Dr Liudas Giraitis

2003

Co-author

• Robinson, Peter M.; Giraitis, L. 'Parametric Estimation Under Long Range Dependence.' In Theory and Applications of Long Range Dependence. Edited by Doukhan, P.; Oppenheim, G.; Taqqu, M. Birkhauser, 2003, pp. 229-249.
   
  

2001

Co-author

• Giraitis, Liudas; Taqqu, M. S. 'Functional Non-central and Central Limit Theorems for Bivariate Appell Polynomials.' Journal of Theoretical Probability 14 (2001), pp. 293-426.
   
  
• Giraitis, Liudas; Hidalgo, J.; Robinson, P. M. 'Gaussian Estimation of Parametric Spectral Density with Unknown Pole.' Annals of Statistics 29, no. 4 (2001), pp. 987-1023.
   
  
• Giraitis, Liudas; Kokoszka, P.; Leipus, R. 'Testing for Long Memory in the Presence of a General Trend.' Journal of Applied Probability 38, no. 4 (2001), pp. 1033-1054.
   
  
• Giraitis, Liudas; Robinson, P. M. 'Whittle Estimation of ARCH models.' Econometric Theory 17, no. 3 (2001), pp. 608-631.
   
  

2000

Co-author

• Giraitis, Liudas; Robinson, P. M.; Surgailis, D. 'A Model for Long Memory Conditional Heteroscedasticity.' Annals of Applied Probability 10, no. 3 (2000), pp. 1002-1004.
   
  
• Robinson, Peter M.; Giraitis, L.; Samarov, A. 'Adaptive Rate-optimal Estimation of the Memory Parameter.' Journal of Multivariate Analysis 72 (2000), pp. 183-207.
   
  
• Giraitis, Liudas; Robinson, P. M.; Samarov, A. 'Adaptive Semiparametric Estimation of the Long Memory Parameter.' Journal of Multivariate Analysis 72, no. 1 (2000).
   
  
• Giraitis, Liudas; Kokoszka, P.; Leipus, R.; Teyssière, G. 'Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroscedasticity.' Statistical Inference for Stochastic Processes 3, no. 1 (2000).
   
  
• Giraitis, Liudas; Kokoszka, P.; Leipus, R. 'Stationary ARCH Models: Dependence Structure and Central Limit Theorem.' Econometric Theory 16, no. 1 (2000).
   
  

1999

Co-author

• Giraitis, Liudas; Surgailis, D. 'Central Limit Theorem for the Empirical Process.' Journal of Statistical Planning and Inference 80, no. 1/2 (1999), pp. 81-93.
   
  
• Giraitis, Liudas; Taqqu, M. S. 'Convergence of Normalized Quadratic Forms.' Journal of Statistical Planning and Inference 80, no. 1-2 (1999), pp. 15-35.
   
  
• Giraitis, Liudas; Robinson, P. M.; Surgailis, D. 'Variance-type Estimation of Long Memory.' Stochastic Processes and their Applications 80, no. 1 (1999), pp. 1-24.
   
  
• Giraitis, Liudas; Taqqu, M. S. 'Whittle Estimator for Non-Gaussian Long-memory Time Series.' Annals of Statistics 27 (1999).
   
  

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