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Nonlinear three stage least squares pooling of cross dection and average time series data
Jorgenson, Dale W., (1982)
Robust methods for arima models
Martin, R. Douglas, (1981)
Computer programs for spectral analysis of economic time series
Karreman, H. F., (1963)
White noise analysis and its applications to quantum dynamics
Hida, Takeyuki, (1984)
Quadratic functionals of Brownian motion
Hida, Takeyuki, (1971)
A note on generalized Gaussian random fields
Hida, Takeyuki, (1988)