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dc.contributor.author이외숙-
dc.date.accessioned2016-08-27T02:08:50Z-
dc.date.available2016-08-27T02:08:50Z-
dc.date.issued2007-
dc.identifier.issn1226-3192-
dc.identifier.otherOAK-4755-
dc.identifier.urihttp://dspace.ewha.ac.kr/handle/2015.oak/216236-
dc.description.abstractWe consider a nonlinear autoregressive moving average model with nonlinear GARCH errors, and find sufficient conditions for the existence of a strictly stationary solution of three related time series equations. We also consider a geometric ergodicity and functional central limit theorem for a nonlinear autoregressive model with nonlinear ARCH errors. The given model includes broad classes of nonlinear models. New results are obtained, and known results are shown to emerge as special cases.-
dc.languageEnglish-
dc.publisherKOREAN STATISTICAL SOC-
dc.subjectfunctional central limit theorem-
dc.subjectgeometric ergodicity-
dc.subjectMarkov chain-
dc.subjectnon-linear ARMA-
dc.subjectnonlinear GARCH-
dc.subjectstationarity-
dc.titleOn strict stationarity of nonlinear ARMA processes with nonlinear GARCH innovations-
dc.typeArticle-
dc.relation.issue2-
dc.relation.volume36-
dc.relation.indexSCIE-
dc.relation.indexSCOPUS-
dc.relation.indexKCI-
dc.relation.startpage183-
dc.relation.lastpage200-
dc.relation.journaltitleJOURNAL OF THE KOREAN STATISTICAL SOCIETY-
dc.identifier.wosidWOS:000255192300001-
dc.author.googleLee, O.-
dc.contributor.scopusid이외숙(8425708300)-
dc.date.modifydate20170601155002-
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