Long-memory property of nonlinear transformations of break processes (Q1927845): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2004.12.013
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+W2005139141
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+NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES:A RECONSIDERATION
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+ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF  INTEGRATED TIME SERIES”
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+FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF  INTEGRATED TIME SERIES
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+Long memory and regime switching
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+Properties of nonlinear transformations of fractionally integrated processes.
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+Some generalizations on the algebra of I(1) processes
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+CLT and other limit theorems for functionals of Gaussian processes
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+NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
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+A simple nonlinear time series model with misleading linear properties
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+Long memory and stochastic trend.
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM
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+Convergence of integrated processes of arbitrary Hermite rank
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