Items where Author is "Surgailis, Donatas"
Number of items: 5.
Central limit theorem for the empirical process.
Giraitis, Liudas; Surgailis, Donatas
LARCH, leverage and long memory.
Giraitis, Liudas; Leipus, Remigijus; Robinson, Peter M.; Surgailis, Donatas
LARCH, leverage, and long memory.
Giraitis, Liudas; Leipus, Remigijus; Robinson, Peter M.; Surgailis, Donatas
A model for long memory conditional heteroscedasticity.
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas
A model for long memory conditional heteroscedasticity.
Giraitis, Liudas; Robinson, Peter; Surgailis, Donatas