Ding, Liwang; Chen, Ping Wavelet estimation in heteroscedastic regression models with \(\alpha\)-mixing random errors. (English) Zbl 1468.62265 Lith. Math. J. 61, No. 1, 13-36 (2021). MSC: 62G05 62J02 60G07 42C40 PDFBibTeX XMLCite \textit{L. Ding} and \textit{P. Chen}, Lith. Math. J. 61, No. 1, 13--36 (2021; Zbl 1468.62265) Full Text: DOI
Paulauskas, Vygantas A note on linear processes with tapered innovations. (English) Zbl 1457.60080 Lith. Math. J. 60, No. 1, 64-79 (2020); erratum ibid. 60, No. 2, 289 (2020). MSC: 60G99 60G22 60F17 PDFBibTeX XMLCite \textit{V. Paulauskas}, Lith. Math. J. 60, No. 1, 64--79 (2020; Zbl 1457.60080) Full Text: DOI arXiv
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
Zhou, Xingcai; Ni, Beibei; Zhu, Chunhua Wavelet estimation in time-varying coefficient models. (English) Zbl 1431.62133 Lith. Math. J. 59, No. 2, 276-293 (2019). MSC: 62G05 60G07 42C40 PDFBibTeX XMLCite \textit{X. Zhou} et al., Lith. Math. J. 59, No. 2, 276--293 (2019; Zbl 1431.62133) Full Text: DOI
Rudzkis, Rimantas; Bakshaev, Aleksej General theorems on large deviations for random vectors. (English) Zbl 1374.60038 Lith. Math. J. 57, No. 3, 367-390 (2017). MSC: 60F10 PDFBibTeX XMLCite \textit{R. Rudzkis} and \textit{A. Bakshaev}, Lith. Math. J. 57, No. 3, 367--390 (2017; Zbl 1374.60038) Full Text: DOI
Douc, Randal; Roueff, François; Sim, Tepmony Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models. (English) Zbl 1323.62027 Lith. Math. J. 55, No. 3, 367-392 (2015). MSC: 62F12 60J05 PDFBibTeX XMLCite \textit{R. Douc} et al., Lith. Math. J. 55, No. 3, 367--392 (2015; Zbl 1323.62027) 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
Abry, Patrice; Helgason, Hannes; Pipiras, Vladas Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter. (English) Zbl 1294.62185 Lith. Math. J. 51, No. 3, 287-302 (2011). MSC: 62M10 62G05 42C40 60G18 60G22 PDFBibTeX XMLCite \textit{P. Abry} et al., Lith. Math. J. 51, No. 3, 287--302 (2011; Zbl 1294.62185) 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
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