Special issue: Long memory and nonlinear time series. Selected papers of a conference, Cardiff, UK, July 9--11, 2000

DOI10.1016/S0304-4076(02)00088-XMaRDI QIDQ1863673zbMATH OpenWikidataFDO

Authors

Publication date 11 March 2003

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0304-4076(02)00088-X

zbMATH Keywords

Cardiff (GB)Long MemoryNonlinear time series

Mathematics Subject Classification ID

Proceedings of conferences of miscellaneous specific interest (00B25) Applications of statistics to economics (62P20)

Review text

The articles of this volume will be reviewed individually.

Cites work

• AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
• ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Estimating Regression Models of Finite but Unknown Order
• Estimating the dimension of a model
• Estimating the transition between two intersecting straight lines
• scientific article; zbMATH DE number 3635352 (Why is no real title available?)
• Long memory and regime switching
• Long memory relationships and the aggregation of dynamic models
• MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES
• Modeling by shortest data description
• Modeling volatility persistence of speculative returns: a new approach
• Nonlinear Regressions with Integrated Time Series
• The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes

Cited in

(1)

• The Volatility of Realized Volatility

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