The following pages link to Remigijus Leipus (Q180848):
Displayed 50 items.
- Corrigendum to: ``Rescaled variance and related tests for long memory in volatility and levels'' (Q262787) (← links)
- Renewal regime switching and stable limit laws (Q265118) (← links)
- Weak max-sum equivalence for dependent heavy-tailed random variables (Q282131) (← links)
- Precise large deviations for compound random sums in the presence of dependence structures (Q356108) (← links)
- Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails (Q393013) (← links)
- On the ruin probability in a dependent discrete time risk model with insurance and financial risks (Q421837) (← links)
- Tail probability of randomly weighted sums of subexponential random variables under a dependence structure (Q452892) (← links)
- Tail behavior of sums and maxima of sums of dependent subexponential random variables (Q538392) (← links)
- Uniform estimates for the finite-time ruin probability in the dependent renewal risk model (Q549849) (← links)
- Effect of aggregation on estimators in AR(1) sequence (Q619121) (← links)
- Finite-horizon ruin probability asymptotics in the compound discrete-time risk model (Q647156) (← links)
- (Q751113) (redirect page) (← links)
- Weak convergence of two-parameter empirical fields in change-point problems (Q751114) (← links)
- (Q847903) (redirect page) (← links)
- Second-order asymptotics of ruin probabilities for semiexponential claims (Q847904) (← links)
- Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework (Q852278) (← links)
- Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes (Q882475) (← links)
- Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model (Q889470) (← links)
- Precise large deviation results for the total claim amount under subexponential claim sizes (Q935826) (← links)
- Local precise large deviations for sums of random variables with \(O\)-regularly varying densities (Q990926) (← links)
- Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model (Q1003329) (← links)
- Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications (Q1033579) (← links)
- A property of the renewal counting process with application to the finite-time ruin probability (Q1041393) (← links)
- Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function (Q1174048) (← links)
- Change-point in the mean of dependent observations (Q1305227) (← links)
- Testing and estimating in the change-point problem of the spectral function (Q1324835) (← links)
- On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives (Q1415885) (← links)
- Long memory and stochastic trend. (Q1424482) (← links)
- Testing for parameter changes in ARCH models (Q1568067) (← links)
- Change-point estimation in ARCH models (Q1572832) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- Aggregation in ARCH models (Q1873237) (← links)
- A generalized fractionally differencing approach in long-memory modeling (Q1907493) (← links)
- The change-point problem for dependent observations (Q1923424) (← links)
- Closure of some heavy-tailed distribution classes under random convolution (Q1943758) (← links)
- The Lithuanian Mathematical Society and mathematical life in the country (Q1995255) (← links)
- Sample covariances of random-coefficient AR(1) panel model (Q2008620) (← links)
- Tails of higher-order moments with dominatedly varying summands (Q2010121) (← links)
- On a closure property of convolution equivalent class of distributions (Q2190030) (← links)
- In memoriam Bronius Grigelionis (1935.11.01--2014.05.23) (Q2257574) (← links)
- A copula-based bivariate integer-valued autoregressive process with application (Q2326542) (← links)
- Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data (Q2374403) (← links)
- Asymptotics of partial sums of linear processes with changing memory parameter (Q2393664) (← links)
- On the random max-closure for heavy-tailed random variables (Q2401238) (← links)
- Stability of random coefficient ARCH models and aggregation schemes (Q2439054) (← links)
- Closure property and maximum of randomly weighted sums with heavy-tailed increments (Q2454010) (← links)
- A mathematical model for the bond market. (Q2487858) (← links)
- Orthogonal series density estimation in a disaggregation scheme (Q2495826) (← links)
- Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
- Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach (Q2742773) (← links)