Special issue: Long memory and nonlinear time series. Selected papers of a conference, Cardiff, UK, July 9--11, 2000 (Q1863673): Difference between revisions

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+Estimating the transition between two intersecting straight lines
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+Long memory and regime switching
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+Modeling volatility persistence of speculative returns: a new approach
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Estimating Regression Models of Finite but Unknown Order
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+Long memory relationships and the aggregation of dynamic models
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+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
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+Q4195812
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+Nonlinear Regressions with Integrated Time Series
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+The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
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+Modeling by shortest data description
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+Estimating the dimension of a model
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+MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES
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