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Nonparametric estimation of additive models with homogeneous components
Härdle, Wolfgang, (2000)
A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K., (2000)
Nonparametric two-step estimation of unknown regression functions when the regressors and the regression error are not independent
Ng, Serena, (1995)
Small-sample likelihood-based inference in the ARFIMA-model
Lieberman, Offer, (1999)
Small-sample likelihood-based inference in the ARFIMA model
Lieberman, Offer, (2000)
Valid asymptotic expansions for the maximum likelihood estimator of the parameter of a stationary, Gaussian, strongly dependent process