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Model
Drexl, Andreas, (1996)
The 123PRSP model
Devarajan, Shantayanan, (2003)
Modelirovanie narodnogo chozjajstva : (Modele ceny, kriterii, optimal'nosti)
Archangel'skij, Ju. S., (1972)
Fractionally integrated Log-GARCH with application to value at risk and expected shortfall
Feng, Yuanhua, (2020)
On robust local polynominal estimation with long-memory errors
Beran, Jan, (2000)
Local polynomial fitting with long-memory, short-memory and antipersistent errors
Beran, Jan, (1999)