| Publication | Date of Publication | Type |
|---|
Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation
Stochastic Processes and their Applications | 2024-07-10 | Paper |
Aggregation of network traffic and anisotropic scaling of random fields
Theory of Probability and Mathematical Statistics | 2023-05-17 | Paper |
| Scaling transition for singular linear random fields on $\mathbb{Z}^2$: spectral approach | 2023-01-05 | Paper |
| Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation | 2022-12-23 | Paper |
Local scaling limits of Lévy driven fractional random fields
Bernoulli | 2022-09-28 | Paper |
Local scaling limits of Lévy driven fractional random fields
Bernoulli | 2022-09-28 | Paper |
Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis
(available as arXiv preprint) | 2021-09-15 | Paper |
Aggregation and long memory: recent developments
(available as arXiv preprint) | 2021-06-02 | Paper |
Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\)
Stochastic Processes and their Applications | 2021-02-18 | Paper |
Local scaling limits of L\'evy driven fractional random fields
(available as arXiv preprint) | 2021-02-01 | Paper |
On the empirical process of tempered moving averages
Statistics & Probability Letters | 2020-12-18 | Paper |
Estimating long memory in panel random-coefficient AR(1) data
Journal of Time Series Analysis | 2020-09-16 | Paper |
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance
Advances in Applied Probability | 2020-07-16 | Paper |
Anisotropic scaling limits of long-range dependent random fields
Lithuanian Mathematical Journal | 2020-03-11 | Paper |
Sample covariances of random-coefficient AR(1) panel model
Electronic Journal of Statistics | 2019-11-26 | Paper |
Sample covariances of random-coefficient AR(1) panel model
Electronic Journal of Statistics | 2019-11-26 | Paper |
Asymptotic distribution of the bias corrected least squares estimators in measurement error linear regression models under long memory
Journal of Time Series Analysis | 2019-07-30 | Paper |
Discrete-time trawl processes
Stochastic Processes and their Applications | 2019-06-04 | Paper |
Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\)
Journal of Mathematical Analysis and Applications | 2019-05-17 | Paper |
Stationary integrated ARCH(\(\infty\)) and AR(\(\infty\)) processes with finite variance
Econometric Theory | 2018-11-09 | Paper |
Invariance principles for tempered fractionally integrated processes
Stochastic Processes and their Applications | 2018-10-31 | Paper |
Asymptotic distributions of some scale estimators in nonlinear models with long memory errors having infinite variance
Journal of Time Series Analysis | 2018-05-16 | Paper |
Tempered fractional Brownian and stable motions of second kind
Statistics & Probability Letters | 2017-12-22 | Paper |
QMLE for quadratic ARCH model with long memory
Journal of Time Series Analysis | 2017-07-21 | Paper |
Scaling transition for nonlinear random fields with long-range dependence
Stochastic Processes and their Applications | 2017-06-30 | Paper |
Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data
Journal of Multivariate Analysis | 2016-12-15 | Paper |
Anisotropic scaling of the random grain model with application to network traffic
Journal of Applied Probability | 2016-12-09 | Paper |
A nonlinear model for long-memory conditional heteroscedasticity
Lithuanian Mathematical Journal | 2016-10-19 | Paper |
| Discrete-time trawl processes with long memory | 2016-10-16 | Paper |
Aggregation of autoregressive random fields and anisotropic long-range dependence
