Access Statistics for Liudas Giraitis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adaptive Forcasting in the Presence of Recent and Ongoing Structural Change 0 0 0 33 0 4 8 165
An I(d) Model with Trend and Cycles 0 0 0 87 0 2 5 154
Asymptotic Normality for Weighted Sums of Linear Processes 0 0 0 57 3 8 9 102
Consistent estimation of the memory parameter for nonlinear time series 0 0 0 0 2 5 9 198
Consistent estimation of the memory parameterfor nonlinear time series 0 0 0 21 1 3 9 177
Decomposition and asymptotic properties of quadratic forms in linear variables 0 0 0 0 0 2 4 323
Estimation of the long memory parameter by fitting fractionally differenced autoregressive models 0 0 0 0 0 3 4 155
Local Whittle estimation, fully extended for nonstationarity 0 0 0 0 0 4 11 263
Mean and Autocovariance Function Estimation Near the Boundary of Stationarity 0 0 0 51 0 2 3 338
On the power of R/S-type tests under contiguous and semi long memory alternatives 0 0 0 5 1 1 1 54
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity 0 0 0 0 0 5 5 394
Semiparametric estimation and inference for trending I(d) and related processes 0 0 0 0 0 2 6 197
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity 0 0 0 25 1 4 6 148
Smoothing Local-to-Moderate Unit Root Theory 0 0 0 68 0 0 4 225
The test for stationarity versus trends and unit roots for a wide class of dependent errors 0 0 0 0 0 1 9 67
Two estimators of the long-run variance 0 0 0 0 5 8 24 787
Uniform Limit Theory for Stationary Autoregression 0 0 0 127 1 8 9 482
Uniform limit theory for stationary autoregression 0 0 0 0 0 7 13 204
Total Working Papers 0 0 0 474 14 69 139 4,433
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS 0 0 2 25 0 6 8 68
AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS 0 0 0 13 0 2 4 55
ARCH-type bilinear models with double long memory 0 0 0 3 0 9 14 39
Adaptive Semiparametric Estimation of the Memory Parameter 0 0 0 15 0 2 7 56
Adaptive forecasting in the presence of recent and ongoing structural change 0 0 0 94 1 2 11 369
An I(d) model with trend and cycles 0 0 0 21 0 3 5 103
Approximations and limit theory for quadratic forms of linear processes 0 1 2 6 0 13 15 45
Asymptotic normality of regression estimators with long memory errors 0 0 1 38 0 2 4 106
Consistent estimation of the memory parameter for nonlinear time series 0 0 0 53 0 6 11 172
Convergence of quadratic forms with nonvanishing diagonal 0 0 0 28 1 6 8 90
Corrigendum to "Rescaled variance and related tests for long memory in volatility and levels": [J. Econom. 112 (2003) 265-294] 0 0 0 34 0 2 6 108
Estimation of the dependence parameter in linear regression with long-range-dependent errors 0 0 0 2 0 1 4 21
Estimation of the memory parameter by fitting fractionally differenced autoregressive models 0 0 1 6 1 6 7 32
LARCH, Leverage, and Long Memory 0 0 0 18 1 3 7 189
Mean and autocovariance function estimation near the boundary of stationarity 0 0 0 11 1 1 2 54
Nonstationarity-extended local Whittle estimation 0 1 2 108 0 3 21 264
Rescaled variance and related tests for long memory in volatility and levels 0 0 0 198 0 6 11 511
STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM 0 0 1 96 1 8 18 235
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity 0 0 0 4 0 4 6 40
Smoothing local-to-moderate unit root theory 0 0 0 11 0 3 9 94
Two estimators of the long-run variance: Beyond short memory 0 1 4 50 3 7 22 214
Uniform Limit Theory for Stationary Autoregression 0 0 0 41 0 2 4 148
Variance-type estimation of long memory 0 0 0 4 0 4 5 22
WHITTLE ESTIMATION OF ARCH MODELS 0 0 0 5 1 2 2 40
Weak convergence in the near unit root setting 0 0 1 18 1 4 6 57
Total Journal Articles 0 3 14 902 11 107 217 3,132

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Statistics updated 2026-04-09