논문KCI 등재
Irreducibility of ARMA($p,q$) process with Markov switching
대한수학회 (The Korean Mathematical Society)|2006.07|대한수학회논문집 (Communications of the KMS)|제21권 제3호|pp. 533-541
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Abstract
We consider a autoregressive moving average process of order p andq with Markov switching coefficients and find sufficientconditions for irreducibility of the process. Identifying smallsets is also examined.
참고문헌 (19)
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