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Regression trendbehafteter Zeitreihen in der Ökonometrie
Hassler, Uwe, (2000)
The econometric modelling of financial time series
Mills, Terence C., (1994)
Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B., (1999)
On the asymptotic properties of a feasible estimator of the continuous time long memory parameter
Ercolani, Joanne S., (2010)
Cyclical trends in continuous time models
Ercolani, Joanne S., (2007)
Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J., (2014)