//-->
Frequeny-domain estimation of fractionally integrated processes : impact of short-term components on the bandwidth choice
Lardic, Sandrine, (2003)
Estimation of fractional error correction models : a methodological note
Lardic, Sandrine, (2004)
Explaining the European exchange rates deviations: Long memory or non-linear adjustment?
Dufrénot, Gilles, (2008)