| Publication | Date of Publication | Type |
|---|
The functional central limit theorem for Markov-switching GARCH model
Economics Letters | 2024-06-14 | Paper |
Asymptotics for semi-strong augmented GARCH(1,1) model
Communications in Statistics: Theory and Methods | 2022-11-09 | Paper |
Stationarity and functional central limit theorem for ARCH(\(\infty\)) models
Economics Letters | 2018-10-05 | Paper |
Asymmetry and nonstationarity for a seasonal time series model
Journal of Econometrics | 2016-05-02 | Paper |
Unit root tests for panel MTAR model with cross-sectionally dependent error
Metrika | 2015-10-14 | Paper |
The functional central limit theorem for the multivariate MS-ARMA-GARCH model
Economics Letters | 2015-05-19 | Paper |
Continuous time approximations to GARCH(1,1)-family models and their limiting properties
Communications for Statistical Applications and Methods | 2015-02-12 | Paper |
The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model
Economics Letters | 2015-01-14 | Paper |
Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes
Journal of the Korean Statistical Society | 2014-08-11 | Paper |
The functional central limit theorem for ARMA-GARCH processes
Economics Letters | 2014-06-06 | Paper |
Sufficient conditions for irreducibility, ergodicity and recurrence of a Markov process \(X_{n + 1} =f(X_n) + \varepsilon_{n + 1}\)
Communications of the Korean Mathematical Society | 2013-10-24 | Paper |
Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model
Economics Letters | 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
Economics Letters | 2013-01-28 | Paper |
Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility
Economics Letters | 2013-01-01 | Paper |
V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model
Statistics & Probability Letters | 2012-07-16 | Paper |
Geometric ergodicity and moment conditions for a seasonal GARCH model with periodic coefficients
Communications in Statistics: Theory and Methods | 2010-03-18 | Paper |
IRREDUCIBILITY OF ARMA(p,q) PROCESS WITH MARKOV SWITCHING
Communications of the Korean Mathematical Society | 2009-05-20 | Paper |
A STUDY ON SOME PERIODIC TIME VARYING BILINEAR MODEL
Communications of the Korean Mathematical Society | 2009-05-19 | Paper |
On strict stationarity of nonlinear ARMA processes with nonlinear GARCH innovations
Journal of the Korean Statistical Society | 2008-04-01 | Paper |
STATIONARITY AND β-MIXING PROPERTY OF A MIXTURE AR-ARCH MODELS
Bulletin of the Korean Mathematical Society | 2007-08-28 | Paper |
Stationary \(\beta\)-mixing for subdiagonal bilinear time series
Journal of the Korean Statistical Society | 2007-07-31 | Paper |
A STUDY ON GARCH(p, q) PROCESS
Communications of the Korean Mathematical Society | 2005-12-12 | Paper |
ON STATIONARITY OF NONLINEAR AR PROCESSES WITH NONLINEAR ARCH ERRORS
Communications of the Korean Mathematical Society | 2005-12-12 | Paper |
On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models
Statistics & Probability Letters | 2005-11-25 | Paper |
Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching
Communications in Statistics: Theory and Methods | 2005-05-23 | Paper |
M‐Estimation for regressions with integrated regressors and arma errors
Journal of Time Series Analysis | 2004-11-24 | Paper |
ON GEOMETRIC ERGODICITY OF AN AR-ARCH TYPE PROCESS WITH MARKOV SWITCHING
Journal of the Korean Mathematical Society | 2004-05-27 | Paper |
An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models.
Journal of Econometrics | 2003-06-09 | Paper |
Strict stationarity and functional central limit theorem for ARCH/GARCH models
Bulletin of the Korean Mathematical Society | 2003-05-07 | Paper |
Functional central limit theorems for iterated function systems controlled by regenerative sequences
Indian Journal of Pure & Applied Mathematics | 2003-01-09 | Paper |
A note on stationarity of the MTAR process on the boundary of the stationarity region
Economics Letters | 2002-03-03 | Paper |
On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models
Statistics & Probability Letters | 2002-02-03 | Paper |
On geometric ergodicity of the MTAR process
Statistics & Probability Letters | 2002-01-02 | Paper |
Functional central limit theorems for the Gibbs sampler
Communications of the Korean Mathematical Society | 2001-06-14 | Paper |
Asymptotic behaviors of randomly perturbed dynamical systems
Stochastic Analysis and Applications | 2001-01-02 | Paper |
Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations
Communications in Statistics: Theory and Methods | 2000-11-01 | Paper |
| scientific article; zbMATH DE number 1370346 (Why is no real title available?) | 2000-09-04 | Paper |
| scientific article; zbMATH DE number 1457203 (Why is no real title available?) | 2000-06-12 | Paper |
DERIVATIONS ON PRIME AND SEMI-PRIME RINGS
Bulletin of the Korean Mathematical Society | 1998-12-07 | Paper |
| scientific article; zbMATH DE number 991953 (Why is no real title available?) | 1998-05-21 | Paper |
Limit theorems for some doubly stochastic processes
Statistics & Probability Letters | 1997-07-06 | Paper |
| scientific article; zbMATH DE number 227220 (Why is no real title available?) | 1994-05-19 | Paper |
| scientific article; zbMATH DE number 4151512 (Why is no real title available?) | 1989-01-01 | Paper |
Asymptotics of a class of Markov processes which are not in general irreducible
The Annals of Probability | 1988-01-01 | Paper |
Ergodicity and central limit theorems for a class of Markov processes
Journal of Multivariate Analysis | 1988-01-01 | Paper |
