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 8 166
An I(d) Model with Trend and Cycles 0 0 0 87 5 5 10 159
Asymptotic Normality for Weighted Sums of Linear Processes 0 0 0 57 0 3 9 102
Consistent estimation of the memory parameter for nonlinear time series 0 0 0 0 0 4 9 198
Consistent estimation of the memory parameterfor nonlinear time series 0 0 0 21 0 2 9 177
Decomposition and asymptotic properties of quadratic forms in linear variables 0 0 0 0 3 5 7 326
Estimation of the long memory parameter by fitting fractionally differenced autoregressive models 0 0 0 0 1 2 5 156
Local Whittle estimation, fully extended for nonstationarity 0 0 0 0 3 5 14 266
Mean and Autocovariance Function Estimation Near the Boundary of Stationarity 0 0 0 51 3 3 6 341
On the power of R/S-type tests under contiguous and semi long memory alternatives 0 0 0 5 1 2 2 55
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity 0 0 0 0 1 2 6 395
Semiparametric estimation and inference for trending I(d) and related processes 0 0 0 0 2 2 7 199
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity 0 0 0 25 3 4 9 151
Smoothing Local-to-Moderate Unit Root Theory 0 0 0 68 4 4 8 229
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 2 9 26 789
Uniform Limit Theory for Stationary Autoregression 0 0 0 127 1 3 10 483
Uniform limit theory for stationary autoregression 0 0 0 0 0 1 13 204
Total Working Papers 0 0 0 474 30 57 167 4,463
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 1 25 1 2 8 69
AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS 0 0 0 13 4 4 8 59
ARCH-type bilinear models with double long memory 1 1 1 4 5 9 19 44
Adaptive Semiparametric Estimation of the Memory Parameter 0 0 0 15 2 4 9 58
Adaptive forecasting in the presence of recent and ongoing structural change 1 1 1 95 4 5 14 373
An I(d) model with trend and cycles 1 1 1 22 4 4 9 107
Approximations and limit theory for quadratic forms of linear processes 0 0 2 6 2 8 17 47
Asymptotic normality of regression estimators with long memory errors 0 0 1 38 0 1 4 106
Consistent estimation of the memory parameter for nonlinear time series 0 0 0 53 2 2 13 174
Convergence of quadratic forms with nonvanishing diagonal 0 0 0 28 2 5 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 3 3 9 111
Estimation of the dependence parameter in linear regression with long-range-dependent errors 0 0 0 2 1 2 5 22
Estimation of the memory parameter by fitting fractionally differenced autoregressive models 0 0 1 6 4 7 11 36
LARCH, Leverage, and Long Memory 0 0 0 18 3 4 10 192
Mean and autocovariance function estimation near the boundary of stationarity 0 0 0 11 2 3 4 56
Nonstationarity-extended local Whittle estimation 0 0 1 108 1 2 21 265
Rescaled variance and related tests for long memory in volatility and levels 0 0 0 198 1 2 12 512
STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM 1 1 2 97 2 6 19 237
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity 0 0 0 4 4 5 10 44
Smoothing local-to-moderate unit root theory 0 0 0 11 2 2 11 96
Two estimators of the long-run variance: Beyond short memory 0 1 4 50 3 8 25 217
Uniform Limit Theory for Stationary Autoregression 0 0 0 41 0 1 4 148
Variance-type estimation of long memory 0 0 0 4 2 3 7 24
WHITTLE ESTIMATION OF ARCH MODELS 0 0 0 5 3 4 5 43
Weak convergence in the near unit root setting 0 0 1 18 2 4 8 59
Total Journal Articles 4 5 16 906 59 100 272 3,191

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Statistics updated 2026-05-06