Filtered log-periodogram regression estimation of the fractional differencing parameter d is considered. Asymptotic properties are derived and the effect of filtering on d is investigated. It is shown that the estimator by Geweke and Porter-Hudak (1983) can be improved significantly using a...

Cover -- Table of contents -- List of contributors -- Forecasting the technology revolution -- Collaborative computing: a new management strategy for increasing productivity and building a better business -- Knowledge integration through networked strategic communities: two case studies in Japan...

Operational protocols are a valuable means for quality control. However, developing operational protocols is a highly complex and costly task. We present an integrated approach involving both intelligent data analysis and knowledge acquisition from experts that supports the development of...