E-LIB Suche - Ergebnisse für: Surgailis, Donatas

1

Scaling limits of nonlinear functions of random grain model..:

Surgailis, Donatas
Stochastic Processes and their Applications. 174 (2024) - p. 104390 , 2024

Link: https://doi.org/10.1016/..

2

Fractional Operators and Fractionally Integrated Random Fie..:

Pilipauskaitė, Vytautė ; Surgailis, Donatas
Fractal and Fractional. 8 (2024) 6 - p. 353 , 2024

Link: https://doi.org/10.3390/..

3

On the empirical process of tempered moving averages:

Beran, Jan ; Sabzikar, Farzad ; Surgailis, Donatas.
Statistics & Probability Letters. 167 (2020) - p. 108902 , 2020

Link: https://doi.org/10.1016/..

4

Joint temporal and contemporaneous aggregation of random-co..:

Pilipauskaitė, Vytautė ; Skorniakov, Viktor ; Surgailis, Donatas
Advances in Applied Probability. 52 (2020) 1 - p. 237-265 , 2020

Link: https://doi.org/10.1017/..

5

Estimating Long Memory in Panel Random‐Coefficient AR(1) Da..:

Leipus, Remigijus ; Philippe, Anne ; Pilipauskaitė, Vytautė.
Journal of Time Series Analysis. 41 (2020) 4 - p. 520-535 , 2020

Link: https://doi.org/10.1111/..

6

JOINT TEMPORAL AND CONTEMPORANEOUS AGGREGATION OF RANDOM-CO..:

PILIPAUSKAITĖ, VYTAUTĖ ; SKORNIAKOV, VIKTOR ; SURGAILIS, DONATAS
Advances in Applied Probability. 52 (2020) 1 - p. 237-265 , 2020

Link: https://www.jstor.org/st..

7

Scaling transition and edge effects for negatively dependen..:

Surgailis, Donatas
Stochastic Processes and their Applications. 130 (2020) 12 - p. 7518-7546 , 2020

Link: https://doi.org/10.1016/..

8

Scaling Limits of Linear Random Fields on $${\mathbb {Z}}^2..:

, In: Progress in Probability; In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius,

Pilipauskaitė, Vytautė ; Surgailis, Donatas - p. 683-710 , 2020

Link: https://doi.org/10.1007/..

9

Anisotropic scaling limits of long-range dependent random f..:

Surgailis, Donatas
Lithuanian Mathematical Journal. 59 (2019) 4 - p. 595-615 , 2019

Link: https://doi.org/10.1007/..

10

Discrete-time trawl processes:

Doukhan, Paul ; Jakubowski, Adam ; Lopes, Silvia R.C..
Stochastic Processes and their Applications. 129 (2019) 4 - p. 1326-1348 , 2019

Link: https://doi.org/10.1016/..

11

Anisotropic scaling limits of long-range dependent linear r..:

Surgailis, Donatas
Journal of Mathematical Analysis and Applications. 472 (2019) 1 - p. 328-351 , 2019

Link: https://doi.org/10.1016/..

12

Asymptotic Distribution of the Bias Corrected Least Squares..:

Koul, Hira L. ; Surgailis, Donatas
Journal of Time Series Analysis. 40 (2019) 4 - p. 493-518 , 2019

Link: https://doi.org/10.1111/..

13

Tempered fractional Brownian and stable motions of second k..:

Sabzikar, Farzad ; Surgailis, Donatas
Statistics & Probability Letters. 132 (2018) - p. 17-27 , 2018

Link: https://doi.org/10.1016/..

14

STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINI..:

Giraitis, Liudas ; Surgailis, Donatas ; Škarnulis, Andrius
Econometric Theory. 34 (2018) 6 - p. 1159-1179 , 2018

Link: https://www.jstor.org/st..

15

Invariance principles for tempered fractionally integrated ..:

Sabzikar, Farzad ; Surgailis, Donatas
Stochastic Processes and their Applications. 128 (2018) 10 - p. 3419-3438 , 2018

Link: https://doi.org/10.1016/..