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References from Long memory and regime switching. Local targets link to admitted publications; unresolved targets remain external evidence.
The distribution of realized exchange rate volatility
10.1198/016214501750332965 · 2001 · External reference
10.1016/s0304-405x(01)00055-1
10.1016/s0304-405x(01)00055-1 · External reference
Long-memory processes and fractional integration in econometrics
10.1016/0304-4076(95)01732-1 · 1996 · External reference
Shifting trends, segmented trends, and infrequent permanent shocks
10.1016/0304-3932(91)90025-j · 1989 · External reference
Threshold cointegration
10.2307/2527284 · 1997 · External reference
Unresolved reference
1989 · External reference
Unresolved reference
1994 · External reference
The Hurst effect under trends
10.2307/3213900 · 1983 · External reference
Long memory and aggregation in macroeconomic time series
10.2307/2527352 · 1998 · External reference
Unresolved reference
External reference
A class of micropulses and antipersistent fractional Brownian motion
10.1016/0304-4149(95)00046-1 · 1995 · External reference
A comparison of the forecast performance of Markov-switching and threshold autoregressive models of U.S. GNP
10.1111/1368-423x.11004 · 1998 · External reference
Long memory in continuous-time stochastic volatility models
10.1111/1467-9965.00057 · 1998 · External reference
Long memory and persistence in aggregate output
10.1016/0304-3932(89)90003-2 · 1989 · External reference
Measuring business cycles: a modern perspective
10.2307/2109848 · 1996 · External reference
A long-memory property of stock market returns and a new model
10.1016/0927-5398(93)90006-d · 1993 · External reference
Unresolved reference
1997 · External reference
Stochastic permanent breaks
10.1162/003465399558382 · 1999 · External reference
The estimation and application of long-memory time series models
10.1111/j.1467-9892.1983.tb00371.x · 1983 · External reference
Long-memory relationships and the aggregation of dynamic models
10.1016/0304-4076(80)90092-5 · 1980 · External reference
Unresolved reference
External reference
A simple nonlinear time series model with misleading linear properties
10.1016/s0165-1765(98)00228-6 · 1999 · External reference
A new approach to the economic analysis of nonstationary time series and the business cycle
10.2307/1912559 · 1989 · External reference
Unresolved reference
1994 · External reference
On defining long range dependence
10.2307/3215008 · 1997 · External reference
Testing for structural change in a long-memory environment
10.1016/0304-4076(94)01687-9 · 1996 · External reference
Automatic semiparametric estimation of the memory parameter of a long-memory time series
10.1111/j.1467-9892.1994.tb00194.x · 1994 · External reference
The hurst phenomenon: a puzzle?
10.1029/wr010i004p00675 · 1974 · External reference
Discrimination between monotonic trends and long-range dependence
10.2307/3214476 · 1986 · External reference
Unresolved reference
External reference
Unresolved reference
External reference
Real and spurious long-memory properties of stock-market data
10.2307/1392497 · 1997 · External reference
Unresolved reference
External reference
What is fractional integration?
10.1162/003465399558490 · 1999 · External reference
The great crash, the oil price shock and the unit root hypothesis
10.2307/1913712 · 1989 · External reference
10.1017/ccol0521444594.002
10.1017/ccol0521444594.002 · External reference
Semiparametric analysis of long-memory time series
10.1214/aos/1176325382 · 1994 · External reference
Log-periodogram regression of time series with long-range dependence
10.1214/aos/1176324636 · 1995 · External reference
Stylized facts of daily return series and the hidden markov model
10.1002/(sici)1099-1255(199805/06)13:3<217::aid-jae476>3.0.co;2-v · 1998 · External reference
Unresolved reference
1994 · External reference
Unresolved reference
External reference
Evidence on structural instability in macroeconomic time series relations
10.2307/1392096 · 1996 · External reference
Proof of a fundamental result in self-similar traffic modeling
10.1145/263876.263879 · 1997 · External reference
Testing for long-range dependence in the presence of shifting means or a slowly-declining trend, using a variance-type estimator
10.1111/1467-9892.00050 · 1997 · External reference
Moments of markov switching models
10.1016/s0304-4076(99)00051-2 · 2000 · External reference
