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

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

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