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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Unobservable cyclical components in term premia of fixed-term financial instruments
MacDonald, Alexander David, (1993)
Nonparametric detection and estimation of structural change
Kristensen, Dennis, (2011)
Asymptotic properties of some projection-based Robbins-Monro procedures in a Hilbert space
Chen, Xiaohong, (2002)
Nonparametric adaptive learning with feedback
Chen, Xiaohong, (1998)