DSpace at EWHA: Probabilistic properties of a nonlinear ARMA process with markov switching

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DC Field	Value	Language
dc.contributor.author	이외숙	*
dc.date.accessioned	2018-05-18T08:15:17Z	-
dc.date.available	2018-05-18T08:15:17Z	-
dc.date.issued	2005	*
dc.identifier.issn	0361-0926	*
dc.identifier.other	OAK-2588	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/243207	-
dc.description.abstract	We consider a nonlinear autoregressive moving average (ARMA) process with Markov switching and find sufficient conditions for strict stationarity, geometric ergodicity, and the existence of moments of the process with respect to the stationary distribution. Functional central limit theorem is also obtained.	*
dc.language	English	*
dc.title	Probabilistic properties of a nonlinear ARMA process with markov switching	*
dc.type	Article	*
dc.relation.issue	1	*
dc.relation.volume	34	*
dc.relation.index	SCIE	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	193	*
dc.relation.lastpage	204	*
dc.relation.journaltitle	Communications in Statistics - Theory and Methods	*
dc.identifier.doi	10.1081/STA-200045822	*
dc.identifier.wosid	WOS:000226954000014	*
dc.identifier.scopusid	2-s2.0-14544275589	*
dc.author.google	Lee O.	*
dc.contributor.scopusid	이외숙(8425708300)	*
dc.date.modifydate	20241128115404	*