Pilipauskaitė, Vytautė; Surgailis, Donatas Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis. (English) Zbl 1469.60167 Vares, Maria Eulália (ed.) et al., In and out of equilibrium 3: celebrating Vladas Sidoravicius. Cham: Birkhäuser. Prog. Probab. 77, 683-710 (2021). MSC: 60G60 60G15 60G18 60G22 PDFBibTeX XMLCite \textit{V. Pilipauskaitė} and \textit{D. Surgailis}, Prog. Probab. 77, 683--710 (2021; Zbl 1469.60167) Full Text: DOI arXiv
Beran, Jan; Sabzikar, Farzad; Surgailis, Donatas; Telkmann, Klaus On the empirical process of tempered moving averages. (English) Zbl 1456.62181 Stat. Probab. Lett. 167, Article ID 108902, 10 p. (2020). MSC: 62M10 62G20 60F17 PDFBibTeX XMLCite \textit{J. Beran} et al., Stat. Probab. Lett. 167, Article ID 108902, 10 p. (2020; Zbl 1456.62181) Full Text: DOI
Surgailis, Donatas Anisotropic scaling limits of long-range dependent random fields. (English) Zbl 1456.60123 Lith. Math. J. 59, No. 4, 595-615 (2019). MSC: 60G60 60G15 60G18 60G22 PDFBibTeX XMLCite \textit{D. Surgailis}, Lith. Math. J. 59, No. 4, 595--615 (2019; Zbl 1456.60123) Full Text: DOI
Surgailis, Donatas Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\). (English) Zbl 1478.60157 J. Math. Anal. Appl. 472, No. 1, 328-351 (2019). MSC: 60G60 60F17 60G10 PDFBibTeX XMLCite \textit{D. Surgailis}, J. Math. Anal. Appl. 472, No. 1, 328--351 (2019; Zbl 1478.60157) Full Text: DOI arXiv
Grublytė, Ieva; Surgailis, Donatas; Škarnulis, Andrius QMLE for quadratic ARCH model with long memory. (English) Zbl 1367.62061 J. Time Ser. Anal. 38, No. 4, 535-551 (2017). MSC: 62F12 62M10 62P20 PDFBibTeX XMLCite \textit{I. Grublytė} et al., J. Time Ser. Anal. 38, No. 4, 535--551 (2017; Zbl 1367.62061) Full Text: DOI
Pilipauskaitė, Vytautė; Surgailis, Donatas Scaling transition for nonlinear random fields with long-range dependence. (English) Zbl 1373.60089 Stochastic Processes Appl. 127, No. 8, 2751-2779 (2017). MSC: 60G60 60F05 60G18 60G22 PDFBibTeX XMLCite \textit{V. Pilipauskaitė} and \textit{D. Surgailis}, Stochastic Processes Appl. 127, No. 8, 2751--2779 (2017; Zbl 1373.60089) Full Text: DOI arXiv
Puplinskaitė, Donata; Surgailis, Donatas Aggregation of autoregressive random fields and anisotropic long-range dependence. (English) Zbl 1356.60082 Bernoulli 22, No. 4, 2401-2441 (2016). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G60 60E07 60F05 60G10 PDFBibTeX XMLCite \textit{D. Puplinskaitė} and \textit{D. Surgailis}, Bernoulli 22, No. 4, 2401--2441 (2016; Zbl 1356.60082) Full Text: DOI arXiv Euclid
Koul, Hira L.; Mimoto, Nao; Surgailis, Donatas A goodness-of-fit test for marginal distribution of linear random fields with long memory. (English) Zbl 1330.62176 Metrika 79, No. 2, 165-193 (2016). MSC: 62G07 62M10 PDFBibTeX XMLCite \textit{H. L. Koul} et al., Metrika 79, No. 2, 165--193 (2016; Zbl 1330.62176) Full Text: DOI
