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Results 1-3 of 3 (Search time: 0.004 seconds).
Threshold ARCH(1) processes: asymptotic inference
Hwang, SY
; Woo, MJ
Article
Issue Date
2001
Citation
STATISTICS & PROBABILITY LETTERS, v.53, no.1, pp 11 - 20
Publisher
ELSEVIER SCIENCE BV
다차원선호분석의 최적척도화 및 부분수량화
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황선영
; 정수진;
김영원
Article
Issue Date
2001
Citation
응용통계연구, v.14, no.2, pp 305 - 320
Publisher
한국통계학회
Ergodicity of nonlinear autoregression with nonlinear ARCH innovations.
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황선영
; Basawa, I.V.
Article
Issue Date
2001
Citation
한국통계학회 논문집 (Communications for Statistical Applications and Methods), v.8, no.2, pp 565 - 572
Publisher
한국통계학회
1
Discover
Author
Basawa, I.V.
1
Woo, MJ
1
Kim, Young Won
1
정수진
1
Subject
Autoregression
1
conditional least-squares
1
ERGODICITY
1
Ergodicity
1
financial data in Korea
1
geometric ergodicity
1
MODEL
1
Nonlinear ARCH References
1
NONLINEAR TIME-SERIES
1
threshold ARCH
1
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ENG
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STATISTICS & PROBABILITY LETTERS
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응용통계연구
1
한국통계학회 논문집 (Communications for St...
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