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Publications

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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.  2000.  Semiparametric estimation of the intensity of long memory in conditional Heteroskedasticity. Statistical Inference for Stochastic Processes. 3:113-128.
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.

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