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The FEXP estimator for potentially non-stationary linear time series, , и . Stochastic Processes and their Applications, 97 (2): 307--340 (февраля 2002)Model Selection for Broadband Semiparametric Estimation of Long Memory in Time Series. Journal of Time Series Analysis, 22 (6): 679--709 (305 11 2001)doi: 10.1111/1467-9892.00248.Asymptotics for duration-driven long range dependent processes, , и . Journal of Econometrics, 141 (2): 913--949 (декабря 2007)Estimating fractional cointegration in the presence of polynomial trends, и . Journal of Econometrics, 117 (1): 95--121 (ноября 2003)On the Complexity of the Preconditioned Conjugate Gradient Algorithm for Solving Toeplitz Systems with a Fisher-Hartwig Singularity., и . SIAM J. Matrix Anal. Appl., 27 (3): 638-653 (2005)Smoothing parameter selection in nonparametric regression using an improved Akaike information criterion, , и . Journal of the Royal Statistical Society: Series B (Statistical Methodology), 60 (2): 271--293 (января 1998)Multistep forecasting of long memory series using fractional exponential models. International Journal of Forecasting, 18 (2): 167--179 (00 2002)Model selection for least absolute deviations regression in small samples, и . Statistics & Probability Letters, 9 (3): 259--265 (марта 1990)An asymptotic Wiener-Itô representation for the low frequency ordinates of the periodogram of a long memory time series, и . Stochastic Processes and their Applications, 54 (2): 297--307 (декабря 1994)The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series, , и . Journal of Time Series Analysis, 19 (1): 19--46 (01.01.1998)doi: 10.1111/1467-9892.00075.