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An asymptotic justification for a modified GLS procedure to estimate ARMA parameters
van der Leeuw, J.L., (1994)
The second derivative of the likelihood of an exact ARMA model
Bayesian analysis of ARMA models using noninformative priors
Kleibergen, F.R., (1995)
A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap.
Maharaj, E.A., (1999)
Homogeneity of Variance Test for the Comparison of Two or More Spectra.
Maharaj, E.A., (1995)
Comparison of Non-Stationary Time Series in the Frequency Domain.
Maharaj, E.A., (2001)