Liudas Giraitis

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g kapetaniosProfessor of Finance and Econometrics, Kings College LondonEmail confirmado em kcl.ac.uk
Piotr KokoszkaProfessor of Statistics, Colorado State UniversityEmail confirmado em colostate.edu
Walter DistasoImperial College Business SchoolEmail confirmado em imperial.ac.uk
Karim Maher AbadirImperial College LondonEmail confirmado em imperial.ac.uk
Peter C. B. PhillipsYale UniversityEmail confirmado em yale.edu
Anthony YatesBank of EnglandEmail confirmado em bankofengland.co.uk
Violetta DallaAssistant Professor, National and Kapodistrian University of AthensEmail confirmado em econ.uoa.gr
Simon PriceUniversity of Essex, Essex Business SchoolEmail confirmado em essex.ac.uk
Ana Beatriz GalvaoProfessor of Economic Modelling and Forecasting, University of WarwickEmail confirmado em wbs.ac.uk
Katerina PetrovaResearch Economist, Federal Reserve Bank of New YorkEmail confirmado em upf.edu
Yiannis DendramisAssistant Professor, Athens University of Economics and BusinessEmail confirmado em aueb.gr
Filip ZikesEconomist, Federal Reserve BoardEmail confirmado em frb.gov
anne wetheriltBank of EnglandEmail confirmado em bankofengland.co.uk
Massimiliano MarcellinoUniversità BocconiEmail confirmado em unibocconi.it
Tassos MagdalinosProfessor of Econometrics, University of SouthamptonEmail confirmado em soton.ac.uk
Natalia BaileyAssociate Professor, Department of Econometrics and Business Statistics, Monash UniversityEmail confirmado em monash.edu
Mohaimen MansurAssociate Professor, University of DhakaEmail confirmado em isrt.ac.bd
Fulvia MarottaUniversity of OxfordEmail confirmado em ouce.ox.ac.uk

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Liudas Giraitis

Queen Mary University of London

Email confirmado em qmul.ac.uk - Página inicial

Econometrics Time Series Statistics Stochastic Processes


Título Ordenar por citações Ordenar por ano Ordenar por título	Citado por Citado por	Ano
A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate L Giraitis, D Surgailis Probability theory and related fields 86 (1), 87-104, 1990	435	1990
Rescaled variance and related tests for long memory in volatility and levels L Giraitis, P Kokoszka, R Leipus, G Teyssière Journal of econometrics 112 (2), 265-294, 2003	434	2003
Stationary ARCH models: dependence structure and central limit theorem L Giraitis, P Kokoszka, R Leipus Econometric theory 16 (1), 3-22, 2000	357	2000
Large sample inference for long memory processes L Giraitis, HL Koul, D Surgailis	340	2012
Nonstationarity-extended local Whittle estimation KM Abadir, W Distaso, L Giraitis Journal of econometrics 141 (2), 1353-1384, 2007	270	2007
CLT and other limit theorems for functionals of Gaussian processes L Giraitis, D Surgailis Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 70 (2), 191-212, 1985	235	1985
A Generalized Fractionally Differencing Approach inLong-Memory Modelling L Giraitis, R Leipus	185	1993
Inference on stochastic time-varying coefficient models L Giraitis, G Kapetanios, T Yates Journal of Econometrics 179 (1), 46-65, 2014	170	2014
A model for long memory conditional heteroscedasticity L Giraitis, PM Robinson, D Surgailis Annals of Applied Probability, 1002-1024, 2000	152	2000
Whittle estimation of ARCH models L Giraitis, PM Robinson Econometric Theory 17 (3), 608-631, 2001	151	2001
Uniform limit theory for stationary autoregression L Giraitis, PCB Phillips Journal of time series analysis 27 (1), 51-60, 2006	123	2006
Asymptotic normality of regression estimators with long memory errors L Giraitis, HL Koul, D Surgailis Statistics & Probability Letters 29 (4), 317-335, 1996	118	1996
Recent advances in ARCH modelling L Giraitis, R Leipus, D Surgailis Long memory in economics, 3-38, 2007	116	2007
Testing for long memory in the presence of a general trend L Giraitis, P Kokoszka, R Leipus Journal of Applied Probability 38 (4), 1033-1054, 2001	116	2001
ARCH-type bilinear models with double long memory L Giraitis, D Surgailis Stochastic Processes and their Applications 100 (1-2), 275-300, 2002	107	2002
LARCH, leverage, and long memory L Giraitis, R Leipus, PM Robinson, D Surgailis Journal of Financial Econometrics 2 (2), 177-210, 2004	106	2004
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long‐range dependence L Giraitis, PM Robinson, A Samarov Journal of Time Series Analysis 18 (1), 49-60, 1997	106	1997
Multivariate Appell polynomials and the central limit theorem L Giraitis, D Surgailis Dependence in Probability and Statistics: A Survey of Recent Results, 21-71, 1986	106	1986
Gaussian estimation of parametric spectral density with unknown pole L Giraitis, J Hidalgo, PM Robinson The Annals of Statistics 29 (4), 987-1023, 2001	104	2001
Whittle estimator for finite-variance non-Gaussian time series with long memory L Giraitis, MS Taqqu The Annals of Statistics 27 (1), 178-203, 1999	95	1999

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