Notice: Unexpected clearActionName after getActionName already called in /var/www/html/includes/context/RequestContext.php on line 339
Remigijus Leipus - MaRDI portal

Remigijus Leipus

From MaRDI portal
(Redirected from Person:847903)
Person:180848

Available identifiers

zbMath Open leipus.remigijusWikidataQ16471010 ScholiaQ16471010MaRDI QIDQ180848

List of research outcomes

PublicationDate of PublicationType
A note on randomly stopped sums with zero mean increments2024-04-30Paper
On the distribution-tail behaviour of the product of normal random variables2023-11-30Paper
Aggregation of network traffic and anisotropic scaling of random fields2023-05-17Paper
On the non-closure under convolution for strong subexponential distributions2023-01-11Paper
A note on product-convolution for generalized subexponential distributions2022-11-09Paper
Asymptotic normality in linear regression with approximately sparse structure2022-03-08Paper
Group testing: Revisiting the ideas2021-06-10Paper
Aggregation and long memory: recent developments2021-06-02Paper
Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure2021-03-18Paper
The Lithuanian Mathematical Society and mathematical life in the country2021-02-23Paper
Estimating Long Memory in Panel Random‐Coefficient AR(1) Data2020-09-16Paper
On a closure property of convolution equivalent class of distributions2020-06-17Paper
An integer-valued autoregressive process for seasonality2020-04-28Paper
Tails of higher-order moments with dominatedly varying summands2019-12-03Paper
Sample covariances of random-coefficient AR(1) panel model2019-11-26Paper
A copula-based bivariate integer-valued autoregressive process with application2019-10-08Paper
A note on the tail behavior of randomly weighted and stopped dependent sums2019-07-12Paper
Bounds for the Clayton copula2019-07-12Paper
https://portal.mardi4nfdi.de/entity/Q46911622018-10-18Paper
On the random max-closure for heavy-tailed random variables2017-08-31Paper
Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data2016-12-15Paper
Weak max-sum equivalence for dependent heavy-tailed random variables2016-05-12Paper
Asymptotics for randomly weighted and stopped dependent sums2016-05-04Paper
Renewal regime switching and stable limit laws2016-04-01Paper
Corrigendum to: ``Rescaled variance and related tests for long memory in volatility and levels2016-03-30Paper
Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model2015-11-06Paper
In memoriam Bronius Grigelionis (1935.11.01--2014.05.23)2015-02-25Paper
DETECTION OF NONCONSTANT LONG MEMORY PARAMETER2014-06-20Paper
Closure property and maximum of randomly weighted sums with heavy-tailed increments2014-06-12Paper
https://portal.mardi4nfdi.de/entity/Q54121602014-04-25Paper
Stability of random coefficient ARCH models and aggregation schemes2014-03-07Paper
Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails2014-01-15Paper
Asymptotics of partial sums of linear processes with changing memory parameter2013-08-08Paper
Precise large deviations for compound random sums in the presence of dependence structures2013-07-25Paper
Closure of some heavy-tailed distribution classes under random convolution2013-03-21Paper
Tail probability of randomly weighted sums of subexponential random variables under a dependence structure2012-09-18Paper
On the ruin probability in a dependent discrete time risk model with insurance and financial risks2012-05-14Paper
Finite-horizon ruin probability asymptotics in the compound discrete-time risk model2011-12-01Paper
Uniform estimates for the finite-time ruin probability in the dependent renewal risk model2011-07-18Paper
Tail behavior of sums and maxima of sums of dependent subexponential random variables2011-05-25Paper
Asymptotic behaviour of the finite-time ruin probability in renewal risk models2011-02-22Paper
Effect of aggregation on estimators in AR(1) sequence2011-01-22Paper
Local precise large deviations for sums of random variables with \(O\)-regularly varying densities2010-09-01Paper
Asymptotic normality of the mixture density estimator in a disaggregation scheme2010-06-18Paper
AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS2010-04-23Paper
Second-order asymptotics of ruin probabilities for semiexponential claims2010-02-19Paper
https://portal.mardi4nfdi.de/entity/Q34007222010-02-05Paper
A property of the renewal counting process with application to the finite-time ruin probability2009-12-02Paper
ARCH(∞) Models and Long Memory Properties2009-11-27Paper
Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications2009-11-06Paper
https://portal.mardi4nfdi.de/entity/Q36075622009-03-02Paper
Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model2009-02-28Paper
Precise large deviation results for the total claim amount under subexponential claim sizes2008-08-08Paper
On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme2008-02-22Paper
Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes2007-05-23Paper
A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS2007-04-23Paper
Time series aggregation, disaggregation and long memory2007-02-27Paper
Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework2006-11-28Paper
On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise2006-11-16Paper
Orthogonal series density estimation in a disaggregation scheme2006-06-30Paper
A mathematical model for the bond market.2005-08-09Paper
Random coefficient autoregression, regime switching and long memory2004-06-10Paper
Long memory and stochastic trend.2004-03-14Paper
https://portal.mardi4nfdi.de/entity/Q44076112004-03-02Paper
On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives2003-12-09Paper
A new theorem on the existence of invariant distributions with applications to ARCH processes2003-12-07Paper
Aggregation in ARCH models2003-05-19Paper
ON STATIONARITY IN THE ARCH(∞) MODEL2003-05-18Paper
Rescaled variance and related tests for long memory in volatility and levels2003-04-09Paper
https://portal.mardi4nfdi.de/entity/Q27696912002-11-24Paper
Change-point estimation in ARCH models2002-11-14Paper
Testing for long memory in the presence of a general trend2002-06-26Paper
STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM2002-05-23Paper
Testing for parameter changes in ARCH models2001-11-19Paper
Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach2001-09-23Paper
https://portal.mardi4nfdi.de/entity/Q45189422001-05-11Paper
Security price modelling by a binomial tree2001-01-07Paper
Change-point in the mean of dependent observations2000-05-08Paper
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity.2000-01-01Paper
The change-point problem for dependent observations1996-11-12Paper
https://portal.mardi4nfdi.de/entity/Q48740591996-08-04Paper
A generalized fractionally differencing approach in long-memory modeling1996-02-25Paper
Testing and estimating in the change-point problem of the spectral function1994-07-19Paper
Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q39779311992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q47119171992-06-25Paper
Weak convergence of two-parameter empirical fields in change-point problems1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38274041988-01-01Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

PropertyValue
MaRDI profile typeMaRDI person profile
instance ofhuman


This page was built for person: Remigijus Leipus