Vytautė Pilipauskaitė

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!

Publication	Date of Publication	Type
Parameter estimation of discretely observed interacting particle systems Stochastic Processes and their Applications	2023-08-14	Paper
Aggregation of network traffic and anisotropic scaling of random fields Theory of Probability and Mathematical Statistics	2023-05-17	Paper
Semiparametric estimation of McKean-Vlasov SDEs Annales de l'Institut Henri Poincaré. Probabilités et Statistiques	2023-02-28	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
Power variations for fractional type infinitely divisible random fields Electronic Journal of Probability	2021-07-21	Paper
Semiparametric estimation of McKean-Vlasov SDEs (available as arXiv preprint)	2021-07-01	Paper
Local scaling limits of L\'evy driven fractional random fields (available as arXiv preprint)	2021-02-01	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
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
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
Joint aggregation of random-coefficient AR(1) processes with common innovations Statistics & Probability Letters	2015-11-23	Paper
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes Stochastic Processes and their Applications	2014-02-07	Paper
Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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