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A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K., (2000)
Improved nonparametric confidence intervals in time series regressions
Romano, Joseph P., (2002)
Nonparametric spline regression with autoregressive moving average errors
Kohn, Robert, (1991)
More efficient kernel estimation in nonparametric regression with autocorrelated errors
Xiao, Zhijie, (2002)
More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors
Xiao, Zhijie, (2003)
Carroll, Raymond J., (2002)