Journal of the Korean Data and Information Science Society
- Volume 18 Issue 1
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- Pages.211-218
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- 2007
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- 1598-9402(pISSN)
On Strict Stationarity of Nonlinear Time Series Models without Irreducibility or Continuity Condition
- Lee, Oe-Sook (Department of Statistics, Ewha Womans University) ;
- Kim, Kyung-Hwa (Department of Mathematics, Ewha Womans University)
- Published : 2007.02.28
Abstract
Nonlinear ARMA model