Bernoulli | 2016-07-14 | Paper |
Aggregation of autoregressive random fields and anisotropic long-range dependence
Bernoulli | 2016-07-14 | Paper |
Renewal regime switching and stable limit laws
Journal of Econometrics | 2016-04-01 | Paper |
A goodness-of-fit test for marginal distribution of linear random fields with long memory
Metrika | 2016-02-08 | Paper |
Joint aggregation of random-coefficient AR(1) processes with common innovations
Statistics & Probability Letters | 2015-11-23 | Paper |
| Quasi-MLE for quadratic ARCH model with long memory | 2015-09-21 | Paper |
Scaling transition for long-range dependent Gaussian random fields
Stochastic Processes and their Applications | 2015-04-28 | Paper |
In memoriam Bronius Grigelionis (1935.11.01--2014.05.23)
Lithuanian Mathematical Journal | 2015-02-25 | Paper |
Minimum distance lack-of-fit tests under long memory errors
Metrika | 2015-02-19 | Paper |
Projective Stochastic Equations and Nonlinear Long Memory
Advances in Applied Probability | 2015-01-19 | Paper |
Projective Stochastic Equations and Nonlinear Long Memory
Advances in Applied Probability | 2015-01-19 | Paper |
Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes
Journal of Time Series Analysis | 2014-12-10 | Paper |
DETECTION OF NONCONSTANT LONG MEMORY PARAMETER
Econometric Theory | 2014-06-20 | Paper |
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes
Stochastic Processes and their Applications | 2014-02-07 | Paper |
Asymptotics of partial sums of linear processes with changing memory parameter
Lithuanian Mathematical Journal | 2013-08-08 | Paper |
Nonparametric estimation of the local Hurst function of multifractional Gaussian processes
Stochastic Processes and their Applications | 2013-03-06 | Paper |
Goodness-of-fit tests for long memory moving average marginal density
Metrika | 2013-02-21 | Paper |
Moment bounds and central limit theorems for Gaussian subordinated arrays
Journal of Multivariate Analysis | 2013-01-16 | Paper |
| On the mixing structure of stationary increment and self-similar symmetric \alpha-stable processes | 2012-11-27 | Paper |
Measuring the roughness of random paths by increment ratios
Bernoulli | 2012-09-19 | Paper |
Measuring the roughness of random paths by increment ratios
Bernoulli | 2012-09-19 | Paper |
Goodness-of-fit testing under long memory
Journal of Statistical Planning and Inference | 2010-09-20 | Paper |
A two-sample test for comparison of long memory parameters
Journal of Multivariate Analysis | 2010-09-01 | Paper |
The discrete and continuum broken line process
(available as arXiv preprint) | 2010-08-18 | Paper |
Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations
Advances in Applied Probability | 2010-07-13 | Paper |
Aggregation of the random coefficient GLARCH(1,1) process
Econometric Theory | 2010-04-23 | Paper |
Aggregation of random-coefficient AR(1) process with infinite variance and common innovations
Lithuanian Mathematical Journal | 2010-02-19 | Paper |
| Recent advances in ARCH modelling | 2010-02-05 | Paper |
ARCH(∞) Models and Long Memory Properties
Handbook of Financial Time Series | 2009-11-27 | Paper |
Covariance function of vector self-similar processes
Statistics & Probability Letters | 2009-11-18 | Paper |
| Large sample inference for long memory processes | 2009-10-12 | Paper |
Testing a sub-hypothesis in linear regression models with long memory covariates and errors.
Applications of Mathematics | 2009-08-17 | Paper |
Testing a sub-hypothesis in linear regression models with long memory covariates and errors.
