Giraitis, Liudas
Giraitis, Liudas 1957–
Liudas Giraitis mathématicien lituanien
VIAF ID: 70889762 ( Personal )
Permalink: http://viaf.org/viaf/70889762
Preferred Forms
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- 100 1 _ ‡a Giraitis, Liudas
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- 100 1 0 ‡a Giraitis, Liudas
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- 100 1 _ ‡a Giraitis, Liudas
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- 100 1 _ ‡a Giraitis, Liudas
- 100 1 _ ‡a Giraitis, Liudas
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- 100 0 _ ‡a Liudas Giraitis ‡c mathématicien lituanien
4xx's: Alternate Name Forms (6)
5xx's: Related Names (3)
Works
Title | Sources |
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Agrégation de prédicteurs pour des séries temporelles, optimalité dans un contexte localement stationnaire | |
A Central Limit Theorem for the Empirical Process of a Long Memory Linear Sequence | |
Change-point Problem for Dependent Observations | |
A Generalized Fractionally Differencing Approach inLong-Memory Modelling | |
Large sample inference for long memory processes | |
Processus ARCH d'ordre infini, Bêtas dynamiques et applications financières | |
Procyclicité des mesures de risque. Quantification empirique et confirmation théorique. | |
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity |