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Iterative plug-in algorithms for SEMIFAR models
Beran, Jan, (2001)
Detailed simulation results
Semi-nonparametric discrete event forecasting in economics and finance
Guo, Guang, (2004)
Local polynomial fitting with long-memory, short-memory and antipersistent errors
Beran, Jan, (1999)
Local polynomial estimation with a FARIMA-GARCH error process
Data-driven estimation of semiparametric fractional autoregressive models
Beran, Jan, (2000)