Items where Author is "Kokoszka, Piotr"

Item Type No Grouping

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