Alfredas Račkauskas

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Alfredas Račkauskas Q402716



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
p-Variation of CUSUM process and testing change in the mean
Communications in Statistics. Simulation and Computation
2023-07-17Paper
Asymptotic normality in Banach spaces via Lindeberg method
Journal of Theoretical Probability
2023-05-16Paper
Functional approach to analysis of daily tax revenues
Lietuvos matematikos rinkinys
2022-10-18Paper
Testing mean changes by maximal ratio statistics
Extremes
2022-05-09Paper
Functional modelling of telecommunications data
Mathematical Modelling and Analysis
2022-03-28Paper
On the asymptotic of the maximal weighted increment of a random walk with regularly varying jumps: the boundary case
Electronic Journal of Probability
2021-11-11Paper
Asymptotic normality of sums of Hilbert space valued random elements
Georgian Mathematical Journal
2021-07-19Paper
Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment
Statistical Papers
2020-11-02Paper
On Bernstein-Kantorovich invariance principle in Hölder spaces and weighted scan statistics
ESAIM: Probability and Statistics
2020-05-18Paper
Uniform asymptotic normality of weighted sums of short-memory linear processes
Journal of Applied Probability
2020-05-12Paper
Fifty years in the field of probability: a conversation with Professor Vygantas Paulauskas
Lithuanian Mathematical Journal
2020-03-11Paper
Uniform asymptotic normality of self-normalized weighted sums of random variables
Lithuanian Mathematical Journal
2020-03-11Paper
More on \(P\)-stable convex sets in Banach spaces
Journal of Theoretical Probability
2019-08-22Paper
Weak law of large numbers for linear processes
Acta Mathematica Hungarica
2018-02-22Paper
Weak invariance principle in some Besov spaces for stationary martingale differences
Lithuanian Mathematical Journal
2018-02-06Paper
Testing epidemic change in nearly nonstationary process with statistics based on residuals
Statistical Papers
2017-12-13Paper
Adaptive choice of bootstrap sample sizes
State of the art in probability and statistics
2017-10-09Paper
Computing the distribution of sequential Hölder norms of the Brownian motion
Communications in Statistics. Theory and Methods
2016-08-22Paper
Modeling of gradual epidemic changes
Lietuvos Matematikos Rinkinys. Proceedings of the Lithuanian Mathematical Society. Series A
2016-04-13Paper
Testing the epidemic change in nearly nonstationary autoregressive processes2015-02-16Paper
Operator self-similar processes and functional central limit theorems
Stochastic Processes and their Applications
2014-08-28Paper
In memoriam Vidmantas Kastytis Bentkus (1949.07.28-2010.06.03)
Lithuanian Mathematical Journal
2014-01-15Paper
Asymptotic results for polygonal processes related to an autoregression
Lithuanian Mathematical Journal
2014-01-15Paper
Functional laws of large numbers in Hölder spaces
ALEA. Latin American Journal of Probability and Mathematical Statistics
2013-12-09Paper
The central limit theorem for a sequence of random processes with space-varying long memory
Lithuanian Mathematical Journal
2013-08-08Paper
New tests of heteroskedasticity in linear regression model
Lithuanian Mathematical Journal
2013-06-21Paper
Functional central limit theorems for sums of nearly nonstationary processes
Lithuanian Mathematical Journal
2013-03-21Paper
Functional central limit theorems for self-normalized partial sums of linear processes
Lithuanian Mathematical Journal
2011-12-01Paper
Operator fractional Brownian motion as limit of polygonal lines processes in Hilbert space
Stochastics and Dynamics
2011-03-21Paper
The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution
Bernoulli
2011-02-28Paper
On limit theorems for Banach-space-valued linear processes
Lithuanian Mathematical Journal
2011-01-24Paper
scientific article; zbMATH DE number 5666929 (Why is no real title available?)2010-02-05Paper
Hölderian invariance principle for Hilbertian linear processes
ESAIM: Probability and Statistics
2010-01-21Paper
Hölder convergence of autoregression residuals partial sum processes
Lithuanian Mathematical Journal
2009-10-27Paper
Hölderian invariance principle for linear processes2009-04-27Paper
Properties of the coefficient estimators for the linear regression model with heteroskedastic error term2009-03-02Paper
Convergence in law of partial sum processes in \(p\)-variation norm
Lithuanian Mathematical Journal
2008-09-22Paper
Estimation of change points of infinite dimensional parameters in short epidemics
Lithuanian Mathematical Journal
2008-01-16Paper
A central limit theorem for self-normalized sums of a linear process
Statistics & Probability Letters
2007-11-23Paper
A Hölderian functional central limit theorem for a multi-indexed summation process
Stochastic Processes and their Applications
2007-07-27Paper
Estimating a changed segment in a sample
Acta Applicandae Mathematicae
2007-07-19Paper
New tests of heteroskedasticity in linear regression model
Lithuanian Mathematical Journal
2007-07-01Paper
Off-line testing for a changed segment in the sample variance
Lithuanian Mathematical Journal
2006-11-28Paper
A remark on self-normalization for dependent random variables
Lithuanian Mathematical Journal
2006-11-28Paper
Functional central limit theorem for double-indexed summation process
Lithuanian Mathematical Journal
2006-11-28Paper
Testing epidemic changes of infinite dimensional parameters
Statistical Inference for Stochastic Processes
2006-11-14Paper
Hölderian properties of partial sums of regression residuals
Metrika
2006-08-14Paper
Central Limit Theorems in Hölder Topologies for Banach Space Valued Random Fields
Theory of Probability & Its Applications
2005-10-28Paper
Invariance principles for adaptive self-normalized partial sums processes.
