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정체지역개발계획과정에 제기된 주민개발수요 분석 : 경북 문경지역을 중심으로 Case of the MoonKeung City
최외출,이미숙 영남대학교 지역발전연구소 1996 새마을지역개발연구 Vol.19 No.-
The purpose of this study analyzes the inhabitants' demands appeared in the D.P.P (Development Planning Process) that intend to stimulate the planned regional development for stagnant area economically as well as socially. Especially, once the Moon Keung city area was very thrived in coal mine. However, by changing in the use of energy resources, coal industry is declining in today. Tendency of the inhabitants' needs as follows; First, they want to leave for other cities if their city decline continuously in the future(See statistics, 72.4 percent will leave their own city). Second, the main reasons for leaving their city are, for example, unclear regional development in the future, scarce job opportunity and difficulties of the children education. Third, they also feel difficulty to use the social facilities, for example, traffic facilities, education facilities and medical facilities. Therefore, the inhabitants' needs should be accepted in planning for the regional development and considered in its implementation process in the future.
ON GEOMETRIC ERGODICITY OF AN AR-ARCH TYPE PROCESS WITH MARKOV SWITCHING
Lee, Oe-Sook,Shin, Dong-Wan Korean Mathematical Society 2004 대한수학회지 Vol.41 No.2
We consider a nonlinear AR-ARCH type process subject to Markov-switching and give sufficient conditions for geometric ergodicity of the process. Existence of moments is also obtained.
A continuous time asymmetric power GARCH process driven by a L$\'{e}$vy process
Lee, Oe-Sook The Korean Data and Information Science Society 2010 한국데이터정보과학회지 Vol.21 No.6
A continuous time asymmetric power GARCH(1,1) model is suggested, based on a single background driving L$\'{e}$vy process. The stochastic differential equation for the given process is derived and the strict stationarity and kth order moment conditions are examined.
STRICT STATIONARITY AND FUNCTIONAL CENTRAL LIMIT THEOREM FOR ARCH/GRACH MODELS
Lee, Oe-Sook,Kim, Ji-Hyun Korean Mathematical Society 2001 대한수학회보 Vol.38 No.3
In this paper we consider the (generalized) autoregressive model with conditional heteroscedasticity (ARCH/GARCH models). We willing give conditions under which strict stationarity, ergodicity and the functional central limit theorem hold for the corresponding models.
STATIONARY $\beta-MIXING$ FOR SUBDIAGONAL BILINEAR TIME SERIES
Lee Oe-Sook The Korean Statistical Society 2006 Journal of the Korean Statistical Society Vol.35 No.1
We consider the subdiagonal bilinear model and ARMA model with subdiagonal bilinear errors. Sufficient conditions for geometric ergodicity of associated Markov chains are derived by using results on generalized random coefficient autoregressive models and then strict stationarity and ,a-mixing property with exponential decay rates for given processes are obtained.
Lee, Oe-Sook The Korean Data and Information Science Society 2011 한국데이터정보과학회지 Vol.22 No.2
We consider an asymmetric power transformed threshold GARCH(1.1) process and find sufficient conditions for the existence of a strictly stationary solution, geometric ergodicity and ${\beta}$-mixing property. Moments conditions are given. Box-Cox transformed threshold GARCH(1.1) is also considered as a special case.
Oe Sook Lee 한국데이터정보과학회 2011 한국데이터정보과학회지 Vol.22 No.2
We consider an asymmetric power transformed threshold GARCH(1.1) process and find sufficient conditions for the existence of a strictly stationary solution, geometric er-godicity and β-mixing property. Moments conditions are given. Box-Cox transformed threshold GARCH(1.1) process is also considered as a special case.
Uniform Ergodicity of an Exponential Continuous Time GARCH(p,q) Model
Lee, Oe-Sook The Korean Statistical Society 2012 Communications for statistical applications and me Vol.19 No.5
The exponential continuous time GARCH(p,q) model for financial assets suggested by Haug and Czado (2007) is considered, where the log volatility process is driven by a general L$\acute{e}$vy process and the price process is then obtained by using the same L$\acute{e}$vy process as driving noise. Uniform ergodicity and ${\beta}$-mixing property of the log volatility process is obtained by adopting an extended generator and drift condition.
Lee, Oe-sook 梨花女子大學校 韓國生活科學硏究院 1992 韓國生活科學硏究院 論叢 Vol.49 No.-
[0,∞)에서 [0,∞)로 가는 위로 오목한 단조증가 함수에 의해서 생성되는 마르코프 확률과정을 생성 함수의 특성에 따라 두 가지 경우로 나누고 각각에 대하여 단조 증가 함수의 차로 표시 되어지는 함수들이 함수 중심 극한 정리를 만족함을 보였다. Markov Process {X_n}which is generated by nondcreasing concave functions from [0,∞) to [0,∞) is considered. Broad classes of functions h in L^2(π) for which the functional central limit theorem holds are obtained.