Browsing by Author 이외숙

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Showing results 1 to 30 of 45

Issue DateTitleAuthor(s)Type
2011A Continuous-time Asymmetric Power GARCH(1,1) model driven by a Lévy process송지혜Master's Thesis
2007A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes이외숙; 신동완Article
2001A note on stationarity of the MTAR process on the boundary of the stationarity region이외숙; 신동완Article
1993A STUDY FOR ERGODICITY AND RECURRENCE OF A MARKOV PROCESS X_(n+1)=f(X_(n))+ε_(n+1)(X_(n))高恩慶Master's Thesis
2006A Study for Long memory GARCH Models김혜미Master's Thesis
2012A Study on Generalised Ornstein-Uhlenbeck and COGARCH(1,1) process기현하Master's Thesis
2011A study on Subdiagonal Bilinear time-series Models전희경Master's Thesis
2003An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models이외숙; 신동완Article
2018Association of blood pressure components with mortality and cardiovascular events in prehypertensive individuals: a nationwide population-based cohort study이외숙; 하은희; 강덕희; 최규복; 김승정; 박은미; 류동열; 이은경Article
2007Asymmetry and nonstationarity for a seasonal time series model이외숙; 신동완Article
1999Asymptotic behaviors of randomly perturbed dynamical systems이외숙Article
2017Blood pressure control during chronic kidney disease progression이외숙; 하은희; 강덕희; 최규복; 김승정; 류동열; 이은경; 오형중Article
1981Characterizations of stable probability measures on Hilbert spaces이외숙Master's Thesis
2008Covariance stationary GARCH-family models with long memory property이외숙Article
1988Ergodicity and central limit theorems for a class of Markov processes이외숙Article
2015Functional Central Limit Theorem for GARCH Process with Markov Switching정상희Master's Thesis
2017Functional central limit theorems for ARCH(∞) models이외숙Article
2014Functional central limit theorems for augmented GARCH(p, q) and FIGARCH processes이외숙Article
2001Functional central limit theorems for iterated function systems controlled by regenerative sequences이외숙; 신동완Article
2010Geometric ergodicity and moment conditions for a seasonal GARCH delwithperiodiccoefficients이외숙; 신동완Article
2008Geometric ergodicity and β-mixing property for a multivariate CARR model이외숙; 신동완Article
2010Geometric Ergodicity for Asymmetric Power GARCH(p,q) Model박세나Master's Thesis
2016L2-NED condition and the Functional Central Limit Theorem for certain type of ARCH(∞) model최승희Master's Thesis
2004M-estimation for regressions with integrated regressors and ARMA errors이외숙; 신동완Article
2004On geometric ergodicity of an AR-ARCH type process with Markov switching이외숙; 신동완Article
2000On geometric ergodicity of the MTAR process이외숙; 신동완Article
2000On probabilistic properties of nonlinear ARMA(p,q) models이외숙Article
2005On stationarity and β-mixing property of certain nonlinear GARCH(p,q) models이외숙; 신동완Article
2007On strict stationarity of nonlinear ARMA processes with nonlinear GARCH innovations이외숙Article
2005Probabilistic properties of a nonlinear ARMA process with markov switching이외숙Article

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