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논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
Recurrent neural network-adapted nonlinear ARMA-GARCH model with application to S&P 500 index data
한국데이터정보과학회지
2019 .09
Multidrug-Resistant Providencia Isolates Carrying blaPER-1, blaVIM-2, and armA
The Journal of Microbiology
2007 .06
ON STRICT STATIONARITY OF NONLINEAR ARMA PROCESSES WITH NONLINEAR GARCH INNOVATIONS
JKSS(Journal of the Korean Statistical Society)
2007 .01
On Strict Stationarity of Nonlinear Time Series Models without Irreducibility or Continuity Condition
한국데이터정보과학회지
2007 .03
Testing the exchange rate data for the parameter change based on ARMA-GARCH model
한국데이터정보과학회지
2013 .12
Some limiting properties for GARCH(p; q)-X processes
한국데이터정보과학회지
2017 .05
해밀턴 필터를 이용한 베이지안 마코프-스위칭 ARMA(p,q)-GARCH(r,s) 모형 연구
Journal of The Korean Data Analysis Society
2018 .01
On Stationarity of TARMA(p,q) Process
JKSS(Journal of the Korean Statistical Society)
2001 .01
TESTING FOR SMOOTH TRANSITION NONLINEARITY IN PARTIALLY NONSTATIONARY VECTOR AUTOREGRESSIONS
JKSS(Journal of the Korean Statistical Society)
2007 .01
On geometric ergodicity and β- mixing property of asymmetric power transformed threshold GARCH(1,1) process
한국데이터정보과학회지
2011 .04
Numerical study on Jarque-Bera normality test for innovations of ARMA-GARCH models
한국데이터정보과학회지
2009 .04
A continuous time asymmetric power GARCH process driven by a Levy process
한국데이터정보과학회지
2010 .12
Geometric ergodicity for the augmented asymmetric power GARCH model
한국데이터정보과학회지
2011 .12
The GARCH-GPD in market risks modeling: An empirical exposition on KOSPI
한국데이터정보과학회지
2016 .12
INNOVATION ALGORITHM IN ARMA PROCESS
The Korean journal of computational & applied mathematics, 한국전산응용수학술지 Series A
1998 .01
A SMOOTHING NEWTON METHOD FOR NCP BASED ON A NEW CLASS OF SMOOTHING FUNCTIONS
Journal of applied mathematics & informatics
2014 .01
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