The following pages link to L. Giraitis (Q180846):
Displaying 31 items.
- (Q3031710) (← links)
- (Q3212063) (← links)
- (Q3357200) (← links)
- (Q3399435) (← links)
- (Q3400722) (← links)
- A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
- Uniform Limit Theory for Stationary Autoregression (Q3440740) (← links)
- Consistent estimation of the memory parameter for nonlinear time series (Q3440757) (← links)
- (Q3490805) (← links)
- AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547) (← links)
- ARCH(∞) Models and Long Memory Properties (Q3646949) (← links)
- (Q3678380) (← links)
- CLT and other limit theorems for functionals of Gaussian processes (Q3696111) (← links)
- (Q3742423) (← links)
- (Q4206168) (← links)
- On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series (Q4255270) (← links)
- (Q4407606) (← links)
- (Q4410081) (← links)
- Testing for long memory in the presence of a general trend (Q4537308) (← links)
- STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE (Q4554600) (← links)
- Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models (Q4606959) (← links)
- (Q4694353) (← links)
- WHITTLE ESTIMATION OF ARCH MODELS (Q4807259) (← links)
- STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Q4954301) (← links)
- ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940) (← links)
- ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS (Q5024496) (← links)
- ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION (Q5051518) (← links)
- Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. (Q5933672) (← links)
- Functional non-central and central limit theorems for bivariate Appell polynomials (Q5939308) (← links)
- Estimation on unevenly spaced time series (Q6176939) (← links)
- Reprint of: Robust inference on correlation under general heterogeneity (Q6664646) (← links)
