Authors: Kazakevi.ius, Vytautas Leipus, Remigijus

Citation: Kazakevi.ius, Vytautas et Leipus, Remigijus, On Stationarity in the ARCH(.) Model, Econometric theory (Online) , 18(1), 2002, pp. 1-16

Authors: Leipus, Remigijus Surgailis, Donatas

Citation: Leipus, Remigijus et Surgailis, Donatas, Random coefficient autoregression, regime switching and long memory, Advances in applied probability , 35(2), 2003, pp. 737-754