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Renewal regime switching and stable limit laws
Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas - In: Journal of Econometrics 129 (2005) 1-2, pp. 299-327
Persistent link: https://www.econbiz.de/10005192342
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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
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Corrigendum to "Rescaled variance and related tests for long memory in volatility and levels": [J. Econom. 112 (2003) 265-294]
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; … - In: Journal of Econometrics 126 (2005) 2, pp. 571-572
Persistent link: https://www.econbiz.de/10005192262
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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/10005192438