Communications for Statistical Applications and Methods

  • 제20권4호
  • /
  • Pages.339-345
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  • 2013
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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A Functional Central Limit Theorem for an ARMA(p, q) Process with Markov Switching

  • Lee, Oesook (Department of Statistics, Ewha Womans University)
  • 투고 : 2013.06.12
  • 심사 : 2013.07.08
  • 발행 : 2013.07.31
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초록

In this paper, we give a tractable sufficient condition for functional central limit theorem to hold in Markov switching ARMA (p, q) model.

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참고문헌

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