Oesook Lee

Available identifiers

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

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