The following pages link to Liudas Giraitis (Q180846):
Displayed 50 items.
- Corrigendum to: ``Rescaled variance and related tests for long memory in volatility and levels'' (Q262787) (← links)
- Nonstationarity-extended local Whittle estimation (Q289222) (← links)
- Two estimators of the long-run variance: beyond short memory (Q302164) (← links)
- (Q385115) (redirect page) (← links)
- Weak convergence in the near unit root setting (Q385116) (← links)
- Mean and autocovariance function estimation near the boundary of stationarity (Q527991) (← links)
- Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes (Q594463) (← links)
- Limit theorems for bivariate Appell polynomials. I: Central limit theorems (Q679154) (← links)
- Smoothing local-to-moderate unit root theory (Q736676) (← links)
- An I(\(d\)) model with trend and cycles (Q737963) (← links)
- Limit theorem for polynomials of a linear process with long-range dependence (Q751016) (← links)
- Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Q853943) (← links)
- Approximations and limit theory for quadratic forms of linear processes (Q873607) (← links)
- (Q918561) (redirect page) (← links)
- Central limit theorem for polynomial forms. I (Q918562) (← links)
- Evaluating currency risk in emerging markets (Q996771) (← links)
- (Q1057582) (redirect page) (← links)
- Asymptotic distribution of spectral estimates of Ito-Wiener integrals (Q1057584) (← links)
- Central limit theorem for functionals of a linear process (Q1060486) (← links)
- Asymptotic normality of regression estimators with long memory errors (Q1129435) (← links)
- Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function (Q1174048) (← links)
- Convergence of normalized quadratic forms (Q1304371) (← links)
- Central limit theorem for the empirical process of a linear sequence with long memory (Q1304375) (← links)
- Central limit theorems for quadratic forms with time-domain conditions (Q1307086) (← links)
- Testing and estimating in the change-point problem of the spectral function (Q1324835) (← links)
- Limit theorems for bivariate Appell polynomials. II: Non-central limit theorems (Q1384663) (← links)
- On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives (Q1415885) (← links)
- Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
- Variance-type estimation of long memory (Q1593608) (← links)
- Spectral approach to parameter-free unit root testing (Q1659094) (← links)
- Asymptotic normality of quadratic forms of martingale differences (Q1687324) (← links)
- ARCH-type bilinear models with double long memory. (Q1766035) (← links)
- Whittle estimator for finite-variance non-Gaussian time series with long memory (Q1807173) (← links)
- Central limit theorem for polynomial forms. II (Q1813234) (← links)
- Gaussian estimation of parametric spectral density with unknown pole (Q1848892) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- A model for long memory conditional heteroscedasticity. (Q1872488) (← links)
- A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← links)
- The change-point problem for dependent observations (Q1923424) (← links)
- Estimation of the dependence parameter in linear regression with long-range-dependent errors (Q1965876) (← links)
- Choosing between persistent and stationary volatility (Q2112824) (← links)
- Asymptotic theory for time series with changing mean and variance (Q2224882) (← links)
- Time-varying instrumental variable estimation (Q2236874) (← links)
- Estimation pitfalls when the noise is not i.i.d. (Q2329837) (← links)
- Convergence of quadratic forms with nonvanishing diagonal (Q2373662) (← links)
- On asymptotic distributions of weighted sums of periodograms (Q2435247) (← links)
- Adaptive forecasting in the presence of recent and ongoing structural change (Q2453078) (← links)
- Inference on stochastic time-varying coefficient models (Q2512638) (← links)
- A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate (Q2638684) (← links)
- STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES (Q2933196) (← links)