Items where Author is "Kokoszka, Piotr"

Number of items: 3.
Article
  • 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