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A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K., (2000)
Long memory analysis
Teyssière, Gilles, (2000)
Nonlinear and nonparametric methods for analyzing financial time series
Franke, Jürgen, (1999)
Density estimation for statistics and data analysis
Silverman, B. W., (1986)
A comparison of the Reinsch and Speckman splines
Carter, Chris K., (1990)
Functional adaptive model estimation
James, Gareth M., (2005)