Puplinskaitė, Donata; Surgailis, Donatas Scaling transition for long-range dependent Gaussian random fields. (English) Zbl 1317.60062 Stochastic Processes Appl. 125, No. 6, 2256-2271 (2015). MSC: 60G60 60G15 60G10 PDFBibTeX XMLCite \textit{D. Puplinskaitė} and \textit{D. Surgailis}, Stochastic Processes Appl. 125, No. 6, 2256--2271 (2015; Zbl 1317.60062) Full Text: DOI arXiv
Koul, Hira; Surgailis, Donatas; Mimoto, Nao Minimum distance lack-of-fit tests under long memory errors. (English) Zbl 1333.62201 Metrika 78, No. 2, 119-143 (2015). MSC: 62M07 62M10 62E20 62G20 PDFBibTeX XMLCite \textit{H. Koul} et al., Metrika 78, No. 2, 119--143 (2015; Zbl 1333.62201) Full Text: DOI
Grublytė, Ieva; Surgailis, Donatas Projective stochastic equations and nonlinear long memory. (English) Zbl 1305.60026 Adv. Appl. Probab. 46, No. 4, 1084-1105 (2014). MSC: 60G10 60F17 60H25 PDFBibTeX XMLCite \textit{I. Grublytė} and \textit{D. Surgailis}, Adv. Appl. Probab. 46, No. 4, 1084--1105 (2014; Zbl 1305.60026) Full Text: DOI arXiv Euclid
Lavancier, Frédéric; Leipus, Remigijus; Philippe, Anne; Surgailis, Donatas Detection of nonconstant long memory parameter. (English) Zbl 1290.62062 Econom. Theory 29, No. 5, 1009-1056 (2013). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{F. Lavancier} et al., Econom. Theory 29, No. 5, 1009--1056 (2013; Zbl 1290.62062) Full Text: DOI arXiv
Leipus, Remigijus; Surgailis, Donatas Asymptotics of partial sums of linear processes with changing memory parameter. (English) Zbl 1278.60065 Lith. Math. J. 53, No. 2, 196-219 (2013). Reviewer: Ken-ichi Yoshihara (Yokohama) MSC: 60F17 60G10 62M10 PDFBibTeX XMLCite \textit{R. Leipus} and \textit{D. Surgailis}, Lith. Math. J. 53, No. 2, 196--219 (2013; Zbl 1278.60065) Full Text: DOI
Koul, Hira L.; Mimoto, Nao; Surgailis, Donatas Goodness-of-fit tests for long memory moving average marginal density. (English) Zbl 1256.62051 Metrika 76, No. 2, 205-224 (2013). MSC: 62M10 62G10 62G07 62G05 62E20 65C60 PDFBibTeX XMLCite \textit{H. L. Koul} et al., Metrika 76, No. 2, 205--224 (2013; Zbl 1256.62051) Full Text: DOI
Paulauskas, V. (ed.); Bagdonavičius, Vilijandas (ed.); Manstavičius, Eugenijus (ed.); Surgailis, Donatas (ed.) The tenth Vilnius conference on probability theory and mathematical statistics. II. (English) Zbl 1397.60011 Lith. Math. J. 51, No. 3, 287-449 (2011). MSC: 60-06 62-06 00B25 PDFBibTeX XMLCite \textit{V. Paulauskas} (ed.) et al., Lith. Math. J. 51, No. 3, 287--449 (2011; Zbl 1397.60011) Full Text: DOI
Koul, Hira L.; Surgailis, Donatas Goodness-of-fit testing under long memory. (English) Zbl 1233.62152 J. Stat. Plann. Inference 140, No. 12, 3742-3753 (2010). MSC: 62M09 62M10 62G10 PDFBibTeX XMLCite \textit{H. L. Koul} and \textit{D. Surgailis}, J. Stat. Plann. Inference 140, No. 12, 3742--3753 (2010; Zbl 1233.62152) Full Text: DOI
