Hi, Does anyone know of any (simple) papers that discuss the relationship between nonlinearity and long-autocorrelation times in time-series? Many times I have run across the suggestion that "long autocorrelation times" suggest nonlinear behavior, but aside from the clearly non-stationarity of such processes, what else can be said about long autocorrelation times?
P _____________________________________ Pradyumna Sribharga Upadrashta, PhD Student Scientific Computation, UofMN . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
