The following pages link to Remigijus Leipus (Q180848):
Displayed 39 items.
- (Q2769691) (← links)
- Asymptotics for randomly weighted and stopped dependent sums (Q2804547) (← links)
- Asymptotic behaviour of the finite-time ruin probability in renewal risk models (Q3077472) (← links)
- (Q3400722) (← links)
- On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise (Q3410924) (← links)
- A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS (Q3434189) (← links)
- AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547) (← links)
- Asymptotic normality of the mixture density estimator in a disaggregation scheme (Q3569212) (← links)
- (Q3607562) (← links)
- ARCH(∞) Models and Long Memory Properties (Q3646949) (← links)
- (Q3827404) (← links)
- (Q3977931) (← links)
- (Q4407611) (← links)
- A new theorem on the existence of invariant distributions with applications to ARCH processes (Q4408540) (← links)
- Random coefficient autoregression, regime switching and long memory (Q4467509) (← links)
- (Q4518942) (← links)
- Security price modelling by a binomial tree (Q4522966) (← links)
- Testing for long memory in the presence of a general trend (Q4537308) (← links)
- (Q4691162) (← links)
- (Q4711917) (← links)
- ON STATIONARITY IN THE ARCH(∞) MODEL (Q4807279) (← links)
- (Q4874059) (← links)
- STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Q4954301) (← links)
- A note on the tail behavior of randomly weighted and stopped dependent sums (Q4968012) (← links)
- Bounds for the Clayton copula (Q4968126) (← links)
- DETECTION OF NONCONSTANT LONG MEMORY PARAMETER (Q4979323) (← links)
- Aggregation and long memory: recent developments (Q4991218) (← links)
- Group testing: Revisiting the ideas (Q4993846) (← links)
- A note on product-convolution for generalized subexponential distributions (Q5046694) (← links)
- On the non-closure under convolution for strong subexponential distributions (Q5060723) (← links)
- An integer-valued autoregressive process for seasonality (Q5107714) (← links)
- Estimating Long Memory in Panel Random‐Coefficient AR(1) Data (Q5121009) (← links)
- (Q5412160) (← links)
- On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme (Q5443738) (← links)
- Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. (Q5933672) (← links)
- Aggregation of network traffic and anisotropic scaling of random fields (Q6040487) (← links)
- On the distribution-tail behaviour of the product of normal random variables (Q6062416) (← links)
- Asymptotic normality in linear regression with approximately sparse structure (Q6393142) (← links)
- Time series aggregation, disaggregation and long memory (Q6478871) (← links)