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Author ID: leipus.remigijus Recent zbMATH articles by "Leipus, Remigijus"
Published as: Leipus, Remigijus; Leipus, R.; Lejpus, R.
External Links: MGP · Wikidata
Documents Indexed: 81 Publications since 1988
Co-Authors: 39 Co-Authors with 75 Joint Publications
1,247 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

68 Publications have been cited 787 times in 519 Documents Cited by Year
Stationary ARCH models: Dependence structure and central limit theorem. Zbl 0986.60030
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus
82
2000
Rescaled variance and related tests for long memory in volatility and levels. Zbl 1027.62064
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles
68
2003
Change-point estimation in ARCH models. Zbl 0997.62068
Kokoszka, Piotr; Leipus, Remigijus
51
2000
Change-point in the mean of dependent observations. Zbl 0935.62097
Kokoszka, Piotr; Leipus, Remigijus
31
1998
A generalized fractionally differencing approach in long-memory modeling. Zbl 0837.62066
Giraitis, L.; Leipus, R.
28
1995
The change-point problem for dependent observations. Zbl 0856.62073
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
28
1996
A property of the renewal counting process with application to the finite-time ruin probability. Zbl 1185.60098
Kočetova, J.; Leipus, R.; Šiaulys, J.
25
2009
Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model. Zbl 1164.60006
Aleškevičiené, Aldona; Leipus, Remigijus; Šiaulus, Jones
24
2008
Random coefficient autoregression regime switching and long memory. Zbl 1044.62095
Leipus, Remigijus; Surgailis, Donatas
22
2003
Precise large deviation results for the total claim amount under subexponential claim sizes. Zbl 1145.60018
Baltrūnas, Aleksandras; Leipus, Remigijus; Šiaulys, Jonas
21
2008
Tail probability of randomly weighted sums of subexponential random variables under a dependence structure. Zbl 1334.62029
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
20
2012
Recent advances in ARCH modelling. Zbl 1180.62121
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
19
2007
Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes. Zbl 1183.91073
Leipus, Remigijus; Šiaulys, Jonas
19
2007
Testing for long memory in the presence of a general trend. Zbl 1140.62341
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus
19
2001
Testing for parameter changes in ARCH models. Zbl 0972.62012
Kokoszka, P.; Leipus, R.
18
1999
Closure of some heavy-tailed distribution classes under random convolution. Zbl 1263.60012
Leipus, Remigijus; Šiaulys, Jonas
15
2012
Testing and estimating in the change-point problem of the spectral function. Zbl 0794.62066
Giraitis, L.; Leipus, R.
15
1992
Stability of random coefficient ARCH models and aggregation schemes. Zbl 1282.62198
Kazakevičius, Vytautas; Leipus, Remigijus; Viano, Marie-Claude
14
2004
Long memory and stochastic trend. Zbl 1101.62371
Leipus, Remigijus; Viano, Marie-Claude
13
2003
Asymptotic behaviour of the finite-time ruin probability in renewal risk models. Zbl 1224.91070
Leipus, Remigijus; Šiaulys, Jonas
13
2009
Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications. Zbl 1180.91170
Yang, Y.; Wang, Y.; Leipus, R.; Šiaulys, J.
13
2009
\(\mathrm{ARCH}(\infty)\) models and long memory properties. Zbl 1178.91160
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
12
2009
On the ruin probability in a dependent discrete time risk model with insurance and financial risks. Zbl 1237.91142
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
11
2012
A test for stationarity versus trends and unit roots for a wide class of dependent errors. Zbl 1170.62411
Giraitis, Liudas; Leipus, Remigijus; Philippe, Anne
11
2006
Orthogonal series density estimation in a disaggregation scheme. Zbl 1090.62095
Leipus, Remigijus; Oppenheim, George; Philippe, Anne; Viano, Marie-Claude
11
2006
On stationarity in the ARCH\((\infty)\) model. Zbl 1181.62134
Kazakevičius, Vytautas; Leipus, Remigijus
11
2002
Uniform estimates for the finite-time ruin probability in the dependent renewal risk model. Zbl 1229.91169
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas; Cang, Yuquan
11
2011
Modelling long-memory time series with finite or infinite variance: a general approach. Zbl 0974.62083
Leipus, Remigijus; Viano, Marie-Claude
9
2000
Detection and estimation of changes in regime. Zbl 1031.62075
Kokoszka, Piotr; Leipus, Remigijus
9
2003
Renewal regime switching and stable limit laws. Zbl 1337.62195
Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas
9
2005
Asymptotics for randomly weighted and stopped dependent sums. Zbl 1338.62065
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
9
2016
Aggregation in ARCH models. Zbl 1012.62095
Leipus, R.; Viano, M.-C.
8
2002
Aggregation of the random coefficient GLARCH(1,1) process. Zbl 1202.62116
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
8
2010
Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function. Zbl 0761.62123
Giraitis, L.; Leipus, R.
