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A

Giraitis L, Robinson PM, Samarov A. 2000. Adaptive rate-optimal semiparametric estimation of the long memory parameter. Journal of Multivariate analysis. 72:183-207.

Bhansali RJ, Giraitis L, Kokoszka P. 2007. Approximations and limit theory for quadratic forms of linear processes. Journal of Stochastic Processes and their Applications. 117(1):71-95.

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

C

Giraitis L, Taqqu MS. 1998. Central limit theorem for quadratic forms with time domain conditions. The Annals of Probability. 26:377-398.

Giraitis L, Surgailis D. 1999. Central Limit Theorem for the Empirical Process. Journal of Statistical Planning and Inference. 80:81-93.

Dalla V, Giraitis L, Hidalgo J. 2006. Consistent estimation of the memory parameter for nonlinear time series. Journal of Times Series Analysis. 27(2):211-251.

Giraitis L, Taqqu MS. 1999. Convergence of normalized quadratic forms. Journal of Statistical Planning and Inference. 80:15-35.

E

Giraitis L, Robinson PM. 2003. Edgeworth expansions for semiparametric Whittle estimation of long memory. Annals of Statistics. 31:1325-1375.

Giraitis L, Koul H. 1997. Estimation of the dependence parameter in linear regression. Stochastic Processes and their Applications. 71:207-224.

Bhansali RJ, Giraitis L, Kokoszka PS. 2006. Estimation of the memory parameter by fitting fractionally differenced autoregressive models. Journal of Multivariate analysis. 97(10):2101-2130.

Giraitis L, Robinson PM. 2003. Estimation under long range dependence. Long Range Dependence: Theory and Applications.

F

Giraitis L, Taqqu MS. 2001. Functional non-central and central limit theorems for bivariate Appell polynomials. Journal of Theoretical Probablity. 14:293-426.

G

Giraitis L, Hidalgo J, Robinson PM. 2001. Gaussian estimation of parametric spectral density with unknown pole. Annals of Statistics. 29:987-1023.

L

Giraitis L, Leipus R, Robinson PM, Surgailis D. 2004. LARCH, Leverage and Long Memory. Journal of Financial Econometrics. 2:177-210.

Giraitis L, Taqqu MS. 1997. Limit theorems for bivariate Appell polynomials Part 1 Central Limit Theorems. Probability Theory and Related Fields. 107:359-381.

Giraitis L, Taqqu MS, Terrin N. 1998. Limit theorems for bivariate Appell polynomials Part II Non-Central Limit Theorems. Probability Theory and Related Fields. 110:333-367.

M

Giraitis L, Robinson PM, Surgailis D. 2000. A model for long memory conditional Heteroscedasticity. Annals of Applied Probability. 10:1002-1024.

N

Abadir K, Distaso W, Giraitis L. 2007. Nonstationarity-extended local Whittle estimation. Journal of Econometrics. 141(2):1353-1384.

O

Dahlhaus R, Giraitis L. 1998. On the optimal segment length for parameter estimates for locally stationary time-series. Journal of Time Series Analysis. 19:629-635.

Giraitis L, Kokoszka P, Leipus R, Teyssiere G. 2003. On the power of R/S-type tests fort stationarity against contiguous and semi long memory alternatives. Acta Applicandae Mathematicae. 78:285-299.

R

Giraitis L, Robinson PM, Samarov A. 1997. Rate optimal semiparameter of the Gaussian time series with long range dependence. Journal of Time Series Analysis. 18:49-60.

Giraitis L, Leipus R, Surgailis D. 2005. Recent advances in ARCH modelling. Long Memory in Economics.

Giraitis L, Surgailis D. 2002. Reduction principle for long memory sequences. Empirical Process Techniques for Dependent Data. :241-255.

Giraitis L, Kokoszka P, Leipus R, Teyssiere G. 2003. Rescaled variance and related tests for long memory in volatility and levels. Journal of Econometrics. 112:265-294.

S

Abadir K, Distaso W, Giraitis L. 2007. Semiparametric estimation and inference for trending I(d) and related processes. submitted to the Annals of Statistics.

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