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Conference Paper
McElroy, T.S., and S.H. Holan. "Fast Estimation of Time Series with Multiple Long-Range Persistencies." In ASA Proceedings of the Joint Statistical Meetings. Alexandria, VA: American Statistical Association, 2014.
Journal Article
Holan, S.H., T.S. McElroy, and G. Wu. "The Cepstral Model for Multivariate Time Series: The Vector Exponential Model." Statistica Sinica 27 (2017): 23-42. DOI: 10.5705/ss.202014.0024, available at http://www3.stat.sinica.edu.tw/statistica/J27N1/J27N12/J27N12.html.
McElroy, T.S., and S.H. Holan. "Computation of the Autocovariances for Time Series with Multiple Long-Range Persistencies." Computational Statistics and Data Analysis (2016): 44-56, available at http://www.sciencedirect.com/science/article/pii/S0167947316300202.
Report
McElroy, T.S., and S.H. Holan. Asymptotic Theory of Cepstral Random Fields. University of Missouri Preprint 1813:34461, 2012, available at http://hdl.handle.net/1813/34461.
Holan, S.H., T.S. McElroy, and G. Wu. The Cepstral Model for Multivariate Time Series: The Vector Exponential Model.. arXiv preprint 1406.0801, 2014, available at http://arxiv.org/abs/1406.0801.