Items where Author is "Giraitis, Liudas"

Number of items: 27.
Article
  • Adaptive semiparametric estimation of the memory parameter. Giraitis, Liudas and Robinson, Peter M. and Samarov, Alexander
  • Asymptotic normality of quadratic forms of martingale differences. Giraitis, Liudas and Taniguchi, Masanobu and Taqqu, Murad S.
  • Asymptotic theory for time series with changing mean and variance. Dalla, Violetta and Giraitis, Liudas and Robinson, Peter M.
  • Central limit theorem for the empirical process. Giraitis, Liudas and Surgailis, Donatas
  • Consistent estimation of the memory parameter for nonlinear time series. Dalla, Violetta and Giraitis, Liudas and Hidalgo, Javier
  • Convergence of normalized quadratic forms. Giraitis, Liudas and Taqqu, Murad S.
  • Functional non-central and central limit theorems for bivariate Appell polynomials. Giraitis, Liudas and Taqqu, Murad S.
  • LARCH, leverage, and long memory. Giraitis, Liudas and Leipus, Remigijus and Robinson, Peter M. and Surgailis, Donatas
  • On asymptotic distributions of weighted sums of periodograms. Giraitis, Liudas and Koul, Hira L.
  • Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Giraitis, Liudas and Kokoszka, Piotr and Leipus, Remigijus and Teyssière, Gilles
  • Stationary ARCH models: dependence structure and central limit theorem. Giraitis, Liudas and Kokoszka, Piotr and Leipus, Remigijus
  • Testing for long memory in the presence of a general trend. Giraitis, Liudas and Kokoszka, Piotr and Leipus, Remigijus
  • Variance-type estimation of long memory. Giraitis, Liudas and Robinson, Peter and Surgailis D
  • Whittle estimation of ARCH models. Giraitis, Liudas and Robinson, Peter M.
  • Whittle estimator for finite-variance non-Gaussian time series with long memory. Giraitis, Liudas and Taqqu, M. S.
  • A model for long memory conditional heteroscedasticity. Giraitis, Liudas and Robinson, Peter M. and Surgailis, Donatas
    • Chapter
  • Parametric estimation under long range dependence. Robinson, Peter M. and Giraitis, Liudas
    • Working paper
  • Adaptive semiparametric estimation of the memory parameter. Giraitis, Liudas and Robinson, Peter M. and Samarov, Alexander
  • Consistent estimation of the memory parameter for nonlinear time series. Dalla, Violetta and Giraitis, Liudas and Hidalgo, Javier
  • Edgeworth expansions for semiparametric Whittle estimation of long memory. Giraitis, Liudas and Robinson, Peter
  • Gaussian estimation of parametric spectral density with unknown pole. Giraitis, Liudas and Hidalgo, Javier and Robinson, Peter
  • LARCH, leverage and long memory. Giraitis, Liudas and Leipus, Remigijus and Robinson, Peter M. and Surgailis, Donatas
  • Parametric estimation under long-range dependence. Giraitis, Liudas and Robinson, Peter M.
  • Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Giraitis, Liudas and Robinson, Peter M. and Samarov, Alexander
  • Variance-type estimation of long memory. Giraitis, Liudas and Robinson, Peter M.
  • Whittle estimation of ARCH models. Giraitis, Liudas and Robinson, Peter M.
  • A model for long memory conditional heteroscedasticity. Giraitis, Liudas and Robinson, Peter and Surgailis, Donatas