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Giraitis, Liudas, Kokoszka, Piotr and Leipus, Remigijus (2001) Testing for long memory in the presence of a general trend. Journal of Applied Probability, 38 (4). pp. 1033-1054. ISSN 0021-9002
Giraitis, Liudas, Kokoszka, Piotr and Leipus, Remigijus (2000) Stationary ARCH models: dependence structure and central limit theorem. Econometric Theory, 16 (1). pp. 3-22. ISSN 0266-4666
Giraitis, Liudas, Kokoszka, Piotr, Leipus, Remigijus and Teyssière, Gilles (2000) Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Statistical Inference for Stochastic Processes, 3 (1-2). pp. 113-128. ISSN 1387-0874
