Open AccessON STATIONARITY OF NONLINEAR AR PROCESSES WITH NONLINEAR ARCH ERRORS
Author(s) -
Oe-Sook Lee,
Min-Hee Kim
Publication year - 2002
Publication title -
daehan suhaghoe nonmunjib/daehan suhakoe nonmunjip
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.286
H-Index - 15
eISSN - 2234-3024
pISSN - 1225-1763
DOI - 10.4134/ckms.2002.17.2.309
Subject(s) - autoregressive model , arch , nonlinear system , mathematics , econometrics , engineering , structural engineering , physics , quantum mechanics