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Interpolation and backdating with a large information set
Angelini, Elena, (2003)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Forecasting a Nonstationary Time Series with a Mixture of Stationary and Nonstationary Factors as Predictors
Hannadige, Sium, (2020)
Bootstrapping tail statistics: tail quantile process, Hill estimator, and confidence intervals for highquantiles of heavy tailed distributions
Litvinova, Svetlana, (2018)
Consistency of full-sample bootstrap for estimating high-quantile, tail probability, and tail index
Litvinova, Svetlana, (2020)