Applications of Mathematics | 2009-08-17 | Paper |
Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design
Journal of Statistical Planning and Inference | 2009-06-09 | Paper |
Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory
Theory of Probability & Its Applications | 2009-02-19 | Paper |
A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares
Advances in Applied Probability | 2009-02-16 | Paper |
On the Rate of Approximation in Limit Theorems for Sums of Moving Averages
Theory of Probability & Its Applications | 2008-08-21 | Paper |
Long-range dependence and Appell rank
The Annals of Probability | 2008-03-16 | Paper |
The increment ratio statistic
Journal of Multivariate Analysis | 2008-03-11 | Paper |
On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme
Journal of Applied Probability | 2008-02-22 | Paper |
Randomly fractionally integrated processes
Lithuanian Mathematical Journal | 2008-02-18 | Paper |
\(\mathrm{GARCH}(1,1)\) process can have arbitrarily heavy power tails
Lithuanian Mathematical Journal | 2008-02-18 | Paper |
Nonhomogeneous fractional integration and multifractional processes
Stochastic Processes and their Applications | 2008-02-06 | Paper |
Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory
Acta Applicandae Mathematicae | 2007-07-19 | Paper |
Almost periodically correlated processes with long memory
Lecture Notes in Statistics | 2007-01-09 | Paper |
On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise
Journal of Applied Probability | 2006-11-16 | Paper |
Invariance principle for a class of non stationary processes with long memory
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2006-03-20 | Paper |
Asymptotics of M-estimators in two-phase linear regression models.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory
Journal of Theoretical Probability | 2005-05-20 | Paper |
Stable limits of sums of bounded functions of long memory moving averages with finite variance
Bernoulli | 2005-03-30 | Paper |
REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
Econometric Theory | 2005-03-07 | Paper |
ARCH-type bilinear models with double long memory.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Stable limits of empirical processes of moving averages with infinite variance.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
Asymptotics of empirical processes of long memory moving averages with infinite variance.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
Random coefficient autoregression, regime switching and long memory
Advances in Applied Probability | 2004-06-10 | Paper |
| scientific article; zbMATH DE number 1944307 (Why is no real title available?) | 2004-03-15 | Paper |
| scientific article; zbMATH DE number 1944308 (Why is no real title available?) | 2004-01-20 | Paper |
| scientific article; zbMATH DE number 1944318 (Why is no real title available?) | 2004-01-14 | Paper |
| scientific article; zbMATH DE number 1944033 (Why is no real title available?) | 2003-10-21 | Paper |
| scientific article; zbMATH DE number 1944032 (Why is no real title available?) | 2003-07-01 | Paper |
A model for long memory conditional heteroscedasticity.
The Annals of Applied Probability | 2003-05-06 | Paper |
Asymptotics of weighted empirical processes of linear fields with long-range dependence
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-03-11 | Paper |
Asymptotics of weighted empirical processes of linear fields with long-range dependence
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2003-03-11 | Paper |
| scientific article; zbMATH DE number 1944326 (Why is no real title available?) | 2003-01-01 | Paper |
Second-order behavior of M-estimators in linear regression with long-memory errors
Journal of Statistical Planning and Inference | 2001-09-02 | Paper |
Asymptotic normality of the Whittle estimator in linear regression models with long memory errors
Statistical Inference for Stochastic Processes | 2001-08-14 | Paper |
On weak convergence of random fields
Lithuanian Mathematical Journal | 2001-02-16 | Paper |
Variance-type estimation of long memory
Stochastic Processes and their Applications | 2001-01-17 | Paper |
On the truncated anisotropic long-range percolation on \(\mathbb Z^2\)
Stochastic Processes and their Applications | 2001-01-17 | Paper |
Convergence of Appell polynomials of long range dependent moving averages in martingale differences
Acta Applicandae Mathematicae | 2000-11-06 | Paper |
Poisson broken lines process and its application to Bernoulli first passage percolation
Acta Applicandae Mathematicae | 2000-10-30 | Paper |
Central limit theorem for the empirical process of a linear sequence with long memory
Journal of Statistical Planning and Inference | 2000-09-04 | Paper |
Interpolation, correlation identities, and inequalities for infinitely divisible variables
The Journal of Fourier Analysis and Applications | 1999-11-11 | Paper |
| scientific article; zbMATH DE number 1214058 (Why is no real title available?) | 1999-05-26 | Paper |
Functional central limit theorem for the empirical process of short memory linear processes
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1999-04-26 | Paper |
Asymptotic normality of regression estimators with long memory errors
Statistics & Probability Letters | 1999-01-10 | Paper |
The large-scale structure of the universe and quasi-Voronoi tessellation of shock fronts in forced Burgers turbulence in \(\mathbb{R}^d\)
The Annals of Applied Probability | 1998-09-08 | Paper |
Asymptotic expansion of \(M\)-estimators with long-memory errors
