The following pages link to Donatas Surgailis (Q169494):
Displaying 50 items.
- Renewal regime switching and stable limit laws (Q265118) (← links)
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- Measuring the roughness of random paths by increment ratios (Q453302) (← links)
- Aggregation of autoregressive random fields and anisotropic long-range dependence (Q726745) (← links)
- Limit theorem for polynomials of a linear process with long-range dependence (Q751016) (← links)
- A metric space of discontinuous functions on the plane (Q756236) (← links)
- (Q792694) (redirect page) (← links)
- Zones of attraction of self-similar multiple integrals (Q792695) (← links)
- Invariance principle for a class of non stationary processes with long memory (Q817903) (← links)
- Testing a sub-hypothesis in linear regression models with long memory covariates and errors. (Q834020) (← links)
- Aggregation of random-coefficient AR(1) process with infinite variance and common innovations (Q847911) (← links)
- Joint aggregation of random-coefficient AR(1) processes with common innovations (Q893913) (← links)
- A two-sample test for comparison of long memory parameters (Q990895) (← links)
- Goodness-of-fit testing under long memory (Q993816) (← links)
- Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory (Q996717) (← links)
- Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design (Q1022005) (← links)
- Covariance function of vector self-similar processes (Q1038436) (← links)
- Infinitely divisible OS-positive processes (Q1058229) (← links)
- Markov fields with polygonal realizations (Q1099510) (← links)
- Asymptotic normality of regression estimators with long memory errors (Q1129435) (← links)
- An expansion of the free Markov field (Q1138850) (← links)
- Classes of self-similar random fields (Q1171821) (← links)
- Interpolation, correlation identities, and inequalities for infinitely divisible variables (Q1282021) (← links)
- Central limit theorem for the empirical process of a linear sequence with long memory (Q1304375) (← links)
- Stable mixed moving averages (Q1326263) (← links)
- Stratified structure of the Universe and Burgers' equation -- a probabilistic approach (Q1343616) (← links)
- The large-scale structure of the universe and quasi-Voronoi tessellation of shock fronts in forced Burgers turbulence in \(\mathbb{R}^d\) (Q1355744) (← links)
- Asymptotic expansion of \(M\)-estimators with long-memory errors (Q1359427) (← links)
- On the truncated anisotropic long-range percolation on \(\mathbb Z^2\) (Q1592449) (← links)
- Variance-type estimation of long memory (Q1593608) (← links)
- Invariance principles for tempered fractionally integrated processes (Q1615896) (← links)
- Tempered fractional Brownian and stable motions of second kind (Q1686359) (← links)
- Stable limits of empirical processes of moving averages with infinite variance. (Q1766034) (← links)
- ARCH-type bilinear models with double long memory. (Q1766035) (← links)
- Stable limits of sums of bounded functions of long memory moving averages with finite variance (Q1769779) (← links)
- Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory (Q1776120) (← links)
- Hyperbolic asymptotics in Burgers' turbulence and extremal processes (Q1842619) (← links)
- Asymptotics of weighted empirical processes of linear fields with long-range dependence (Q1863426) (← links)
- A model for long memory conditional heteroscedasticity. (Q1872488) (← links)
- Asymptotics of empirical processes of long memory moving averages with infinite variance. (Q1879517) (← links)
- Gibbs-Cox random fields and Burgers turbulence (Q1901085) (← links)
- The change-point problem for dependent observations (Q1923424) (← links)
- Moment bounds and central limit theorems for Gaussian subordinated arrays (Q1931883) (← links)
- Goodness-of-fit tests for long memory moving average marginal density (Q1938500) (← links)
- Nonparametric estimation of the local Hurst function of multifractional Gaussian processes (Q1940241) (← links)
- Poisson broken lines process and its application to Bernoulli first passage percolation (Q1969272) (← links)
- Convergence of Appell polynomials of long range dependent moving averages in martingale differences (Q1969274) (← links)
- Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis (Q1983069) (← links)
- Sample covariances of random-coefficient AR(1) panel model (Q2008620) (← links)
- On the empirical process of tempered moving averages (Q2216974) (← links)
