• Honam Mathematical Journal
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• v.41 no.3
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• pp.661-666
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• 2019

In this short research note, we aim to provide a new proof of classical Dixon's summation theorem for the series $_3F_2$ with unit argument. The theorem is obtained by evaluating an infinite integral and making use of classical Gauss's and Kummer's summation theorem for the series $_2F_1$.

• Journal of the Korean Statistical Society
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• v.35 no.4
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• pp.453-458
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• 2006

It is well known fact for the iid data that the limiting standard errors of sample autocorrelations are all unity for all time lags and they are asymptotically independent for different lags (Brockwell and Davis, 1991). It is also usual practice in time series modeling that this fact continues to be valid for white noise series which is a sequence of uncorrelated random variables. This paper contradicts this usual practice for white noise. We consider a sequence of martingale differences which belongs to white noise time series and derive exact joint asymptotic distributions of sample autocorrelations. Some implications of the result are illustrated for conditionally heteroscedastic time series.

• Journal of the Korean Data and Information Science Society
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• v.18 no.1
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• pp.73-80
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• 2007

Cointegration(together with VARMA(vector ARMA)) has been proven to be useful for analyzing multivariate non-stationary data in the field of financial time series. It provides a linear combination (which turns out to be stationary series) of non-stationary component series. This linear combination equation is referred to as long term equilibrium between the component series. We consider two sets of Korean bivariate financial time series and then illustrate cointegration analysis. Specifically estimated VAR(vector AR) and VECM(vector error correction model) are obtained and CV(cointegrating vector) is found for each data sets.

• Communications of the Korean Mathematical Society
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• v.20 no.2
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• pp.395-403
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• 2005

The authors aim mainly at giving fifteen three-term contiguous relations for the basic hypergeometric series $series\;_2{\phi}_1$ corresponding to Gauss's contiguous relations for the hypergeometric series $series\;_2F_1$ given in Rainville([6], p.71). They also apply them to obtain two summation formulas closely related to a known q-analogue of Kummer's theorem.

• Honam Mathematical Journal
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• v.26 no.1
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• pp.119-132
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• 2004

In 1965, Bhatt and Pandey have obtained an analogue of the Whipple's theorem for double series by using Watson's theorem on the sum of a $_3F_2$. The aim of this paper is to derive twenty five results for double series closely related to the analogue of the Whipple's theorem for double series obtained by Bhatt and Pandey. The results are derived with the help of twenty five summation formulas closely related to the Watson's theorem on the sum of a $_3F_2$ obtained recently by Lavoie, Grondin, and Rathie.

• Communications of the Korean Mathematical Society
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• v.19 no.3
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• pp.569-576
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• 2004

In 1965, Bhatt and Pandey obtained the Watson's theorem for double series by using Dioxon's theorem on the sum of a $_3F_2$. The aim of this paper is to derive twenty three results for double series closely related to the Watson's theorem for double series obtained by Bhatt and Pandey. The results are derived with the help of twenty three summation formulas closely related to the Dison's theorem on the sum of a $_3F_2$ obtained in earlier work by Lavoie, Grondin, Rathie and Arora.

• Communications of the Korean Mathematical Society
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• v.23 no.2
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• pp.187-189
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• 2008

We aim at presenting an interesting result for a reducibility of Exton's triple hypergeometric series $X_2$. The identity to be given here is obtained by combining Exton's Laplace integral representation for $X_2$ and Henrici's formula for the product of three hypergeometric series.

• The Pure and Applied Mathematics
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• v.5 no.1
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• pp.5-12
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• 1998

We evaluate the sum of certain class of generalized hypergeometric series of unit argument. Summation formulas, contiguous to Watson's, Whipple's, Lavoie's and Choi's theorems in the theory of the generalized hypergeometric series, are obtained. Certain limiting cases of these results are given.

• Communications of the Korean Mathematical Society
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• v.14 no.1
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• pp.57-68
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• 1999

In this short note, we construct another form of Stirling`s asymptotic series by new form of Carlitz`s q-Bernoulli numbers.

• Journal of the Korean Statistical Society
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• v.24 no.1
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• pp.91-109
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• 1995

The rate of convergence to a random variable S for an almost certainly convergent series $S_n = \sum^n_{j=1} X_j$ of independent random variables is studied in this paper. More specifically, when $S_n$ converges to S almost certainly, the tail series $T_n = \sum^{\infty}_{j=n} X_j$ is a well-defined sequence of random variable with $T_n \to 0$ a.c. Various sets of conditions are provided so that for a given numerical sequence $0 < b_n = o(1)$, the tail series strong law of large numbers $b^{-1}_n T_n \to 0$ a.c. holds. Moreover, these results are specialized to the case of the weighted i.i.d. random varialbes. Finally, example are provided and an open problem is posed.