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

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

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