Edit Profile (opens in new tab) Lee, Oesook Co-Author Distance Author ID: lee.oesook Published as: Lee, Oesook; Lee, O. External Links: MGP Documents Indexed: 45 Publications since 1988 Co-Authors: 7 Co-Authors with 22 Joint Publications 94 Co-Co-Authors all top 5 Co-Authors 22 single-authored 14 Shin, Dongwan 3 Bhattacharya, Rabi N. 1 Ha, Seung Yeon 1 Kim, Jihyun 1 Kim, Jooyoung 1 Kim, Minhee 1 Lee, Jungwha all top 5 Serials 8 Economics Letters 7 Communications of the Korean Mathematical Society 5 Statistics & Probability Letters 4 Bulletin of the Korean Mathematical Society 4 Communications in Statistics. Theory and Methods 4 Journal of the Korean Statistical Society 3 Journal of the Korean Mathematical Society 2 Journal of Econometrics 1 Indian Journal of Pure & Applied Mathematics 1 Metrika 1 The Annals of Probability 1 Journal of Multivariate Analysis 1 Journal of Time Series Analysis 1 Stochastic Analysis and Applications 1 Communications for Statistical Applications and Methods Fields 36 Probability theory and stochastic processes (60-XX) 27 Statistics (62-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 22 Publications have been cited 91 times in 82 Documents Cited by ▼ Year ▼ Asymptotics of a class of Markov processes which are not in general irreducible. Zbl 0652.60028 Bhattacharya, Rabi N.; Lee, Oesook 25 1988 An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. Zbl 1191.62155 Shin, Dong Wan; Lee, Oesook 7 2003 On geometric ergodicity of the MTAR process. Zbl 0976.60025 Lee, Oesook; Shin, Dong Wan 6 2000 A note on stationarity of the MTAR process on the boundary of the stationarity region. Zbl 0993.60033 Lee, Oesook; Shin, Dong Wan 6 2001 Probabilistic properties of a nonlinear ARMA process with Markov switching. Zbl 1062.62190 Lee, Oesook 6 2005 The functional central limit theorem for ARMA-GARCH processes. Zbl 1288.60042 Lee, O. 6 2013 Ergodicity and central limit theorems for a class of Markov processes. Zbl 0658.60094 Bhattacharya, Rabi N.; Lee, Oesook 4 1988 Geometric ergodicity and moment conditions for a seasonal GARCH model with periodic coefficients. Zbl 1187.62143 Lee, O.; Shin, D. W. 4 2010 The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model. Zbl 1303.60025 Lee, Oesook 4 2014 Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility. Zbl 1254.91674 Lee, Oesook; Shin, Dong Wan 4 2004 On geometric ergodicity of an AR-ARCH type process with Markov switching. Zbl 1044.62094 Lee, Oesook; Shin, Dong Wan 3 2004 On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models. Zbl 1125.62335 Lee, O.; Shin, D. W. 3 2005 Strict stationarity and functional central limit theorem for ARCH/GARCH models. Zbl 1009.62078 Lee, Oesook; Kim, Jihyun 2 2001 A study on GARCH\((p,q)\) process. Zbl 1101.62369 Lee, Oesook 2 2003 Asymmetry and nonstationarity for a seasonal time series model. Zbl 1418.62357 Shin, Dong Wan; Lee, Oesook 2 2007 Stationarity and \(\beta\)-mixing property of a mixture AR-ARCH model. Zbl 1117.62094 Lee, Oesook 1 2006 Asymptotic behaviors of randomly perturbed dynamical systems. Zbl 0952.60022 Lee, Oesook 1 1999 On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models. Zbl 0986.60033 Lee, Oesook 1 2000 Covariance stationary GARCH-family models with long memory property. Zbl 1196.62115 Lee, O.; Kim, H. M. 1 2008 A study on some periodic time varying bilinear model. Zbl 1161.60313 Ha, Seung Yeon; Lee, Oesook 1 2006 Limit theorems for some doubly stochastic processes. Zbl 0874.60028 Lee, Oesook 1 1997 Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes. Zbl 1306.60024 Lee, O. 1 2014 The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model. Zbl 1303.60025 Lee, Oesook 4 2014 Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes. Zbl 1306.60024 Lee, O. 1 2014 The functional central limit theorem for ARMA-GARCH processes. Zbl 1288.60042 Lee, O. 6 2013 Geometric ergodicity and moment conditions for a seasonal GARCH model with periodic coefficients. Zbl 1187.62143 Lee, O.; Shin, D. W. 4 2010 Covariance stationary GARCH-family models with long memory property. Zbl 1196.62115 Lee, O.; Kim, H. M. 1 2008 Asymmetry and nonstationarity for a seasonal time series model. Zbl 1418.62357 Shin, Dong Wan; Lee, Oesook 2 2007 Stationarity and \(\beta\)-mixing property of a mixture AR-ARCH model. Zbl 1117.62094 Lee, Oesook 1 2006 A study on some periodic time varying bilinear model. Zbl 1161.60313 Ha, Seung Yeon; Lee, Oesook 1 2006 Probabilistic properties of a nonlinear ARMA process with Markov switching. Zbl 1062.62190 Lee, Oesook 6 2005 On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models. Zbl 1125.62335 Lee, O.; Shin, D. W. 3 2005 Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility. Zbl 1254.91674 Lee, Oesook; Shin, Dong Wan 4 2004 On geometric ergodicity of an AR-ARCH type process with Markov switching. Zbl 1044.62094 Lee, Oesook; Shin, Dong Wan 3 2004 An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. Zbl 1191.62155 Shin, Dong Wan; Lee, Oesook 7 2003 A study on GARCH\((p,q)\) process. Zbl 1101.62369 Lee, Oesook 2 2003 A note on stationarity of the MTAR process on the boundary of the stationarity region. Zbl 0993.60033 Lee, Oesook; Shin, Dong Wan 6 2001 Strict stationarity and functional central limit theorem for ARCH/GARCH models. Zbl 1009.62078 Lee, Oesook; Kim, Jihyun 2 2001 On geometric ergodicity of the MTAR process. Zbl 0976.60025 Lee, Oesook; Shin, Dong Wan 6 2000 On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models. Zbl 0986.60033 Lee, Oesook 1 2000 Asymptotic behaviors of randomly perturbed dynamical systems. Zbl 0952.60022 Lee, Oesook 1 1999 Limit theorems for some doubly stochastic processes. Zbl 0874.60028 Lee, Oesook 1 1997 Asymptotics of a class of Markov processes which are not in general irreducible. Zbl 0652.60028 Bhattacharya, Rabi N.; Lee, Oesook 25 1988 Ergodicity and central limit theorems for a class of Markov processes. Zbl 0658.60094 Bhattacharya, Rabi N.; Lee, Oesook 4 1988 all cited Publications top 5 cited Publications all top 5 Cited by 85 Authors 19 Shin, Dongwan 17 Lee, Oesook 6 Bibi, Abdelouahab 5 Bhattacharya, Rabi N. 4 Ghezal, Ahmed 4 Hwang, Eunju 4 Majumdar, Mukul K. 3 Kamihigashi, Takashi 3 Matias, Edgar 3 Oh, Man-Suk 3 Santos, Manuel S. 3 Stachurski, John 3 Xing, Guodong 3 Yang, Shanchao 2 Aliat, Billel 2 Díaz, Lorenzo Justiniano 2 Hamdi, Fayçal 2 Lescheb, Ines 2 Park, Soo Jung 2 Woodroofe, Michael Barrett 2 Yu, Keming 1 Bec, Frédérique 1 Bradic, Jelena 1 Burton, Robert M. jun. 1 Carvalho, Alexandre X. 1 Cavicchioli, Maddalena 1 Chakraborty, Santanu 1 Chen, Bin 1 Cline, Daren B. H. 1 Comte, Fabienne 1 Czudek, Klaudiusz 1 Datta, Manjira 1 Dedecker, Jérôme 1 Farnoosh, Rahman 1 Francq, Christian 1 Franke, Jürgen 1 Guay, Alain 1 Guerbyenne, Hafida 1 Guerre, Emmanuel 1 Gupta, Abhishek Kr. 1 Hajrajabi, Arezo 1 Hashimzade, Nigar 1 Hong, Won-Tak 1 Hong, Yongmiao 1 Jhee, Won-Chul 1 Kang, Jiwon 1 Kang, Seungho 1 Keller, Gerhard 1 Kessira, Abderrahim 1 Kim, Jooyoung 1 Kim, Woochul 1 Lee, Jungwha 1 Lee, Yonghee 1 Light, Bar 1 Liu, Yan 1 Maxwell, Michael 1 Meitz, Mika 1 Mirman, Leonard J. 1 Morand, Olivier F. 1 Moyal, Pascal 1 Nademi, Arash 1 Öberg, Anders 1 Park, Byeong Uk 1 Pi, Jianzong 1 Rao, B. V. 1 Reffett, Kevin L. 1 Rydlewski, Jerzy P. 1 Saikkonen, Pentti 1 Schweikert, Karsten 1 Silva, Eduardo A. 1 Skoulakis, Georgios 1 Snarska, Małgorzata 1 Song, Junmo 1 Stelzer, Robert 1 Stockis, Jean-Pierre 1 Tadjuidje-Kamgaing, Joseph 1 Taupin, Marie-Luce 1 Tendolkar, Gaurav 1 Viviano, Davide 1 Wei, Xianglan 1 Weintraub, Gabriel Y. 1 Yang, Xin 1 Zakoïan, Jean-Michel 1 Zhang, Yuzhe 1 Zvára, Petr all top 5 Cited in 38 Serials 11 Statistics & Probability Letters 8 Economics Letters 7 Communications in Statistics. Theory and Methods 5 Journal of Econometrics 5 Econometric Theory 3 Nonlinearity 3 Journal of Mathematical Economics 3 Journal of the Korean Statistical Society 2 Journal of Economic Theory 2 Journal of Statistical Planning and Inference 2 Kybernetika 2 Statistics 2 The Annals of Applied Probability 2 Computational Statistics and Data Analysis 2 Journal of Applied Statistics 1 Advances in Applied Probability 1 Metrika 1 Rocky Mountain Journal of Mathematics 1 The Annals of Probability 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 Journal of Multivariate Analysis 1 Mathematische Zeitschrift 1 Monatshefte für Mathematik 1 Operations Research 1 Journal of Time Series Analysis 1 Stochastic Analysis and Applications 1 Journal of Theoretical Probability 1 Computational Statistics 1 Communications in Statistics. Simulation and Computation 1 Journal of Statistical Computation and Simulation 1 Stochastic Processes and their Applications 1 Studies in Nonlinear Dynamics and Econometrics 1 Review of Economic Design 1 Statistical Methods and Applications 1 Stochastics 1 Sankhyā. Series A 1 SIAM Journal on Mathematics of Data Science all top 5 Cited in 12 Fields 55 Statistics (62-XX) 38 Probability theory and stochastic processes (60-XX) 12 Dynamical systems and ergodic theory (37-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Numerical analysis (65-XX) 2 Operations research, mathematical programming (90-XX) 2 Systems theory; control (93-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Measure and integration (28-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 General topology (54-XX) Citations by Year