• Journal of the Korean Mathematical Society
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• v.36 no.1
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• pp.139-157
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• 1999

Consider a supercritical Bellman-Harris process evolving from one particle. We superimpose on this process the additional structure of movement. A particle whose parent was at x at its time of birth moves until it dies according to a given Markov process X starting at x. The motions of different particles are assumed independent. In this paper we show that when the movement process X is standard Brownian the proportion of particles with position $\leq${{{{ SQRT { t} }}}} b and age$\leq$a tends with probability 1 to A(a)$\Phi$(b) where A(.) and $\Phi$(.) are the stable age distribution and standard normal distribution, respectively. We also extend this result to the case when the movement process is a Levy process.

• Journal of the Korean Statistical Society
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• v.27 no.1
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• pp.57-66
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• 1998

In the analysis of time series it is an important issue to determine whether a time series under study is stationary. For the test of the stationary of the time series the Dickey-Fuller (DF) type tests have been mainly used. In this paper, we consider the regular unit root tests and seasonal unit root tests based on the generalized Durbin-Watson (DW) statistics when the errors are independent. The limiting distributions of the proposed DW-type test statistics are the functionals of standard Brownian motions. We also obtain the finite distributions and powers of the DW-type test statistics and compare the performances with the DF-type tests. It is observed that the DW-type test statistics have good behaviors against the DF-type test statistics especially in the nonzero (seasonal) mean model.

• Journal of the Korean Statistical Society
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• v.30 no.4
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• pp.597-612
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• 2001

We have developed a \