Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 이외숙 | - |
dc.date.accessioned | 2016-08-27T02:08:50Z | - |
dc.date.available | 2016-08-27T02:08:50Z | - |
dc.date.issued | 2007 | - |
dc.identifier.issn | 1226-3192 | - |
dc.identifier.other | OAK-4755 | - |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/216236 | - |
dc.description.abstract | We 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.language | English | - |
dc.publisher | KOREAN STATISTICAL SOC | - |
dc.subject | functional central limit theorem | - |
dc.subject | geometric ergodicity | - |
dc.subject | Markov chain | - |
dc.subject | non-linear ARMA | - |
dc.subject | nonlinear GARCH | - |
dc.subject | stationarity | - |
dc.title | On strict stationarity of nonlinear ARMA processes with nonlinear GARCH innovations | - |
dc.type | Article | - |
dc.relation.issue | 2 | - |
dc.relation.volume | 36 | - |
dc.relation.index | SCIE | - |
dc.relation.index | SCOPUS | - |
dc.relation.index | KCI | - |
dc.relation.startpage | 183 | - |
dc.relation.lastpage | 200 | - |
dc.relation.journaltitle | JOURNAL OF THE KOREAN STATISTICAL SOCIETY | - |
dc.identifier.wosid | WOS:000255192300001 | - |
dc.author.google | Lee, O. | - |
dc.contributor.scopusid | 이외숙(8425708300) | - |
dc.date.modifydate | 20220901081003 | - |