Items where authors include "Giraitis, L."

Article

Giraitis, L. and Robinson, P.M. (2003) Edgeworth expansions for semiparametric Whittle estimation of long memory. Annals of Statistics, 31 (4). pp. 1325-1375. ISSN 0090-5364

Giraitis, L. and Surgailis, D. (2002) ARCH-type bilinear models with double long memory. Stochastic Processes and their applications, 100. pp. 275-300.

Giraitis, L., Hidalgo, J. and Robinson, P.M. (2001) Gaussian estimation of parametric spectral density with unknown pole. Annals of Statistics, 29 (4). pp. 987-1023. ISSN 0090-5364