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 3 156
Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change 0 0 0 80 0 0 2 178
An I(d) Model with Trend and Cycles 0 0 0 87 0 1 5 148
Asymptotic Normality for Weighted Sums of Linear Processes 0 0 0 55 0 0 0 89
Consistent estimation of the memory parameter for nonlinear time series 0 0 0 0 0 0 4 186
Consistent estimation of the memory parameterfor nonlinear time series 0 0 0 21 0 0 1 165
Decomposition and asymptotic properties of quadratic forms in linear variables 0 0 0 0 0 1 2 310
Estimation of the long memory parameter by fitting fractionally differenced autoregressive models 0 0 0 0 0 0 3 147
Local Whittle estimation, fully extended for nonstationarity 0 0 0 0 0 0 3 241
Mean and Autocovariance Function Estimation Near the Boundary of Stationarity 0 1 1 50 0 1 1 333
On the power of R/S-type tests under contiguous and semi long memory alternatives 0 0 0 5 0 1 2 52
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity 0 0 0 0 0 0 0 386
Semiparametric estimation and inference for trending I(d) and related processes 0 0 0 0 0 0 3 190
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity 0 0 0 24 0 0 0 140
Smoothing Local-to-Moderate Unit Root Theory 0 0 0 68 0 0 2 217
The test for stationarity versus trends and unit roots for a wide class of dependent errors 0 0 0 0 0 0 2 57
Two estimators of the long-run variance 0 0 0 0 0 2 17 739
Uniform Limit Theory for Stationary Autoregression 0 0 0 127 0 0 1 468
Uniform limit theory for stationary autoregression 0 0 0 0 0 0 1 189
Total Working Papers 0 1 1 550 0 6 52 4,391


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 22 0 0 1 56
AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS 0 0 0 13 0 0 0 51
ARCH-type bilinear models with double long memory 0 0 0 3 0 0 3 25
Adaptive Semiparametric Estimation of the Memory Parameter 0 0 0 15 0 0 0 48
Adaptive forecasting in the presence of recent and ongoing structural change 0 0 5 81 0 3 26 318
An I(d) model with trend and cycles 0 0 1 19 0 2 11 95
Approximations and limit theory for quadratic forms of linear processes 0 0 1 4 0 0 1 26
Asymptotic normality of regression estimators with long memory errors 0 0 2 35 0 0 6 100
Consistent estimation of the memory parameter for nonlinear time series 0 0 1 52 0 0 3 157
Convergence of quadratic forms with nonvanishing diagonal 0 0 2 23 0 0 3 73
Corrigendum to "Rescaled variance and related tests for long memory in volatility and levels": [J. Econom. 112 (2003) 265-294] 0 0 0 33 0 1 1 99
Estimation of the dependence parameter in linear regression with long-range-dependent errors 0 0 1 2 0 0 1 16
Estimation of the memory parameter by fitting fractionally differenced autoregressive models 0 0 0 4 0 0 0 21
LARCH, Leverage, and Long Memory 1 1 1 15 1 2 2 169
Mean and autocovariance function estimation near the boundary of stationarity 0 0 0 10 0 0 2 49
Nonstationarity-extended local Whittle estimation 0 2 5 102 0 3 12 229
Rescaled variance and related tests for long memory in volatility and levels 0 1 4 191 0 5 16 483
STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM 0 0 7 91 0 2 21 205
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity 0 0 0 4 0 0 0 33
Smoothing local-to-moderate unit root theory 0 0 0 11 0 0 3 82
Two estimators of the long-run variance: Beyond short memory 0 0 0 44 0 0 4 185
Uniform Limit Theory for Stationary Autoregression 0 0 0 40 0 1 3 140
Variance-type estimation of long memory 0 0 0 4 0 0 2 17
WHITTLE ESTIMATION OF ARCH MODELS 0 0 0 5 0 0 2 35
Weak convergence in the near unit root setting 0 0 0 16 0 0 0 49
Total Journal Articles 1 4 30 839 1 19 123 2,761


Statistics updated 2022-08-04