for Statistical Applications and Methods, 2014, 제21권 4호, 327-334
- Functional central limit theorems for augmented GARCH(p, q) and FIGARCH processes Journal of the Korean Statistical Society, 2014, v.43 no.3, 393-401
- The functional central limit theorem and structural change test for the HAR(∞) model Economics Letters, 2014, v.124 no.3, 370-373
- The functional central limit theorem for the multivariate MS-ARMA-GARCH model ECONOMICS LETTERS, 2014, v.125 no.3, 331-335
Courses
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2022-1st
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Introduction to Stochastic Processes
- Subject No 20633Class No 01
- 3Year ( 3Credit , 3Hour) Mon 4~4 (POSCO365) , Thu 5~5 (POSCO365)
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Probability Theory Ⅰ
- Subject No G11805Class No 01
- Year ( 3Credit , 3Hour) Mon 5~6 (-)
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2021-2nd
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Basic Probability Theory
- Subject No 20634Class No 02
- 2Year ( 3Credit , 3Hour) Mon 2~2 , Thu 3~3
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Basic Probability Theory
- Subject No 20634Class No 03
- 2Year ( 3Credit , 3Hour) Mon 4~4 , Thu 5~5
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Probability Theory Ⅱ
- Subject No G15456Class No 01
- Year ( 3Credit , 3Hour) Tue 2~3 (D108)
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2021-1st
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Introduction to Stochastic Processes
- Subject No 20633Class No 01
- 3Year ( 3Credit , 3Hour) Mon 6~6 , Wed 5~5
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Probability Theory Ⅰ
- Subject No G11805Class No 01
- Year ( 3Credit , 3Hour) Mon 2~3 (D106)
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