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Stationarity and $\beta$-mixing property of a mixture AR-ARCH models
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On stationarity of nonlinear AR processes with nonlinear ARCH errorsMinhee Kim, Oesook Lee대한수학회 · 대한수학회논문집2002 · 제17권 제2호On geometric ergodicity of an AR-ARCH type process with Markov switching신동완, 이외숙대한수학회 · 대한수학회지2004 · 제41권 제2호A study on GARCH$(p,q)$ processOesook Lee대한수학회 · 대한수학회논문집2003 · 제18권 제3호Irreducibility of ARMA($p,q$) process with Markov switching이외숙대한수학회 · 대한수학회논문집2006 · 제21권 제3호Strong consistency for AR model with missing dataMyung Sook Lee대한수학회 · 대한수학회지2004 · 제41권 제6호Almost sure convergence for linear process generated by asymptotically linear negative quadrant dependence processesGuang-hui Cai대한수학회 · 대한수학회논문집2005 · 제20권 제1호
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