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Showing results 1 to 30 of 47

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
2020Asymptotic Behavior of Volatility in Nonstaionary Augmented GARCH(1, 1) Model with Stationary Mixing Errors김주영Master's Thesis
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
2022Functional Central Limit Theorem for a certain type of Markov-switching GARCH model권드림Master's Thesis
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