Author/Creator: Škarnulis, Andrius - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Škarnulis, Andrius

1. A generalized nonlinear model for long memory conditional heteroscedasticity. Issue 1 (2nd January 2017)

Authors:: Grublytė, Ieva; Škarnulis, Andrius
Journal:: Statistics
Issue:: Volume 51:Issue 1(2017)
Page Start:: 123
Record Type:: Journal Article
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2. QMLE for Quadratic ARCH Model with Long Memory. (19th December 2016)

Authors:: Grublytė, Ieva; Surgailis, Donatas; Škarnulis, Andrius
Journal:: Journal of time series analysis
Issue:: Volume 38:Number 4(2017:Jul.)
Page Start:: 535
Record Type:: Journal Article
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3. STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE. (17th October 2017)

Authors:: Giraitis, Liudas; Surgailis, Donatas; Škarnulis, Andrius
Journal:: Econometric theory
Issue:: Volume 34:Number 6(2018)
Page Start:: 1159
Record Type:: Journal Article
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