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Proc. Steklov Inst. Math. 277, 248-265 (2012); translation from Tr. Mat. Inst. Steklova 277, 257-274 (2012).
MSC:  49J15 49K15 49L99 49M30 91B62
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Mariano, Roberto S. (ed.) et al., Econometric forecasting and high-frequency data analysis. Papers based on the presentations at the program, April–May 2004. Hackensack, NJ: World Scientific (ISBN 978-981-277-895-6/hbk). Lecture Notes Series. Institute for Mathematical Sciences. National University of Singapore 13, 53-91 (2008).
MSC:  91B84 91B82
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