Donatas Surgailis
2 published titles
A model for long memory conditional heteroscedasticity
(Contributor)
1 edition
- Suntory and Toyota International Centres for Economics and Related Disciplines
- 2000
- Details
Large sample inference for long memory processes
(Contributor)
1 edition
- ISBN: 9781848162785
- Imperial College Press
- 2012
- Details
