Andrius Škarnulis
From MaRDI portal
Person:4554599
Available identifiers
zbMath Open skarnulis.andriusMaRDI QIDQ4554599
List of research outcomes
 | This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon! |
| Publication | Date of Publication | Type |
|---|---|---|
| STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE | 2018-11-09 | Paper |
| QMLE for Quadratic ARCH Model with Long Memory | 2017-07-21 | Paper |
| A generalized nonlinear model for long memory conditional heteroscedasticity | 2017-07-14 | Paper |
| Quasi-MLE for quadratic ARCH model with long memory | 2015-09-21 | Paper |
Research outcomes over time
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