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Robinson, Peter M.
16
Giraitis, Liudas
12
Leipus, Remigijus
9
Abadir, Karim M.
4
Distaso, Walter
4
Kokoszka, Piotr
3
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3
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2
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2
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2
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2
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2
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1
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Journal of econometrics
15
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9
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2
Annals of the Institute of Statistical Mathematics : AISM
1
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1
Journal of the American Statistical Association : JASA
1
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1
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1
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OLC EcoSci
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4,171
ECONIS (ZBW)
258
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18
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3
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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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2
Renewal regime switching and stable limit laws
Leipus, Remigijus
;
Paulauskas, Vygantas
;
Surgailis, Donatas
- In:
Journal of econometrics
129
(
2005
)
1
,
pp. 299-328
Persistent link: https://www.econbiz.de/10006750354
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3
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
Saved in:
4
Corrigendum to #8220Rescaled variance and related tests for long memory in volatility and levels#8221
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 571-572
Persistent link: https://www.econbiz.de/10006752665
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5
ARTICLES - 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/10006984546
Saved in:
6
Rescaled variance and related tests for long memory in volatility and levels
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 265-294
Persistent link: https://www.econbiz.de/10006764510
Saved in:
7
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
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8
REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
Koul, Hira L.
;
Baillie, Richard T.
;
Surgailis, Donatas
- In:
Econometric theory
20
(
2004
)
3
,
pp. 485-512
Persistent link: https://www.econbiz.de/10006963727
Saved in:
9
Stability of random coefficient ARCH models and aggregation schemes
Kazakevicius, Vytautas
;
Leipus, Remigijus
;
Viano, …
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 139-158
Persistent link: https://www.econbiz.de/10006757759
Saved in:
10
Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes
Leipus, Remigijus
;
Šiaulys, Jonas
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 498-508
Persistent link: https://www.econbiz.de/10007771581
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