| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1145118 | Journal of the Korean Statistical Society | 2008 | 7 Pages |
Abstract
We propose simple models which extend GARCH model and find regions of coefficients on which the given process is nonnegative covariance stationary and has long memory property.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
O. Lee, H.M. Kim,