| Publication | Date of Publication | Type |
|---|
Uniform asymptotic normality of weighted sums of short-memory linear processes
Journal of Applied Probability | 2020-05-12 | Paper |
Uniform asymptotic normality of self-normalized weighted sums of random variables
Lithuanian Mathematical Journal | 2020-03-11 | Paper |
Computation of \(p\)-variation
Lithuanian Mathematical Journal | 2019-02-22 | Paper |
An extended product integral, a modified linear integral equation, and functions of bounded \(p\)-variation
Lithuanian Mathematical Journal | 2015-10-22 | Paper |
Weighted power variation of integrals with respect to a Gaussian process
Bernoulli | 2015-06-15 | Paper |
A central limit theorem for a weighted power variation of a Gaussian process
Lithuanian Mathematical Journal | 2014-09-08 | Paper |
A complement to Gladyshev's theorem
Lithuanian Mathematical Journal | 2014-01-15 | Paper |
Nonlinear integral equations with respect to functions having bounded \(p\)-variation
Lithuanian Mathematical Journal | 2013-12-05 | Paper |
Concrete functional calculus
Springer Monographs in Mathematics | 2010-11-18 | Paper |
\(\Phi \)-variation of a bifractional Brownian motion
Lithuanian Mathematical Journal | 2009-10-27 | Paper |
Convergence in law of partial sum processes in \(p\)-variation norm
Lithuanian Mathematical Journal | 2008-09-22 | Paper |
Rough functions: \(p\)-variation, calculus, and index estimation
Lithuanian Mathematical Journal | 2008-05-20 | Paper |
Gaussian chaos laws on Banach function spaces
Lithuanian Mathematical Journal | 2008-01-16 | Paper |
Weighted invariance principle for Banach space-valued random variables
Lithuanian Mathematical Journal | 2004-10-15 | Paper |
The \(p\)-variation and an extension of the class of semimartingales
Acta Applicandae Mathematicae | 2003-12-04 | Paper |
\(p\)-variation and integration of sample functions of stochastic processes
| 2002-10-07 | Paper |
Estimating the \(p\)-variation index of a sample function: an application to financial data set
Methodology and Computing in Applied Probability | 2002-08-20 | Paper |
Chain rules and \(p\)-variation
Studia Mathematica | 2002-02-21 | Paper |
scientific article; zbMATH DE number 1453179 (Why is no real title available?)
| 2001-12-05 | Paper |
Quadratic variation, p-variation and integration with applications to stock price modelling
| 2001-08-13 | Paper |
Stochastic integral equations without probability
Bernoulli | 2001-06-13 | Paper |
Modelling of stock price changes: a real analysis approach
Finance and Stochastics | 2001-03-01 | Paper |
Convergence of weighted partial sums when the limiting distribution is not necessarily Radon
Stochastic Processes and their Applications | 2001-01-17 | Paper |
Differentiability of six operators on nonsmooth functions and \(p\)-variation. With the collaboration of Jinghua Qian
Lecture Notes in Mathematics | 1999-08-08 | Paper |
scientific article; zbMATH DE number 1191110 (Why is no real title available?)
| 1999-04-15 | Paper |
scientific article; zbMATH DE number 1261114 (Why is no real title available?)
| 1999-03-14 | Paper |
scientific article; zbMATH DE number 1261196 (Why is no real title available?)
| 1999-03-14 | Paper |
scientific article; zbMATH DE number 1256059 (Why is no real title available?)
| 1999-03-01 | Paper |
Uniform convergence of the empirical spectral distribution function
Stochastic Processes and their Applications | 1999-01-14 | Paper |
scientific article; zbMATH DE number 878349 (Why is no real title available?)
| 1996-08-13 | Paper |
scientific article; zbMATH DE number 868157 (Why is no real title available?)
| 1996-08-13 | Paper |
Stable processes with sample paths in Orlicz spaces
The Annals of Probability | 1996-07-18 | Paper |
The Strassen law of the iterated logarithm in Banach function spaces
Statistics \& Probability Letters | 1996-06-16 | Paper |
Laws of large numbers for \(L\)-statistics
Journal of Applied Mathematics and Stochastic Analysis | 1995-10-08 | Paper |
scientific article; zbMATH DE number 699488 (Why is no real title available?)
| 1994-12-07 | Paper |
scientific article; zbMATH DE number 680938 (Why is no real title available?)
| 1994-11-02 | Paper |
Distributions of tail empirical processes on Banach function spaces
Lithuanian Mathematical Journal | 1994-07-21 | Paper |
scientific article; zbMATH DE number 434657 (Why is no real title available?)
| 1994-03-07 | Paper |
The central limit theorem for empirical and quantile processes in some Banach spaces
Stochastic Processes and their Applications | 1994-01-30 | Paper |
scientific article; zbMATH DE number 69444 (Why is no real title available?)
| 1992-10-27 | Paper |
The law of the iterated logarithm for random variables with heavy tails and empirical processes
Lithuanian Mathematical Journal | 1992-06-25 | Paper |
Central limit theorem for empirical and quantile processes in \(L_ p\) spaces
| 1992-01-01 | Paper |
Rate of convergence in the central limit theorem for empirical processes
Journal of Theoretical Probability | 1991-01-01 | Paper |
Asymptotic behaviour of linear combinations of functions of order statistics
Journal of Statistical Planning and Inference | 1991-01-01 | Paper |
scientific article; zbMATH DE number 4203343 (Why is no real title available?)
| 1990-01-01 | Paper |
scientific article; zbMATH DE number 4113623 (Why is no real title available?)
| 1988-01-01 | Paper |
Strong laws of large numbers for fields of Banach space valued random variables
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1987-01-01 | Paper |
Limit theorems for methods of summation of independent random variables. II
Lithuanian Mathematical Journal | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4064131 (Why is no real title available?)
| 1987-01-01 | Paper |
On Almost Sure Behavior of Sums of Independent B<scp>anach</scp> Space Valued Random Variables
Mathematische Nachrichten | 1986-01-01 | Paper |
Law of large numbers with respect to a quasinorm. I
Lithuanian Mathematical Journal | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3890441 (Why is no real title available?)
| 1984-01-01 | Paper |
