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Publications

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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.
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Giraitis L, Kokoszka P, Leipus R.  2001.  Testing for long memory in the presence of a general trend. Journal of Applied Probability. 38 No 4
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.
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.
Giraitis L, Kokoszka P, Leipus R.  2000.  Stationary ARCH models: dependence structure and Central Limit Theorem. Econometric Theory. 16:3-22.
Giraitis L, Kokoszka P, Leipus R, Teyssiere G.  2000.  Semiparametric estimation of the intensity of long memory in conditional Heteroskedasticity. Statistical Inference for Stochastic Processes. 3:113-128.

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