Feng, Y., &; Beran, J. (2012). Filtered Log-Periodogram Regression of Long Memory Processes. Journal of Statistical Theory and Practice, 3(4), 777–793.https://doi.org/10.1080/15598608.2009.10411959 
LibreCat: /record/4610
DOI: 10.1080/15598608.2009.10411959

Beran, J., &; Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice, 1(2), 149–166.https://doi.org/10.1080/15598608.2007.10411831 
LibreCat: /record/4611
DOI: 10.1080/15598608.2007.10411831

Beran, J., &; Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice, 1(2), 149–166.https://doi.org/10.1080/15598608.2007.10411831 
LibreCat: /record/4612
DOI: 10.1080/15598608.2007.10411831