Number one in the UK and eighth in the world in the Times Higher Education rankings of universities under 50 years old

Supporter of LMS Good Practice Award

Publications

Export 9 results:
Sort by: [ Author (Asc)] Title Year
Filters: Author is Robinson, P M  [Clear All Filters]
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z 
G
Giraitis L, Robinson PM, Surgailis D.  2000.  A model for long memory conditional Heteroscedasticity. Annals of Applied Probability. 10:1002-1024.
Giraitis L, Robinson PM.  2001.  Whittle estimation of ARCH models. Econometric Theory. 17:608-631.
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, Robinson PM, Surgailis D.  1999.  Variance-type Estimation of Long Memory. Stochastic Processes and their Applications. 80:1-24.
Giraitis L, Robinson PM, Samarov A.  2000.  Adaptive rate-optimal semiparametric estimation of the long memory parameter. Journal of Multivariate analysis. 72:183-207.
Giraitis L, Leipus R, Robinson PM, Surgailis D.  2004.  LARCH, Leverage and Long Memory. Journal of Financial Econometrics. 2:177-210.
Giraitis L, Robinson PM.  2003.  Edgeworth expansions for semiparametric Whittle estimation of long memory. Annals of Statistics. 31:1325-1375.
Giraitis L, Robinson PM.  2003.  Estimation under long range dependence. Long Range Dependence: Theory and Applications.
Giraitis L, Hidalgo J, Robinson PM.  2001.  Gaussian estimation of parametric spectral density with unknown pole. Annals of Statistics. 29:987-1023.

Back to the Top