7
1990
A new theorem on the existence of invariant distributions with applications to ARCH processes. Zbl 1026.60088
Kazakevičius, Vytautas; Leipus, Remigijus
7
2003
Asymptotic normality of the mixture density estimator in a disaggregation scheme. Zbl 1282.62086
Celov, Dmitrij; Leipus, Remigijus; Philippe, Anne
6
2010
Precise large deviations for compound random sums in the presence of dependence structures. Zbl 1268.60036
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
6
2012
Time series aggregation, disaggregation and long memory. Zbl 05521796
Celov, Dmitrij; Leipus, Remigijus
6
2006
On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives. Zbl 1029.62075
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles
6
2003
On the random max-closure for heavy-tailed random variables. Zbl 1373.60031
Leipus, Remigijus; Šiaulys, Jonas
6
2017
Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails. Zbl 1286.60089
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
5
2012
Detection of nonconstant long memory parameter. Zbl 1290.62062
Lavancier, Frédéric; Leipus, Remigijus; Philippe, Anne; Surgailis, Donatas
5
2013
Weak max-sum equivalence for dependent heavy-tailed random variables. Zbl 1385.60026
Dindienė, Lina; Leipus, Remigijus
5
2016
Local precise large deviations for sums of random variables with \(O\)-regularly varying densities. Zbl 1196.60043
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
4
2010
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Zbl 1054.62104
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles
4
2000
Weak convergence of two-parameter empirical fields in change-point problems. Zbl 0673.62039
Lejpus, R.
3
1988
Closure property and maximum of randomly weighted sums with heavy-tailed increments. Zbl 1288.62078
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
3
2014
Sample covariances of random-coefficient AR(1) panel model. Zbl 1440.62336
Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas
3
2019
Tails of higher-order moments with dominatedly varying summands. Zbl 1434.62027
Leipus, Remigijus; Šiaulys, Jonas; Vareikaitė, Ieva
3
2019
A copula-based bivariate integer-valued autoregressive process with application. Zbl 1426.60037
Buteikis, Andrius; Leipus, Remigijus
3
2019
Finite-horizon ruin probability asymptotics in the compound discrete-time risk model. Zbl 1227.91022
Leipus, Remigijus; Šiaulys, Jonas
2
2011
A note on the max-sum equivalence of randomly weighted sums of heavy-tailed random variables. Zbl 1396.60062
Yang, Yang; Wang, Kaiyong; Leipus, Remigijus; Siaulys, Jonas
2
2013
Asymptotics of partial sums of linear processes with changing memory parameter. Zbl 1278.60065
Leipus, Remigijus; Surgailis, Donatas
2
2013
Tail behavior of sums and maxima of sums of dependent subexponential random variables. Zbl 1213.62085
Yang, Yang; Wang, Kaiyong; Leipus, Remigijus; Šiaulys, Jonas
2
2011
Effect of aggregation on estimators in AR(1) sequence. Zbl 1203.62156
Horváth, Lajos; Leipus, Remigijus
2
2009
Closure property and tail probability asymptotics for randomly weighted sums of dependent random variables with heavy tails. Zbl 1401.60028
Dindienė, Lina; Leipus, Remigijus; Šiaulys, Jonas
2
2017
Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model. Zbl 1337.60034
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
2
2013
Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data. Zbl 1353.62045
Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas
2
2017
A squared binomial tree approach to discrete-time bond market modelling. Zbl 0998.91020
Leipus, R.
2
1999
Bounds for the Clayton copula. Zbl 1420.62230
Manstavičius, Martynas; Leipus, Remigijus
2
2017
On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise. Zbl 1110.62115
Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas
1
2006
Second-order asymptotics of ruin probabilities for semiexponential claims. Zbl 1182.91088
Aleškevičienė, A.; Leipus, R.; Šiaulys, J.
1
2009
Functional limit theorems for rank statistics in the “change-point” problem. Zbl 0777.62048
Lejpus, R.
1
1989
On long-range dependence in regenerative processes based on a general ON/OFF scheme. Zbl 1139.60044
Leipus, Remigijus; Surgailis, Donatas
1
2007
An integer-valued autoregressive process for seasonality. Zbl 07194291
Buteikis, Andrius; Leipus, Remigijus
1
2020
Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure. Zbl 1460.91298
Leipus, Remigijus; Paukštys, Saulius; Šiaulys, Jonas
1
2021
A mathematical model for the bond market. Zbl 1125.91047
Artamonova, E.; Leipus, R.
1
2004
A posteriori and sequential methods of change-point detection in FARIMA-type time series. Zbl 0842.62069
Leipus, R.