Stochastic Processes and their Applications
2005-02-25Paper
Functional data analysis for clients segmentation tasks
European Journal of Operational Research
2005-01-12Paper
scientific article; zbMATH DE number 2118866 (Why is no real title available?)2004-11-24Paper
Hölder norm test statistics for epidemic change
Journal of Statistical Planning and Inference
2004-11-23Paper
Hölderian invariance principle for triangular arrays of random variables
Lithuanian Mathematical Journal
2004-10-15Paper
Necessary and sufficient condition for the functional central limit theorem in Hölder spaces
Journal of Theoretical Probability
2004-08-06Paper
Invariance principle under self-normalization for nonidentically distributed random variables
Acta Applicandae Mathematicae
2003-12-04Paper
Hölder versions of Banach space valued random fields
Georgian Mathematical Journal
2003-08-11Paper
scientific article; zbMATH DE number 1959637 (Why is no real title available?)2003-08-05Paper
scientific article; zbMATH DE number 1916979 (Why is no real title available?)2003-05-26Paper
Testing changes in Hilbert space autoregressive models
Lithuanian Mathematical Journal
2003-05-19Paper
Central limit theorem in Hölder spaces
Probability and Mathematical Statistics
2002-02-18Paper
Random fields and central limit theorem in some generalized Hölder spaces2002-02-05Paper
More on \(p\)-stable convex sets in Banach spaces
Journal of Theoretical Probability
2001-10-16Paper
scientific article; zbMATH DE number 1494236 (Why is no real title available?)2001-08-02Paper
Security price modelling by a binomial tree
Applicationes Mathematicae
2001-01-07Paper
scientific article; zbMATH DE number 1510516 (Why is no real title available?)2000-09-24Paper
Large deviations behavior for the quadratic error of density estimate
Acta Applicandae Mathematicae
2000-08-13Paper
A Berry-Esseen bound for least squares error variance estimators of regression parameters
Lithuanian Mathematical Journal
2000-06-26Paper
Limit theorem for large deviations probabilities of certain forms
Lithuanian Mathematical Journal
1999-06-14Paper
On the asymptotic normality of estimates in the nearly non-stationary AR(1) models
Lithuanian Mathematical Journal
1998-04-01Paper
On the asymptotic accuracy of least-squares estimators in nearly unstable AR(1) processes
Mathematical Methods of Statistics
1997-11-13Paper
Asymptotic accuracy of the least-squares estimates in nearly nonstationary autoregressive models
Lithuanian Mathematical Journal
1997-10-29Paper
On a multidimensional martingale with given conditional covariance structure
Journal of Mathematical Sciences (New York)
1997-01-14Paper
scientific article; zbMATH DE number 868185 (Why is no real title available?)1996-12-11Paper
On the rate of convergence in the martingale CLT
Statistics & Probability Letters
1996-05-20Paper
On the conditional covariance condition in the martingale CLT
Lithuanian Mathematical Journal
1996-02-25Paper
Large deviations for martingales with some applications
Acta Applicandae Mathematicae
1995-11-14Paper
On Gaussian approximation of Hilbert space valued discrete time martingales
Lithuanian Mathematical Journal
1995-09-18Paper
scientific article; zbMATH DE number 558235 (Why is no real title available?)1994-10-10Paper
scientific article; zbMATH DE number 194995 (Why is no real title available?)1993-06-05Paper
scientific article; zbMATH DE number 193979 (Why is no real title available?)1993-06-05Paper
Nonuniform estimates in the central limit theorem in Banach spaces
Lithuanian Mathematical Journal
1992-06-25Paper
On the convergence rate in martingale CLT in Hilbert spaces
Lithuanian Mathematical Journal
1992-06-25Paper
Uniform bounds in the central limit theorem for \(C(S)\) valued martingales
Lithuanian Mathematical Journal
1992-06-25Paper
On the convergence rate in martingale CLT in Hilbert spaces1991-01-01Paper
