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Detection of nonconstant long memory parameter
Lavancier, Frédéric; Leipus, Remigijus; Philippe, Anne; … - In: Econometric theory 29 (2013) 5, pp. 1009-1056
Persistent link: https://www.econbiz.de/10010248314
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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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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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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
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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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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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Regression model fitting with a long memory covariate process
Koul, Hira L.; Baillie, Richard; Surgailis, Donatas - In: Econometric theory 20 (2004) 3, pp. 485-512
Persistent link: https://www.econbiz.de/10002068220
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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