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The estimation of the spectral density after trend removal
Hannan, E. J., (1958)
Means and variances of time averages in Markovian environments
Grassmann, Winfried, (1987)
Estimation of transition probabilities of n'th order Markov chains from aggregate time series data
Rosenqvist, Gunnar, (1981)
Experimental economics
Hey, John Denis, (1994)
Does repitition improve consistency?
Hey, John Denis, (2018)
Why we should not be silent about noise