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Disambiguation of "Giraitis, Liudas"

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Uniform Limit Theory for Stationary Autoregression

, and . Journal of Time Series Analysis, 27 (1): 51--60 (Jan 1, 2006)doi: 10.1111/j.1467-9892.2005.00452.x.

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Other publications of authors with the same name

Central limit theorem for the empirical process of a linear sequence with long memory, and . Journal of Statistical Planning and Inference, 80 (1-2): 81--93 (Aug 1, 1999)Convergence of normalized quadratic forms, and . Journal of Statistical Planning and Inference, 80 (1-2): 15--35 (Aug 1, 1999)Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Series with Long-Range Dependence, , and . Journal of Time Series Analysis, 18 (1): 49--60 (Jan 1, 1997)doi: 10.1111/1467-9892.00038.Asymptotic normality of regression estimators with long memory errors, , and . Statistics & Probability Letters, 29 (4): 317--335 (Sep 16, 1996)Nonstationarity-extended local Whittle estimation, , and . Journal of Econometrics, 141 (2): 1353--1384 (December 2007)Corrigendum to ``Rescaled variance and related tests for long memory in volatility and levels'': J. Econom. 112 (2003) 265-294, , , and . Journal of Econometrics, 126 (2): 571--572 (June 2005)Estimation of the dependence parameter in linear regression with long-range-dependent errors, and . Stochastic Processes and their Applications, 71 (2): 207--224 (Nov 15, 1997)ARCH-type bilinear models with double long memory, and . Stochastic Processes and their Applications, 100 (1-2): 275--300 (00 2002)Consistent estimation of the memory parameter for nonlinear time series, , and . Journal of Time Series Analysis, 27 (2): 211--251 (60 03 2006)doi: 10.1111/j.1467-9892.2005.00464.x.On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series, and . Journal of Time Series Analysis, 19 (6): 629--655 (305 11 1998)doi: 10.1111/1467-9892.00114.