Concepedia

Liudas Giraitis

LG

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Publications

55

Citations

3.1K

H-Index

30

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 engineering, statistics, and statistical inference.

Top concepts

EngineeringStatisticsStatistical InferenceEstimation TheoryProbabilityApproximation TheoryEconometricsBusinessTime Series EconometricsFunctional Analysis

Publications per year

1983–2021

55

Publications

55

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 · 344 citations · Full text

Dependent Linear Variables, Statistics, Quadratic Forms +1

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

Liudas Giraitis, Piotr Kokoszka, Remigijus Leipus et al. · Journal of Econometrics · 2002 · 306 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +6

STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM

Liudas Giraitis, Piotr Kokoszka, Remigijus Leipus · Econometric Theory · 2000 · 266 citations

Dynamic Economic Model, Engineering, Stochastic Calculus +10

Inference on stochastic time-varying coefficient models

Liudas Giraitis, George Kapetanios, Tony Yates · Journal of Econometrics · 2013 · 147 citations

Engineering, Econometrics, Statistical Inference +2

A generalized fractionally differencing approach in long-memory modeling

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

Numerical Analysis, Computational Science, Engineering +7

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