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    Items where Author is "Leipus, Remigijus"

    Number of items: 5.
    Article
  • LARCH, leverage, and long memory. Giraitis, Liudas and Leipus, Remigijus and Robinson, Peter M. and Surgailis, Donatas
  • 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
  • Working paper
  • LARCH, leverage and long memory. Giraitis, Liudas and Leipus, Remigijus and Robinson, Peter M. and Surgailis, Donatas
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    1. Article
    2. Working paper