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Giraitis, L, Hidalgo, J and Robinson, Peter M. (2001) Gaussian estimation of parametric spectral density with unknown pole. Annals of Statistics, 29 (4). pp. 987-1023. ISSN 0090-5364
Giraitis, L, Robinson, Peter and Samarov, A (1997) Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Journal of Time Series Analysis, 18 (1). pp. 49-60. ISSN 0143-9782