Giraitis, Liudas; Surgailis, Donatas; Škarnulis, Andrius Stationary integrated ARCH(\(\infty\)) and AR(\(\infty\)) processes with finite variance. (English) Zbl 1406.62095 Econom. Theory 34, No. 6, 1159-1179 (2018). MSC: 62M10 60G10 60F05 PDFBibTeX XMLCite \textit{L. Giraitis} et al., Econom. Theory 34, No. 6, 1159--1179 (2018; Zbl 1406.62095) Full Text: DOI
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas; Koul, Hira L. Asymptotic normality for weighted sums of linear processes. (English) Zbl 1316.60030 Econom. Theory 30, No. 1, 252-284 (2014). Reviewer: Vygantas Paulauskas (Vilnius) MSC: 60F05 60G50 62M10 PDFBibTeX XMLCite \textit{K. M. Abadir} et al., Econom. Theory 30, No. 1, 252--284 (2014; Zbl 1316.60030) Full Text: DOI
Giraitis, Liudas; Koul, Hira L. On asymptotic distributions of weighted sums of periodograms. (English) Zbl 1280.62112 Bernoulli 19, No. 5B, 2389-2413 (2013). MSC: 62M15 62E20 PDFBibTeX XMLCite \textit{L. Giraitis} and \textit{H. L. Koul}, Bernoulli 19, No. 5B, 2389--2413 (2013; Zbl 1280.62112) Full Text: DOI arXiv
Giraitis, Liudas; Phillips, Peter C. B. Mean and autocovariance function estimation near the boundary of stationarity. (English) Zbl 1443.62260 J. Econom. 169, No. 2, 166-178 (2012). MSC: 62M10 60F05 62E20 62P20 PDFBibTeX XMLCite \textit{L. Giraitis} and \textit{P. C. B. Phillips}, J. Econom. 169, No. 2, 166--178 (2012; Zbl 1443.62260) Full Text: DOI Link Link
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles Rescaled variance and related tests for long memory in volatility and levels. (English) Zbl 1027.62064 J. Econom. 112, No. 2, 265-294 (2003); corrigendum ibid. 126, No. 2, 571-572 (2005). MSC: 62M10 62P20 62E20 62F05 PDFBibTeX XMLCite \textit{L. Giraitis} et al., J. Econom. 112, No. 2, 265--294 (2003; Zbl 1027.62064) Full Text: DOI
Giraitis, L.; Hidalgo, J.; Robinson, P. M. Gaussian estimation of parametric spectral density with unknown pole. (English) Zbl 1012.62098 Ann. Stat. 29, No. 4, 987-1023 (2001). MSC: 62M15 62F12 62E20 PDFBibTeX XMLCite \textit{L. Giraitis} et al., Ann. Stat. 29, No. 4, 987--1023 (2001; Zbl 1012.62098) Full Text: DOI
Giraitis, Liudas; Taqqu, Murad S. Convergence of normalized quadratic forms. (English) Zbl 0939.60008 J. Stat. Plann. Inference 80, No. 1-2, 15-35 (1999). Reviewer: Wiesław Dziubdziela (Kielce) MSC: 60F05 62M10 PDFBibTeX XMLCite \textit{L. Giraitis} and \textit{M. S. Taqqu}, J. Stat. Plann. Inference 80, No. 1--2, 15--35 (1999; Zbl 0939.60008) Full Text: DOI
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas The change-point problem for dependent observations. (English) Zbl 0856.62073 J. Stat. Plann. Inference 53, No. 3, 297-310 (1996). MSC: 62M10 60F05 62G10 62G20 PDFBibTeX XMLCite \textit{L. Giraitis} et al., J. Stat. Plann. Inference 53, No. 3, 297--310 (1996; Zbl 0856.62073) Full Text: DOI Link
Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas Asymptotic normality of regression estimators with long memory errors. (English) Zbl 0903.62022 Stat. Probab. Lett. 29, No. 4, 317-335 (1996). MSC: 62F12 62J05 PDFBibTeX XMLCite \textit{L. Giraitis} et al., Stat. Probab. Lett. 29, No. 4, 317--335 (1996; Zbl 0903.62022) Full Text: DOI
Giraitis, L.; Leipus, R. A generalized fractionally differencing approach in long-memory modeling. (English) Zbl 0837.62066 Lith. Math. J. 35, No. 1, 53-65 (1995) and Liet. Mat. Rink. 35, No. 1, 65-81 (1995). MSC: 62M10 62M15 PDFBibTeX XMLCite \textit{L. Giraitis} and \textit{R. Leipus}, Lith. Math. J. 35, No. 1, 53--65 (1995) and Liet. Mat. Rink. 35, No. 1, 65--81 (1995; Zbl 0837.62066) Full Text: DOI