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 3 33 0 2 16 147
Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change 0 0 3 78 1 1 13 167
An I(d) Model with Trend and Cycles 1 1 1 86 2 3 5 137
Asymptotic Normality for Weighted Sums of Linear Processes 0 0 0 54 1 1 12 85
Consistent estimation of the memory parameter for nonlinear time series 0 0 0 0 1 2 11 173
Consistent estimation of the memory parameterfor nonlinear time series 0 0 0 21 0 2 3 162
Decomposition and asymptotic properties of quadratic forms in linear variables 0 0 0 0 0 1 10 303
Estimation of the long memory parameter by fitting fractionally differenced autoregressive models 0 0 0 0 0 0 8 140
Local Whittle estimation, fully extended for nonstationarity 0 0 0 0 0 0 10 233
Mean and Autocovariance Function Estimation Near the Boundary of Stationarity 0 0 0 48 2 2 4 324
On the power of R/S-type tests under contiguous and semi long memory alternatives 0 0 1 5 0 0 1 49
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity 0 0 0 0 1 1 9 385
Semiparametric estimation and inference for trending I(d) and related processes 0 0 0 0 0 0 14 182
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity 0 0 0 24 0 0 1 140
Smoothing Local-to-Moderate Unit Root Theory 0 0 0 68 0 1 7 213
The test for stationarity versus trends and unit roots for a wide class of dependent errors 0 0 0 0 1 1 8 53
Two estimators of the long-run variance 0 0 0 0 0 2 24 699
Uniform Limit Theory for Stationary Autoregression 0 0 1 127 1 1 6 461
Uniform limit theory for stationary autoregression 0 0 0 0 0 0 13 186
Total Working Papers 1 1 9 544 10 20 175 4,239


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 1 2 52
AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS 0 0 0 13 0 0 2 50
ARCH-type bilinear models with double long memory 0 0 0 3 0 0 3 22
Adaptive Semiparametric Estimation of the Memory Parameter 0 0 0 15 0 0 3 46
Adaptive forecasting in the presence of recent and ongoing structural change 0 1 4 73 1 4 23 278
An I(d) model with trend and cycles 0 0 1 18 1 1 6 83
Approximations and limit theory for quadratic forms of linear processes 0 0 0 3 0 0 1 24
Asymptotic normality of regression estimators with long memory errors 0 0 2 33 0 0 7 92
Consistent estimation of the memory parameter for nonlinear time series 0 0 0 51 0 0 0 154
Convergence of quadratic forms with nonvanishing diagonal 1 3 9 19 2 4 20 65
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 0 1 96
Estimation of the dependence parameter in linear regression with long-range-dependent errors 0 0 0 1 0 0 2 15
Estimation of the memory parameter by fitting fractionally differenced autoregressive models 0 0 0 4 0 0 0 21
LARCH, Leverage, and Long Memory 0 0 0 14 0 0 3 162
Mean and autocovariance function estimation near the boundary of stationarity 0 0 0 7 0 1 4 41
Nonstationarity-extended local Whittle estimation 0 0 2 95 0 0 8 208
Rescaled variance and related tests for long memory in volatility and levels 1 2 7 184 3 7 22 448
STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM 0 1 4 78 0 2 10 176
Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity 0 0 0 4 0 0 1 33
Smoothing local-to-moderate unit root theory 0 0 0 11 1 3 9 79
Two estimators of the long-run variance: Beyond short memory 0 1 3 43 0 2 8 175
Uniform Limit Theory for Stationary Autoregression 0 0 0 40 0 0 0 134
Variance-type estimation of long memory 0 0 0 4 0 0 1 15
WHITTLE ESTIMATION OF ARCH MODELS 0 0 0 5 0 0 2 31
Weak convergence in the near unit root setting 0 0 2 16 0 0 4 46
Total Journal Articles 2 8 34 789 8 25 142 2,546


Statistics updated 2020-09-04