Donata Puplinskaitė

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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
Aggregation and long memory: recent developments
(available as arXiv preprint)
2021-06-02Paper
Aggregation of autoregressive random fields and anisotropic long-range dependence
Bernoulli
2016-07-14Paper
Aggregation of autoregressive random fields and anisotropic long-range dependence
Bernoulli
2016-07-14Paper
Scaling transition for long-range dependent Gaussian random fields
Stochastic Processes and their Applications
2015-04-28Paper
Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes
Journal of Time Series Analysis
2014-12-10Paper
Asymptotics of the ruin probability with claims modeled by \(\alpha \)-stable aggregated \(\operatorname{AR}(1)\) process2013-03-07Paper
Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations
Advances in Applied Probability
2010-07-13Paper
Aggregation of random-coefficient AR(1) process with infinite variance and common innovations
Lithuanian Mathematical Journal
2010-02-19Paper


Research outcomes over time


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