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 1 1 2 159
An I(d) Model with Trend and Cycles 0 0 0 87 1 1 1 150
Asymptotic Normality for Weighted Sums of Linear Processes 0 0 1 57 0 0 1 93
Consistent estimation of the memory parameter for nonlinear time series 0 0 0 0 0 0 2 190
Consistent estimation of the memory parameterfor nonlinear time series 0 0 0 21 0 0 1 168
Decomposition and asymptotic properties of quadratic forms in linear variables 0 0 0 0 0 0 1 319
Estimation of the long memory parameter by fitting fractionally differenced autoregressive models 0 0 0 0 0 0 2 151
Local Whittle estimation, fully extended for nonstationarity 0 0 0 0 1 1 3 254
Mean and Autocovariance Function Estimation Near the Boundary of Stationarity 0 0 0 51 0 1 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 0 0 2 192
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity 0 0 0 25 0 0 0 142
Smoothing Local-to-Moderate Unit Root Theory 0 0 0 68 0 0 0 221
The test for stationarity versus trends and unit roots for a wide class of dependent errors 0 0 0 0 0 0 1 58
Two estimators of the long-run variance 0 0 0 0 0 7 9 770
Uniform Limit Theory for Stationary Autoregression 0 0 0 127 0 0 1 473
Uniform limit theory for stationary autoregression 0 0 0 0 0 0 0 191
Total Working Papers 0 0 1 474 3 11 28 4,309
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 0 0 0 51
ARCH-type bilinear models with double long memory 0 0 0 3 0 1 1 26
Adaptive Semiparametric Estimation of the Memory Parameter 0 0 0 15 0 0 1 49
Adaptive forecasting in the presence of recent and ongoing structural change 0 0 1 94 1 4 14 364
An I(d) model with trend and cycles 0 0 0 21 0 0 0 98
Approximations and limit theory for quadratic forms of linear processes 0 0 0 4 1 1 3 31
Asymptotic normality of regression estimators with long memory errors 0 1 2 38 0 1 2 103
Consistent estimation of the memory parameter for nonlinear time series 0 0 0 53 1 1 2 162
Convergence of quadratic forms with nonvanishing diagonal 0 0 2 28 0 0 3 82
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 1 1 103
Estimation of the dependence parameter in linear regression with long-range-dependent errors 0 0 0 2 0 0 0 17
Estimation of the memory parameter by fitting fractionally differenced autoregressive models 0 1 1 6 0 1 2 26
LARCH, Leverage, and Long Memory 0 0 0 18 0 0 1 182
Mean and autocovariance function estimation near the boundary of stationarity 0 0 1 11 0 0 2 52
Nonstationarity-extended local Whittle estimation 0 0 1 107 1 1 4 245
Rescaled variance and related tests for long memory in volatility and levels 0 0 1 198 0 0 3 500
STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM 0 1 1 96 0 1 3 219
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity 0 0 0 4 1 1 1 35
Smoothing local-to-moderate unit root theory 0 0 0 11 0 1 3 86
Two estimators of the long-run variance: Beyond short memory 0 1 1 47 2 6 8 198
Uniform Limit Theory for Stationary Autoregression 0 0 0 41 0 1 2 145
Variance-type estimation of long memory 0 0 0 4 0 0 0 17
WHITTLE ESTIMATION OF ARCH MODELS 0 0 0 5 0 0 1 38
Weak convergence in the near unit root setting 0 0 1 17 0 0 2 51
Total Journal Articles 0 4 14 895 7 21 62 2,942

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Statistics updated 2025-09-05