The Annals of Statistics | 1998-04-23 | Paper |
| scientific article; zbMATH DE number 975588 (Why is no real title available?) | 1997-10-22 | Paper |
| scientific article; zbMATH DE number 849889 (Why is no real title available?) | 1997-01-20 | Paper |
The change-point problem for dependent observations
Journal of Statistical Planning and Inference | 1996-11-12 | Paper |
| scientific article; zbMATH DE number 898377 (Why is no real title available?) | 1996-07-08 | Paper |
Gibbs-Cox random fields and Burgers turbulence
The Annals of Applied Probability | 1996-05-27 | Paper |
Hyperbolic asymptotics in Burgers' turbulence and extremal processes
Communications in Mathematical Physics | 1995-08-07 | Paper |
Stratified structure of the Universe and Burgers' equation -- a probabilistic approach
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1995-02-28 | Paper |
| scientific article; zbMATH DE number 699479 (Why is no real title available?) | 1994-12-07 | Paper |
Burgers' equation by non-local shot noise data
Journal of Applied Probability | 1994-11-01 | Paper |
Stable mixed moving averages
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1994-08-15 | Paper |
| scientific article; zbMATH DE number 592619 (Why is no real title available?) | 1994-07-13 | Paper |
Point-based polygonal models for random graphs
Advances in Applied Probability | 1993-10-11 | Paper |
| scientific article; zbMATH DE number 218694 (Why is no real title available?) | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 193972 (Why is no real title available?) | 1993-06-05 | Paper |
| scientific article; zbMATH DE number 139941 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 16751 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4194851 (Why is no real title available?) | 1991-01-01 | Paper |
Consistent polygonal fields
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1991-01-01 | Paper |
The thermodynamic limit of polygonal models
Acta Applicandae Mathematicae | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4209218 (Why is no real title available?) | 1990-01-01 | Paper |
A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1990-01-01 | Paper |
A metric space of discontinuous functions on the plane
Lithuanian Mathematical Journal | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4109759 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4163965 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4166207 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4129735 (Why is no real title available?) | 1989-01-01 | Paper |
Limit theorem for polynomials of a linear process with long-range dependence
Lithuanian Mathematical Journal | 1989-01-01 | Paper |
Markov fields with polygonal realizations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4182522 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 3978040 (Why is no real title available?) | 1986-01-01 | Paper |
On the multiple stable integral
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1985-01-01 | Paper |
Limit theorems for a random walk in a random environment
Lithuanian Mathematical Journal | 1985-01-01 | Paper |
CLT and other limit theorems for functionals of Gaussian processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3899850 (Why is no real title available?) | 1985-01-01 | Paper |
Infinitely divisible OS-positive processes
Lithuanian Mathematical Journal | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3837091 (Why is no real title available?) | 1983-01-01 | Paper |
Zones of attraction of self-similar multiple integrals
Lithuanian Mathematical Journal | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3806632 (Why is no real title available?) | 1983-01-01 | Paper |
Classes of self-similar random fields
Lithuanian Mathematical Journal | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3874347 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3814689 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3731074 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3746163 (Why is no real title available?) | 1981-01-01 | Paper |
On infinitely divisible self-similar random fields
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3740458 (Why is no real title available?) | 1981-01-01 | Paper |
On the innovation problem for Gaussian Markov random fields
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1979-01-01 | Paper |
An expansion of the free Markov field
Lithuanian Mathematical Journal | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3692369 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3624543 (Why is no real title available?) | 1979-01-01 | Paper |
On the Markov property of a class of linear infinitely divisible fields
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3468101 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3479917 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3452918 (Why is no real title available?) | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3429884 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3436387 (Why is no real title available?) | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3393594 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3401874 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3376509 (Why is no real title available?) | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3342560 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3457359 (Why is no real title available?) | 1970-01-01 | Paper |
| scientific article; zbMATH DE number 3310535 (Why is no real title available?) | 1969-01-01 | Paper |
