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Estimation of time-varying covariance matrices for large datasets
Dendramis, Yiannis; Giraitis, Liudas; Kapetanios, George - In: Econometric theory 37 (2021) 6, pp. 1100-1134
Persistent link: https://www.econbiz.de/10012704806
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Aggregation of the random coefficient GLARCH (1,1) process
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas - In: Econometric theory 26 (2010) 2, pp. 406-425
Persistent link: https://www.econbiz.de/10003968598
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Asymptotic normality for weighted sums of linear processes
Abadir, Karim Maher; Distaso, Walter; Giraitis, Liudas; … - In: Econometric theory 30 (2014) 1, pp. 252-284
Persistent link: https://www.econbiz.de/10010399779
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A test for stationarity versus trends and unit roots for a wide class of dependent errors
Giraitis, Liudas; Leipus, Remigijus; Philippe, Anne - In: Econometric theory 22 (2006) 6, pp. 989-1029
Persistent link: https://www.econbiz.de/10003396931
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Stationary ARCH models : dependence structure and central limit theorem
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus - In: Econometric theory 16 (2000) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10001568487
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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
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Stationary integrated Arch(∞) and Ar(∞) processes with finite variance
Giraitis, Liudas; Surgailis, Donatas; Škarnulis, Andrius - In: Econometric theory 34 (2018) 6, pp. 1159-1179
Persistent link: https://www.econbiz.de/10012038038
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A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS
Giraitis, Liudas; Leipus, Remigijus; Philippe, Anne - In: Econometric theory 22 (2006) 6, pp. 989-1029
Persistent link: https://www.econbiz.de/10007393749
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SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas - In: Econometric theory 26 (2010) 2, pp. 383-406
Persistent link: https://www.econbiz.de/10008388025
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ARTICLES - Whittle Estimation of ARCH Models
Giraitis, Liudas; Robinson, Peter M. - In: Econometric theory 17 (2001) 3, pp. 608-632
Persistent link: https://www.econbiz.de/10006978676