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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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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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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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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
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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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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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ARTICLES - On Stationarity in the ARCH((infinity)) Model
Kazakevicius, Vytautas; Leipus, Remigijus - In: Econometric theory 18 (2002) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10006975242
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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
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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
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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/10005285552