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Unit roots, stationarity, and persistence in finite sample macroeconometrics
Blough, Stephen Richard, (1990)
State-space models with regime switching : classical and Gibbs-sampling approaches with applications
Kim, Chang-jin, (1999)
Sample autocorrelations of fractionally integrated noise
Hassler, Uwe, (1994)
Spectral density estimation for stationary stable processes
Masry, Elias, (1984)
Two classes of self-similar stable processes with stationary increments
Cambanis, Stamatis, (1989)
Ergodic properties of stationary stable processes
Cambanis, Stamatis, (1987)