Won‐Ki Seo

activity

20172026

most citedRepresentation of I(1) and I(2) autoregressive Hilbertian processes

15 citations · 32 across the 10 of their papers we have counts for

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stat.ME2026

Quantifying Long-Range Dependence in Object-Valued Time Series

Won-Ki Seo, Jiazhen Xu, Han Lin Shang

Object-valued time series, including distributions, covariance matrices, networks, and compositions, lack the linear structure required by conventional autocovariance-based definit…

math.PR2026

Random trade timing and power-law tails in realized prices

Won-Ki Seo

This paper studies stochastic mechanisms under which light-tailed latent price dynamics yield realized prices with power-law tails. The realized price is modeled as $P_{T} = e^{X_{T}}$ ,…