Liudas Giraitis

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Publications

Citations

3.2K

H-Index

Active since

1983

Affiliations

London School of Economics and Political Science(Current)

Queen Mary University of London

Vilnius University

University of York

University of Liverpool

Liudas Giraitis is an author at London School of Economics and Political Science specializing in time series analysis, stochastic processes, and natural sciences.

Publications per year

1983–2021

Publications

A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate

Liudas Giraitis · Probability Theory and Related Fields · 1990 · 345 citations · Full text

Natural Sciences, Literature, Stochastic Processes +6

Rescaled variance and related tests for long memory in volatility and levels

Liudas Giraitis, Piotr Kokoszka, Remigijus Leipus et al. · Journal of Econometrics · 2002 · 308 citations

Social Sciences, Psychology, Memory +13

STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM

Liudas Giraitis, Piotr Kokoszka, Remigijus Leipus · Econometric Theory · 2000 · 267 citations

Natural Sciences, Mathematics, Probability Theory +16

Inference on stochastic time-varying coefficient models

Liudas Giraitis, George Kapetanios, Tony Yates · Journal of Econometrics · 2013 · 148 citations

Engineering, Finance, Statistical Modeling +11

A generalized fractionally differencing approach in long-memory modeling

Liudas Giraitis, Remigijus Leipus · Lithuanian Mathematical Journal · 1995 · 116 citations

Computing, Mathematics, Memory +7

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