All Stories

  1. Local scaling limits of Lévy driven fractional random fields

    Article • Bernoulli, November 2022, Bernoulli Society for Mathematical Statistics and Probability

    Donatas Surgailis

  2. Scaling transition and edge effects for negatively dependent linear random fields on Z

    Article • Stochastic Processes and their Applications, December 2020, Elsevier

    Donatas Surgailis

  3. Scaling Limits of Linear Random Fields on $${\mathbb {Z}}^2$$ with General Dependence Axis

    Article • November 2020, Springer Science + Business Media

    Donatas Surgailis

  4. Anisotropic scaling limits of long-range dependent random fields

    Article • Lithuanian Mathematical Journal, October 2019, Springer Science + Business Media

    Donatas Surgailis

  5. Anisotropic scaling limits of long-range dependent linear random fields on Z

    Article • Journal of Mathematical Analysis and Applications, April 2019, Elsevier

    Donatas Surgailis

  6. Asymptotic Distributions of Some Scale Estimators in Nonlinear Models With Long Memory Errors Having Infinite Variance

    Article • Journal of Time Series Analysis, October 2017, Wiley

    Donatas Surgailis

  7. Scaling transition for nonlinear random fields with long-range dependence

    Article • Stochastic Processes and their Applications, August 2017, Elsevier

    Donatas Surgailis

  8. QMLE for Quadratic ARCH Model with Long Memory

    Article • Journal of Time Series Analysis, December 2016, Wiley

    Donatas Surgailis

  9. Aggregation of autoregressive random fields and anisotropic long-range dependence

    Article • Bernoulli, November 2016, Bernoulli Society for Mathematical Statistics and Probability

    Donatas Surgailis

  10. Anisotropic scaling of the random grain model with application to network traffic

    Article • Journal of Applied Probability, September 2016, Cambridge University Press

    Donatas Surgailis

  11. Scaling transition for long-range dependent Gaussian random fields

    Article • Stochastic Processes and their Applications, June 2015, Elsevier

    Donatas Surgailis

  12. projective stochastic equations

    Article • Advances in Applied Probability, December 2014, Cambridge University Press

    Donatas Surgailis

  13. Large Sample Inference for Long Memory Processes

    Article • April 2012, World Scientific Pub Co Pte Lt

    Donatas Surgailis

  14. Measuring the roughness of random paths by increment ratios

    Article • Bernoulli, May 2011, Bernoulli Society for Mathematical Statistics and Probability

    Donatas Surgailis

  15. Dependence in Probability and Statistics

    Article • January 2010, Springer Science + Business Media

    Donatas Surgailis

  16. ARCH(∞) Models and Long Memory Properties

    Article • January 2009, Springer Science + Business Media

    Donatas Surgailis

  17. On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme

    Article • Journal of Applied Probability, June 2007, Cambridge University Press

    Donatas Surgailis

  18. On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme

    Article • Journal of Applied Probability, June 2007, Cambridge University Press

    Donatas Surgailis

  19. Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory

    Article • Теория вероятностей и ее применения, January 2007, Steklov Mathematical Institute

    Donatas Surgailis

  20. Long-range dependence and Appell rank

    Article • The Annals of Probability, January 2000, Institute of Mathematical Statistics

    Donatas Surgailis

  21. Burgers’ Topology on Random Point Measures

    Article • January 1994, Springer Science + Business Media

    Donatas Surgailis

  22. Long Range Prediction and Scaling Limit for Statistical Solutions of The Burgers’ Equation

    Article • January 1993, Springer Science + Business Media

    Donatas Surgailis

  23. Limit theorem for polynomials of a linear process with long-range dependence

    Article • Lithuanian Mathematical Journal, January 1990, Springer Science + Business Media

    Donatas Surgailis

  24. On one limit for convex monotone functions on M [0,1]

    Article • Lithuanian Mathematical Journal, December 1972, Vilnius University Press

    Donatas Surgailis

  25. On stochastic equations

    Article • Lithuanian Mathematical Journal, December 1969, Vilnius University Press

    Donatas Surgailis

  26. On Poisson multiple stochastic integrals and associated equilibrium Markov processes

    Article • Springer Science + Business Media

    Donatas Surgailis

  27. Recent Advances in ARCH Modelling

    Article • Springer Science + Business Media

    Donatas Surgailis

  28. On L2 and non-L2 multiple stochastic integration

    Article • Springer Science + Business Media

    Donatas Surgailis