Liudas Giraitis
5 published titles
A model for long memory conditional heteroscedasticity
1 edition
- Suntory and Toyota International Centres for Economics and Related Disciplines
- 2000
- Details
Gaussian estimation of parametric spectral density with unknown pole
1 edition
LARCH, leverage and long memory
(Contributor)
1 edition
- The Suntory Centre, London School of Economics and Political Science
- 2003
- Details
Consistent estimation of the memory parameter for nonlinear time series
(Contributor)
1 edition
- London School of Economics
- 2004
- Details
Large sample inference for long memory processes
1 edition
- ISBN: 9781848162785
- Imperial College Press
- 2012
- Details
