Showing results 1 to 4 of 4
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2000 | A sufficient condition for geometric ergodicity of MTAR model | 김연진 | Master's Thesis |
2004 | On geometric ergodicity of an AR-ARCH type process with Markov switching | 이외숙; 신동완 | Article |
2007 | On strict stationarity of nonlinear ARMA processes with nonlinear GARCH innovations | 이외숙 | Article |
1999 | Strict stationarity of AP(P) processes generated by nonlinear random functions with additive perturbations | 이외숙 | Article |