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Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Asymptotic properties of the maximum likelihood an non-linear least squares estimators for noninvertible moving average models
Tanaka, Katsuto, (1987)
The Analytics of Risk Model Validation.
Christodoulakis, George A., (2007)
Linear Factor Models in Finance.
Knight, John, (2004)