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Nonlinear three stage least squares pooling of cross dection and average time series data
Jorgenson, Dale W., (1982)
Robust methods for arima models
Martin, R. Douglas, (1981)
Computer programs for spectral analysis of economic time series
Karreman, H. F., (1963)
Cumulants and cumulant spectra
Rosenblatt, M., (1983)
Multivariate k-nearest neighbor density estimates
Mack, Y. P., (1979)
Prolate spheroidal spectral estimates
Lii, K.S., (2008)