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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)
Bayes prediction in the linear model with spherically symmetric errors
Jammalamadaka, Sreenivasa Rao, (1987)
Bayes prediction density and regression estimation : a semiparametr. approach
Tiwari, Ram C., (1988)
Large sample theory of spacings statistics for tests of fit for the composite hypothesis
Wells, Martin T., (1993)