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