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Donatas Surgailis

Identifiers

  • name variant Donatas Surgailis 0.60 · backfill

Papers (23)

  1. Anisotropic scaling limits of long-range dependent linear random fields on ${\mathbb {Z}}^3$ math.PR · 2018 · author #1
  2. Invariance Principles for Tempered Fractionally Integrated Processes math.PR · 2017 · author #2
  3. Tempered fractional Brownian and stable motions of second kind math.PR · 2017 · author #2
  4. Discrete-time trawl processes with long memory math.PR · 2016 · author #4
  5. Scaling transition for nonlinear random fields with long-range dependence math.PR · 2016 · author #2
  6. Anisotropic scaling of random grain model with application to network traffic math.PR · 2015 · author #2
  7. Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data math.ST · 2015 · author #4
  8. Quasi-MLE for quadratic ARCH model with long memory math.ST · 2015 · author #2
  9. A nonlinear model for long memory conditional heteroscedasticity math.ST · 2015 · author #3
  10. Scaling transition for long-range dependent Gaussian random fields math.ST · 2014 · author #2
  11. Projective stochastic equations and nonlinear long memory math.ST · 2013 · author #2
  12. Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes math.ST · 2013 · author #2
  13. Aggregation and long memory: recent developments math.ST · 2013 · author #4
  14. Aggregation of autoregressive random fields and anisotropic long-range dependence math.ST · 2013 · author #2
  15. Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes math.ST · 2013 · author #3
  16. On the mixing structure of stationary increment and self-similar symmetric \alpha-stable processes math.PR · 2012 · author #1
  17. Detection of non-constant long memory parameter math.ST · 2011 · author #4
  18. Moment bounds and central limit theorems for Gaussian subordinated arrays math.ST · 2011 · author #2
  19. Nonparametric estimation of the local Hurst function of multifractional Gaussian processes math.ST · 2010 · author #2
  20. The Discrete and Continuum Broken Line Process math.PR · 2009 · author #3
  21. A two-sample test for comparison of long memory parameters math.ST · 2009 · author #3
  22. Covariance function of vector self-similar process math.PR · 2009 · author #3
  23. Measuring the roughness of random paths by increment ratios math.ST · 2008 · author #2

Mentions

  • 1510.07423 #2 · backfill · confidence 0.70 Donatas Surgailis
  • 1509.07747 #4 · backfill · confidence 0.70 Donatas Surgailis
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  • 1306.3301 #4 · backfill · confidence 0.70 Donatas Surgailis
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  • 1302.4815 #3 · backfill · confidence 0.70 Donatas Surgailis
  • 1211.6419 #1 · backfill · confidence 0.70 Donatas Surgailis
  • 1110.5138 #4 · backfill · confidence 0.70 Donatas Surgailis
  • 1104.4732 #2 · backfill · confidence 0.70 Donatas Surgailis
  • 1010.2895 #2 · backfill · confidence 0.70 Donatas Surgailis
  • 0910.0044 #3 · backfill · confidence 0.70 Donatas Surgailis
  • 0907.1787 #3 · backfill · confidence 0.70 Donatas Surgailis
  • 0906.4541 #3 · backfill · confidence 0.70 Donatas Surgailis
  • 0802.0489 #2 · backfill · confidence 0.70 Donatas Surgailis

Frequent Coauthors