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~person:"Giraitis, Liudas"
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Search: person:"Robinson, Peter"
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Estimation theory
8
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8
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7
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long memory
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Giraitis, Liudas
Robinson, Peter M.
290
Robinson, Peter
167
Robinson, Peter M
74
Velasco, Carlos
21
Rossi, Francesca
16
Marinucci, D
14
Hidalgo, Javier
13
Robinson, Peter B.
13
Surgailis, Donatas
13
Robinson, Peter John
12
Delgado, Miguel A.
11
Lee, Jungyoon
11
Henry, Marc
10
Hualde, Javier
10
Zaffaroni, Paolo
10
Marinucci, Domenico
9
Nishiyama, Yoshihiko
8
Hualde, J.
7
Leipus, Remigijus
7
Thawornkaiwong, Supachoke
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Gupta, Abhimanyu
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Samarov, Alexander
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Silva, Afonso Gonçalves da
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Yajima, Yoshihiro
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Botzen, W. J. Wouter
5
Kunreuther, Howard
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Arteche, Josu
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Gao, Jiti
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Gil-Alaña, Luis A.
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Iacone, Fabrizio
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Nishiyama, Y
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Nishiyama, Y.
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Romo, Zayra
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Toledano, Perrine
4
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3
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Asymptotic theory for time series with changing mean and variance
Dalla, Violetta
;
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10012483387
Saved in:
2
LARCH, leverage and long memory
Giraitis, Liudas
;
Leipus, Remigijus
;
Robinson, Peter M.
; …
-
2003
Persistent link: https://www.econbiz.de/10001818318
Saved in:
3
Edgeworth expansions for semiparametric whittle estimation of long memory
Giraitis, Liudas
;
Robinson, Peter M.
-
2002
Persistent link: https://www.econbiz.de/10001703681
Saved in:
4
LARCH, leverage, and long memory
Giraitis, Liudas
;
Leipus, Remigijus
;
Robinson, Peter M.
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 177-210
Persistent link: https://www.econbiz.de/10002214253
Saved in:
5
Parametric estimation under long-range dependence
Giraitis, Liudas
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001587921
Saved in:
6
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
7
Adaptive semiparametric estimation of the memory parameter
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
-
2000
Persistent link: https://www.econbiz.de/10001444259
Saved in:
8
A model for long memory conditional heteroscedasticity
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
2000
Persistent link: https://www.econbiz.de/10001490719
Saved in:
9
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
10
LARCH, leverage, and long memory
Giraitis, Liudas
;
Leipus, Remigijus
;
Robinson, Peter M.
; …
-
London School of Economics (LSE)
-
2004
Persistent link: https://www.econbiz.de/10010884511
Saved in:
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