Person:235911

Available identifiers

zbMath Open lee.oesookMaRDI QIDQ235911

List of research outcomes

Publication	Date of Publication	Type
Asymptotics for semi-strong augmented GARCH(1,1) model	2022-11-09	Paper
Stationarity and functional central limit theorem for ARCH(\(\infty\)) models	2018-10-05	Paper
Asymmetry and nonstationarity for a seasonal time series model	2016-05-02	Paper
Unit root tests for panel MTAR model with cross-sectionally dependent error	2015-10-14	Paper
The functional central limit theorem for the multivariate MS-ARMA-GARCH model	2015-05-19	Paper
Continuous Time Approximations to GARCH(1, 1)-Family Models and Their Limiting Properties	2015-02-12	Paper
The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model	2015-01-14	Paper
Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes	2014-08-11	Paper
The functional central limit theorem for ARMA-GARCH processes	2014-06-06	Paper
https://portal.mardi4nfdi.de/entity/Q2855084	2013-10-24	Paper
Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model	2013-01-29	Paper
A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes	2013-01-28	Paper
Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility	2013-01-01	Paper
V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model	2012-07-16	Paper
Geometric Ergodicity and Moment Conditions for a Seasonal GARCH Model with Periodic Coefficients	2010-03-18	Paper
IRREDUCIBILITY OF ARMA(p,q) PROCESS WITH MARKOV SWITCHING	2009-05-20	Paper
A STUDY ON SOME PERIODIC TIME VARYING BILINEAR MODEL	2009-05-19	Paper
On strict stationarity of nonlinear ARMA processes with nonlinear GARCH innovations	2008-04-01	Paper
STATIONARITY AND β-MIXING PROPERTY OF A MIXTURE AR-ARCH MODELS	2007-08-28	Paper
Stationary \(\beta\)-mixing for subdiagonal bilinear time series	2007-07-31	Paper
ON STATIONARITY OF NONLINEAR AR PROCESSES WITH NONLINEAR ARCH ERRORS	2005-12-12	Paper
A STUDY ON GARCH(p, q) PROCESS	2005-12-12	Paper
On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models	2005-11-25	Paper
Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching	2005-05-23	Paper
M‐Estimation for regressions with integrated regressors and arma errors	2004-11-24	Paper
ON GEOMETRIC ERGODICITY OF AN AR-ARCH TYPE PROCESS WITH MARKOV SWITCHING	2004-05-27	Paper
An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models.	2003-06-09	Paper
https://portal.mardi4nfdi.de/entity/Q2756094	2003-05-07	Paper
Functional central limit theorems for iterated function systems controlled by regenerative sequences	2003-01-09	Paper
A note on stationarity of the MTAR process on the boundary of the stationarity region	2002-03-03	Paper
On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models	2002-02-03	Paper
On geometric ergodicity of the MTAR process	2002-01-02	Paper
https://portal.mardi4nfdi.de/entity/Q2717130	2001-06-14	Paper
Asymptotic behaviors of randomly perturbed dynamical systems	2001-01-02	Paper
Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations	2000-11-01	Paper
https://portal.mardi4nfdi.de/entity/Q4705799	2000-09-04	Paper
https://portal.mardi4nfdi.de/entity/Q4954591	2000-06-12	Paper
DERIVATIONS ON PRIME AND SEMI-PRIME RINGS	1998-12-07	Paper
https://portal.mardi4nfdi.de/entity/Q3125132	1998-05-21	Paper
Limit theorems for some doubly stochastic processes	1997-07-06	Paper
https://portal.mardi4nfdi.de/entity/Q5286720	1994-05-19	Paper
https://portal.mardi4nfdi.de/entity/Q3480998	1989-01-01	Paper
Asymptotics of a class of Markov processes which are not in general irreducible	1988-01-01	Paper
Ergodicity and central limit theorems for a class of Markov processes	1988-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Oesook Lee