Browse "Dept. of Mathematical Sciences(수리과학과)" by Subject Long-range dependence
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| Bootstrap-Based Test for Volatility Shifts in GARCH against Long-Range Dependence Wang, Yu; Park, Cheolwoo; Lee, Taewook, COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, v.22, no.5, pp.495 - 506, 2015-09 |
| Shifting level process exhibiting long-range dependence over finite time scale = 유한시간내에 장기의존성을 나타내는 Shifting level 과정link Lee, Baek-Hoon; 이백훈; et al, 한국과학기술원, 2000 |
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