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An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets
Jensen, Mark J., (2000)
Empirical characteristic function in time series estimation
Knight, John L., (1999)
Trend stationary fractional behavior : asymptotics and simulation
Chung, Sang-kuck, (2000)
Estimation of mis-specified long memory models
Chen, Willa W., (2003)
The variance ratio statistic at large horizons
Uniform inference in predictive regression models
Chen, Willa W., (2013)