Nonuniform estimates in the central limit theorem in Banach spaces1991-01-01Paper
Uniform bounds in the central limit theorem for \(C(S)\) valued martingales1991-01-01Paper
Probabilities of large deviations for martingales
Lithuanian Mathematical Journal
1990-01-01Paper
On probabilities of large deviations in Banach spaces
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1990-01-01Paper
scientific article; zbMATH DE number 4104072 (Why is no real title available?)1989-01-01Paper
scientific article; zbMATH DE number 4074047 (Why is no real title available?)1988-01-01Paper
Probabilities of large deviations in Linnik zones in a Hilbert space
Lithuanian Mathematical Journal
1988-01-01Paper
scientific article; zbMATH DE number 4038885 (Why is no real title available?)1987-01-01Paper
scientific article; zbMATH DE number 4064131 (Why is no real title available?)1987-01-01Paper
Rate of convergence in the martingale central limit theorem in the space C(S)
Lithuanian Mathematical Journal
1987-01-01Paper
Remark on the paper: ``Operator ideal of type (p,q)
Lithuanian Mathematical Journal
1986-01-01Paper
scientific article; zbMATH DE number 3935720 (Why is no real title available?)1985-01-01Paper
Estimates of the Distance between Sums of Independent Random Elements in Banach Spaces
Theory of Probability & Its Applications
1985-01-01Paper
scientific article; zbMATH DE number 3957967 (Why is no real title available?)1984-01-01Paper
Operators of stable type
Lithuanian Mathematical Journal
1984-01-01Paper
Operator ideal of type (p,q)
Lithuanian Mathematical Journal
1984-01-01Paper
Law of large numbers with respect to a quasinorm. I
Lithuanian Mathematical Journal
1984-01-01Paper
scientific article; zbMATH DE number 3890441 (Why is no real title available?)1984-01-01Paper
scientific article; zbMATH DE number 3848298 (Why is no real title available?)1984-01-01Paper
Central limit theorem in the space of sequences converging to zero
Lithuanian Mathematical Journal
1983-01-01Paper
Law of large numbers in a Banach space
Lithuanian Mathematical Journal
1983-01-01Paper
Estimates of the rate of approximation of independent random variables in a Banach space. I
Lithuanian Mathematical Journal
1982-01-01Paper
scientific article; zbMATH DE number 3824829 (Why is no real title available?)1982-01-01Paper
Rate of convergence in the central limit theorem in infinite-dimensional spaces
Lithuanian Mathematical Journal
1982-01-01Paper
Estimates of the rate of convergence of sums of independent random variables in a Banach space. II
Lithuanian Mathematical Journal
1982-01-01Paper
Nonuniform estimate of rate of convergence to stable laws in certain Banach spaces
Lithuanian Mathematical Journal
1982-01-01Paper
scientific article; zbMATH DE number 3776548 (Why is no real title available?)1981-01-01Paper
Approximation in the uniform metric of sums of independent random variables with values in Hilbert space
Lithuanian Mathematical Journal
1981-01-01Paper
A family of stable measures in some Banach spaces
Lithuanian Mathematical Journal
1981-01-01Paper
scientific article; zbMATH DE number 3772638 (Why is no real title available?)1981-01-01Paper
scientific article; zbMATH DE number 3729164 (Why is no real title available?)1980-01-01Paper
Infinitely divisible and stable laws in separable Banach spaces. II
Lithuanian Mathematical Journal
1980-01-01Paper
A note on stable measures in Banach spaces
Lithuanian Mathematical Journal
1980-01-01Paper
Asymptotics of distributions in Banach spaces
Lithuanian Mathematical Journal
1980-01-01Paper
Asymptotic analysis of probability measures in Banach spaces
Lithuanian Mathematical Journal
1980-01-01Paper
scientific article; zbMATH DE number 3688369 (Why is no real title available?)1979-01-01Paper
scientific article; zbMATH DE number 3654787 (Why is no real title available?)1979-01-01Paper


Research outcomes over time


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