Koul, Hira L.; Surgailis, Donatas Testing of a sub-hypothesis in linear regression models with long memory errors and deterministic design. (English) Zbl 1162.62062 J. Stat. Plann. Inference 139, No. 8, 2715-2730 (2009). MSC: 62J05 62M07 62M10 62F03 62E20 62H15 PDFBibTeX XMLCite \textit{H. L. Koul} and \textit{D. Surgailis}, J. Stat. Plann. Inference 139, No. 8, 2715--2730 (2009; Zbl 1162.62062) Full Text: DOI
Surgailis, Donatas A quadratic ARCH \((\infty)\) model with long memory and Lévy stable behavior of squares. (English) Zbl 1168.62085 Adv. Appl. Probab. 40, No. 4, 1198-1222 (2008). MSC: 62M10 60G52 PDFBibTeX XMLCite \textit{D. Surgailis}, Adv. Appl. Probab. 40, No. 4, 1198--1222 (2008; Zbl 1168.62085) Full Text: DOI
Surgailis, Donatas Nonhomogeneous fractional integration and multifractional processes. (English) Zbl 1131.60026 Stochastic Processes Appl. 118, No. 2, 171-198 (2008). MSC: 60G12 60G18 60H05 26A33 33C65 PDFBibTeX XMLCite \textit{D. Surgailis}, Stochastic Processes Appl. 118, No. 2, 171--198 (2008; Zbl 1131.60026) Full Text: DOI
Doukhan, P.; Lang, G.; Surgailis, D. Randomly fractionally integrated processes. (English) Zbl 1144.60026 Lith. Math. J. 47, No. 1, 1-23 (2007); and Liet. Mat. Rink. 47, No. 1, 3-28 (2007). Reviewer: Nikolai N. Leonenko (Cardiff) MSC: 60G10 60F05 60G18 60G12 60G15 60G35 62M20 PDFBibTeX XMLCite \textit{P. Doukhan} et al., Lith. Math. J. 47, No. 1, 1--23 (2007; Zbl 1144.60026) Full Text: DOI HAL
Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas; Viano, Marie-Claude Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory. (English) Zbl 1073.60036 J. Theor. Probab. 18, No. 1, 161-186 (2005). Reviewer: Erich Häusler (Gießen) MSC: 60F17 60G18 62M10 PDFBibTeX XMLCite \textit{P. Doukhan} et al., J. Theor. Probab. 18, No. 1, 161--186 (2005; Zbl 1073.60036) Full Text: DOI
Surgailis, Donatas Stable limits of empirical processes of moving averages with infinite variance. (English) Zbl 1059.60044 Stochastic Processes Appl. 100, No. 1-2, 255-274 (2002). Reviewer: Jiří Anděl (Praha) MSC: 60F17 PDFBibTeX XMLCite \textit{D. Surgailis}, Stochastic Processes Appl. 100, No. 1--2, 255--274 (2002; Zbl 1059.60044) Full Text: DOI
Koul, Hira L.; Surgailis, Donatas Asymptotics of empirical processes of long memory moving averages with infinite variance. (English) Zbl 1046.62089 Stochastic Processes Appl. 91, No. 2, 309-336 (2001). MSC: 62M10 60F05 62G30 62J05 62E20 62G20 PDFBibTeX XMLCite \textit{H. L. Koul} and \textit{D. Surgailis}, Stochastic Processes Appl. 91, No. 2, 309--336 (2001; Zbl 1046.62089) Full Text: DOI
Giraitis, Liudas; Surgailis, Donatas Central limit theorem for the empirical process of a linear sequence with long memory. (English) Zbl 0943.60035 J. Stat. Plann. Inference 80, No. 1-2, 81-93 (1999). Reviewer: N.Leonenko (Kyïv) MSC: 60G10 60G30 PDFBibTeX XMLCite \textit{L. Giraitis} and \textit{D. Surgailis}, J. Stat. Plann. Inference 80, No. 1--2, 81--93 (1999; Zbl 0943.60035) Full Text: DOI