Filtered Log-Periodogram Regression of Long Memory Processes - Feng, Yuanhua; Beran, Jan (Journal of Statistical Theory and Practice)

Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes - Beran, Jan; Feng, Yuanhua (Journal of Statistical Theory and Practice)

Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes - Beran, Jan; Feng, Yuanhua (Journal of Statistical Theory and Practice)