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 2 4 161
An I(d) Model with Trend and Cycles 0 0 0 87 1 2 3 152
Asymptotic Normality for Weighted Sums of Linear Processes 0 0 0 57 1 1 1 94
Consistent estimation of the memory parameter for nonlinear time series 0 0 0 0 3 3 4 193
Consistent estimation of the memory parameterfor nonlinear time series 0 0 0 21 3 5 6 174
Decomposition and asymptotic properties of quadratic forms in linear variables 0 0 0 0 1 2 2 321
Estimation of the long memory parameter by fitting fractionally differenced autoregressive models 0 0 0 0 0 1 3 152
Local Whittle estimation, fully extended for nonstationarity 0 0 0 0 5 5 8 259
Mean and Autocovariance Function Estimation Near the Boundary of Stationarity 0 0 0 51 0 0 1 336
On the power of R/S-type tests under contiguous and semi long memory alternatives 0 0 0 5 0 0 0 53
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity 0 0 0 0 0 0 1 389
Semiparametric estimation and inference for trending I(d) and related processes 0 0 0 0 1 3 5 195
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity 0 0 0 25 1 1 2 144
Smoothing Local-to-Moderate Unit Root Theory 0 0 0 68 1 4 4 225
The test for stationarity versus trends and unit roots for a wide class of dependent errors 0 0 0 0 4 8 8 66
Two estimators of the long-run variance 0 0 0 0 1 9 17 779
Uniform Limit Theory for Stationary Autoregression 0 0 0 127 0 1 1 474
Uniform limit theory for stationary autoregression 0 0 0 0 1 6 6 197
Total Working Papers 0 0 0 474 23 53 76 4,364
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 0 3 62
AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS 0 0 0 13 2 2 2 53
ARCH-type bilinear models with double long memory 0 0 0 3 3 4 5 30
Adaptive Semiparametric Estimation of the Memory Parameter 0 0 0 15 5 5 6 54
Adaptive forecasting in the presence of recent and ongoing structural change 0 0 1 94 0 3 13 367
An I(d) model with trend and cycles 0 0 0 21 1 2 2 100
Approximations and limit theory for quadratic forms of linear processes 0 0 1 5 0 0 3 32
Asymptotic normality of regression estimators with long memory errors 0 0 2 38 1 1 3 104
Consistent estimation of the memory parameter for nonlinear time series 0 0 0 53 1 4 6 166
Convergence of quadratic forms with nonvanishing diagonal 0 0 2 28 1 2 5 84
Corrigendum to "Rescaled variance and related tests for long memory in volatility and levels": [J. Econom. 112 (2003) 265-294] 0 0 0 34 1 3 4 106
Estimation of the dependence parameter in linear regression with long-range-dependent errors 0 0 0 2 1 3 3 20
Estimation of the memory parameter by fitting fractionally differenced autoregressive models 0 0 1 6 0 0 2 26
LARCH, Leverage, and Long Memory 0 0 0 18 2 4 4 186
Mean and autocovariance function estimation near the boundary of stationarity 0 0 0 11 1 1 2 53
Nonstationarity-extended local Whittle estimation 0 0 1 107 9 15 20 261
Rescaled variance and related tests for long memory in volatility and levels 0 0 0 198 0 5 6 505
STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM 0 0 1 96 8 8 11 227
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity 0 0 0 4 1 1 2 36
Smoothing local-to-moderate unit root theory 0 0 0 11 3 4 7 91
Two estimators of the long-run variance: Beyond short memory 1 2 3 49 3 9 16 207
Uniform Limit Theory for Stationary Autoregression 0 0 0 41 0 1 2 146
Variance-type estimation of long memory 0 0 0 4 1 1 1 18
WHITTLE ESTIMATION OF ARCH MODELS 0 0 0 5 0 0 1 38
Weak convergence in the near unit root setting 0 1 1 18 1 2 2 53
Total Journal Articles 1 3 15 899 45 80 131 3,025

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09