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 0 8 166
An I(d) Model with Trend and Cycles 0 0 0 87 0 1 11 160
Asymptotic Normality for Weighted Sums of Linear Processes 0 0 0 57 0 0 9 102
Consistent estimation of the memory parameter for nonlinear time series 0 0 0 0 0 0 8 198
Consistent estimation of the memory parameterfor nonlinear time series 0 0 0 21 0 0 9 177
Decomposition and asymptotic properties of quadratic forms in linear variables 0 0 0 0 0 0 7 326
Estimation of the long memory parameter by fitting fractionally differenced autoregressive models 0 0 0 0 0 0 5 156
Local Whittle estimation, fully extended for nonstationarity 0 0 0 0 2 3 16 269
Mean and Autocovariance Function Estimation Near the Boundary of Stationarity 0 0 0 51 0 1 6 342
On the power of R/S-type tests under contiguous and semi long memory alternatives 0 0 0 5 0 0 2 55
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity 0 0 0 0 0 3 9 398
Semiparametric estimation and inference for trending I(d) and related processes 0 0 0 0 0 0 7 199
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity 0 0 0 25 1 2 11 153
Smoothing Local-to-Moderate Unit Root Theory 0 0 0 68 0 1 9 230
The test for stationarity versus trends and unit roots for a wide class of dependent errors 0 0 0 0 0 0 9 67
Two estimators of the long-run variance 0 0 0 0 0 1 20 790
Uniform Limit Theory for Stationary Autoregression 0 0 0 127 0 2 12 485
Uniform limit theory for stationary autoregression 0 0 0 0 0 1 14 205
Total Working Papers 0 0 0 474 3 15 172 4,478
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 0 25 0 0 7 69
AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS 0 0 0 13 1 1 9 60
ARCH-type bilinear models with double long memory 0 0 1 4 1 2 20 46
Adaptive Semiparametric Estimation of the Memory Parameter 0 0 0 15 0 0 9 58
Adaptive forecasting in the presence of recent and ongoing structural change 0 0 1 95 4 8 18 381
An I(d) model with trend and cycles 0 0 1 22 0 1 10 108
Approximations and limit theory for quadratic forms of linear processes 0 0 2 6 0 1 18 48
Asymptotic normality of regression estimators with long memory errors 0 0 0 38 0 1 4 107
Consistent estimation of the memory parameter for nonlinear time series 0 0 0 53 1 1 14 175
Convergence of quadratic forms with nonvanishing diagonal 0 0 0 28 0 0 10 92
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 3 11 114
Estimation of the dependence parameter in linear regression with long-range-dependent errors 0 0 0 2 0 1 6 23
Estimation of the memory parameter by fitting fractionally differenced autoregressive models 0 0 0 6 1 2 12 38
LARCH, Leverage, and Long Memory 0 0 0 18 1 3 13 195
Mean and autocovariance function estimation near the boundary of stationarity 0 0 0 11 1 1 5 57
Nonstationarity-extended local Whittle estimation 0 0 1 108 0 2 23 267
Rescaled variance and related tests for long memory in volatility and levels 0 0 0 198 0 0 12 512
STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM 0 0 1 97 0 1 19 238
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity 0 0 0 4 0 0 10 44
Smoothing local-to-moderate unit root theory 0 0 0 11 0 2 12 98
Two estimators of the long-run variance: Beyond short memory 0 0 3 50 0 1 22 218
Uniform Limit Theory for Stationary Autoregression 0 0 0 41 0 0 3 148
Variance-type estimation of long memory 0 0 0 4 0 3 10 27
WHITTLE ESTIMATION OF ARCH MODELS 0 0 0 5 0 0 5 43
Weak convergence in the near unit root setting 0 0 1 18 0 0 8 59
Total Journal Articles 0 0 11 906 10 34 290 3,225

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Statistics updated 2026-08-07