Jung Il Kim

KPMG International, LLP - Korea

Gangnam Finance Center, 10-th Floor, 737

Yeoksam-d

Seoul, 135-984

Korea, Republic of (South Korea)

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Scholarly Papers (1)

1.

Distribution Based Level Change Detection in a Random Level Forecasting Model

KAIST Business School Working Paper No. 2012-013
Number of pages: 36 Posted: 15 Nov 2012
Duk Bin Jun, Daekeun Park and Jung Il Kim
Korea Advanced Institute of Science and Technology (KAIST) - College of Business, Accenture - Seoul, Korea and KPMG International, LLP - Korea
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Abstract:

Level change, State Space Model, Simulation