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Statistical inference for financial engineering
Taniguchi, Masanobu, (2014)
An asymptotic expansion for the distribution of the likelihood ratio criterion for a Gaussian autoregressive moving average process under a local alternative
Taniguchi, Masanobu, (1985)
Asymptotic theory for the Durbin-Watson statistic under long-memory dependence
Nakamura, Shisei, (1999)