Results 421-430 of 558 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2000 | Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends | 신동완 | Article |
2000 | On geometric ergodicity of the MTAR process | 이외숙; 신동완 | Article |
2019 | Moving block bootstrapping for a CUSUM test for correlation change | 신동완 | Article |
1999 | Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals | 소병수; 신동완 | Article |
2002 | Bayesian analysis of regression models with spatially correlated errors and missing observations | 오만숙; 신동완 | Article |
2018 | Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates | 신동완 | Article |
2004 | On geometric ergodicity of an AR-ARCH type process with Markov switching | 이외숙; 신동완 | Article |
2020 | A mean-difference test based on self-normalization for alternating regime index data sets | 신동완 | Article |
2020 | A self-normalization test for correlation change | 신동완 | Article |
1997 | Semiparametric unit root tests based on symmetric estimators | 소병수; 신동완 | Article |