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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)
A systems-theoretic approach to rational expectations models
Nieuwenhuis, J. H., (1991)
About locally bounded stochastic processes and stopping times of jump processes
Nieuwenhuis, J. H., (2001)
Realizations of interest rate models