Liudas Giraitis
Author
Alternate names L. Giraitis, Liudas Giraitis
Institution Queen Mary University of London
Past institutions Queen Mary University of London, University of London, University College London, University of Cambridge, University of York +5 more
H-index: 34
I10-index: 67
Works count: 152
Citations count: 4,531
A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
1990 · Liudas Giraitis, Донатас Сургайлис · Probability Theory and Related Fields
Rescaled variance and related tests for long memory in volatility and levels
2002 · Liudas Giraitis, Piotr Kokoszka, et al. · Journal of Econometrics
Large Sample Inference for Long Memory Processes
2012 · Liudas Giraitis, Hira L. Koul, et al. · IMPERIAL COLLEGE PRESS eBooks