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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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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