1981 | Characterizations of stable probability measures on Hilbert spaces | 이외숙 | Master's Thesis |
2008 | Covariance stationary GARCH-family models with long memory property | 이외숙 | Article |
1988 | Ergodicity and central limit theorems for a class of Markov processes | 이외숙 | Article |
2022 | Functional Central Limit Theorem for a certain type of Markov-switching GARCH model | 권드림 | Master's Thesis |
2015 | Functional Central Limit Theorem for GARCH Process with Markov Switching | 정상희 | Master's Thesis |
2017 | Functional central limit theorems for ARCH(∞) models | 이외숙 | Article |
2014 | Functional central limit theorems for augmented GARCH(p, q) and FIGARCH processes | 이외숙 | Article |
2001 | Functional central limit theorems for iterated function systems controlled by regenerative sequences | 이외숙; 신동완 | Article |
2010 | Geometric ergodicity and moment conditions for a seasonal GARCH delwithperiodiccoefficients | 이외숙; 신동완 | Article |
2008 | Geometric ergodicity and β-mixing property for a multivariate CARR model | 이외숙; 신동완 | Article |
2010 | Geometric Ergodicity for Asymmetric Power GARCH(p,q) Model | 박세나 | Master's Thesis |
2016 | L2-NED condition and the Functional Central Limit Theorem for certain type of ARCH(∞) model | 최승희 | Master's Thesis |
2004 | M-estimation for regressions with integrated regressors and ARMA errors | 이외숙; 신동완 | Article |
2004 | On geometric ergodicity of an AR-ARCH type process with Markov switching | 이외숙; 신동완 | Article |
2000 | On geometric ergodicity of the MTAR process | 이외숙; 신동완 | Article |
2000 | On probabilistic properties of nonlinear ARMA(p,q) models | 이외숙 | Article |
2005 | On stationarity and β-mixing property of certain nonlinear GARCH(p,q) models | 이외숙; 신동완 | Article |
2007 | On strict stationarity of nonlinear ARMA processes with nonlinear GARCH innovations | 이외숙 | Article |
2005 | Probabilistic properties of a nonlinear ARMA process with markov switching | 이외숙 | Article |
2009 | SAS Macro를 이용한 만성질환 치료약의 임상적 기대효과 Simulation | 최유리 | Master's Thesis |
2018 | Stationarity and functional central limit theorem for ARCH(∞) models | 이외숙 | Article |
2006 | Stationarity and β-mixing property of a mixture AR-ARCH models | 이외숙 | Article |
1999 | Stationary solutions for iterated function systems controlled by stationary processes | 이외숙; 신동완 | Article |
2004 | Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility | 이외숙; 신동완 | Article |
1999 | Strict stationarity of AP(P) processes generated by nonlinear random functions with additive perturbations | 이외숙 | Article |
2001 | Tests for asymmetry in possibly nonstationary time series data | 이외숙; 신동완 | Article |
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 |
2014 | The Functional Central Limit Theorem in Markov-switching ARMA-GARCH model | 이정화 | Master's Thesis |