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Regression trendbehafteter Zeitreihen in der Ökonometrie
Hassler, Uwe, (2000)
MALCOLM : the theory and practice of cointegration analysis in RATS
Oxley, Les, (2000)
Sample means, sample autocovariances, and linear regression of stationary multivariate long memory processes
Chung, Ching-fan, (2002)
The Exponential Model for the Spectrum of a Time Series : Extensions and Applications
Proietti, Tommaso, (2014)
On the spectral properties of matrices associated with trend filters
Luati, Alessandra, (2010)
The exponential model for the spectrum of a time series : extensions and applications
Proietti, Tommaso, (2013)