1
1994
Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure. Zbl 1460.91298
Leipus, Remigijus; Paukštys, Saulius; Šiaulys, Jonas
1
2021
An integer-valued autoregressive process for seasonality. Zbl 07194291
Buteikis, Andrius; Leipus, Remigijus
1
2020
Sample covariances of random-coefficient AR(1) panel model. Zbl 1440.62336
Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas
3
2019
Tails of higher-order moments with dominatedly varying summands. Zbl 1434.62027
Leipus, Remigijus; Šiaulys, Jonas; Vareikaitė, Ieva
3
2019
A copula-based bivariate integer-valued autoregressive process with application. Zbl 1426.60037
Buteikis, Andrius; Leipus, Remigijus
3
2019
On the random max-closure for heavy-tailed random variables. Zbl 1373.60031
Leipus, Remigijus; Šiaulys, Jonas
6
2017
Closure property and tail probability asymptotics for randomly weighted sums of dependent random variables with heavy tails. Zbl 1401.60028
Dindienė, Lina; Leipus, Remigijus; Šiaulys, Jonas
2
2017
Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data. Zbl 1353.62045
Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas
2
2017
Bounds for the Clayton copula. Zbl 1420.62230
Manstavičius, Martynas; Leipus, Remigijus
2
2017
Asymptotics for randomly weighted and stopped dependent sums. Zbl 1338.62065
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
9
2016
Weak max-sum equivalence for dependent heavy-tailed random variables. Zbl 1385.60026
Dindienė, Lina; Leipus, Remigijus
5
2016
Closure property and maximum of randomly weighted sums with heavy-tailed increments. Zbl 1288.62078
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
3
2014
Detection of nonconstant long memory parameter. Zbl 1290.62062
Lavancier, Frédéric; Leipus, Remigijus; Philippe, Anne; Surgailis, Donatas
5
2013
A note on the max-sum equivalence of randomly weighted sums of heavy-tailed random variables. Zbl 1396.60062
Yang, Yang; Wang, Kaiyong; Leipus, Remigijus; Siaulys, Jonas
2
2013
Asymptotics of partial sums of linear processes with changing memory parameter. Zbl 1278.60065
Leipus, Remigijus; Surgailis, Donatas
2
2013
Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model. Zbl 1337.60034
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
2
2013
Tail probability of randomly weighted sums of subexponential random variables under a dependence structure. Zbl 1334.62029
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
20
2012
Closure of some heavy-tailed distribution classes under random convolution. Zbl 1263.60012
Leipus, Remigijus; Šiaulys, Jonas
15
2012
On the ruin probability in a dependent discrete time risk model with insurance and financial risks. Zbl 1237.91142
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
11
2012
Precise large deviations for compound random sums in the presence of dependence structures. Zbl 1268.60036
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
6
2012
Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails. Zbl 1286.60089
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
5
2012
Uniform estimates for the finite-time ruin probability in the dependent renewal risk model. Zbl 1229.91169
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas; Cang, Yuquan
11
2011
Finite-horizon ruin probability asymptotics in the compound discrete-time risk model. Zbl 1227.91022
Leipus, Remigijus; Šiaulys, Jonas
2
2011
Tail behavior of sums and maxima of sums of dependent subexponential random variables. Zbl 1213.62085
Yang, Yang; Wang, Kaiyong; Leipus, Remigijus; Šiaulys, Jonas
2
2011
Aggregation of the random coefficient GLARCH(1,1) process. Zbl 1202.62116
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
8
2010
Asymptotic normality of the mixture density estimator in a disaggregation scheme. Zbl 1282.62086
Celov, Dmitrij; Leipus, Remigijus; Philippe, Anne
6
2010
Local precise large deviations for sums of random variables with \(O\)-regularly varying densities. Zbl 1196.60043
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
4
2010
A property of the renewal counting process with application to the finite-time ruin probability. Zbl 1185.60098
Kočetova, J.; Leipus, R.; Šiaulys, J.
25
2009
Asymptotic behaviour of the finite-time ruin probability in renewal risk models. Zbl 1224.91070
Leipus, Remigijus; Šiaulys, Jonas
13
2009
Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications. Zbl 1180.91170
Yang, Y.; Wang, Y.; Leipus, R.; Šiaulys, J.
13
2009
\(\mathrm{ARCH}(\infty)\) models and long memory properties. Zbl 1178.91160
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
12
2009
Effect of aggregation on estimators in AR(1) sequence. Zbl 1203.62156
Horváth, Lajos; Leipus, Remigijus
2
2009
Second-order asymptotics of ruin probabilities for semiexponential claims. Zbl 1182.91088
Aleškevičienė, A.; Leipus, R.; Šiaulys, J.
1
2009
Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model. Zbl 1164.60006
Aleškevičiené, Aldona; Leipus, Remigijus; Šiaulus, Jones
24
2008
Precise large deviation results for the total claim amount under subexponential claim sizes. Zbl 1145.60018
Baltrūnas, Aleksandras; Leipus, Remigijus; Šiaulys, Jonas
21
2008
Recent advances in ARCH modelling. Zbl 1180.62121
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
19
2007
Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes. Zbl 1183.91073
Leipus, Remigijus; Šiaulys, Jonas
19
2007
On long-range dependence in regenerative processes based on a general ON/OFF scheme. Zbl 1139.60044
Leipus, Remigijus; Surgailis, Donatas
1
2007
A test for stationarity versus trends and unit roots for a wide class of dependent errors. Zbl 1170.62411
Giraitis, Liudas; Leipus, Remigijus; Philippe, Anne
11
2006
Orthogonal series density estimation in a disaggregation scheme. Zbl 1090.62095
Leipus, Remigijus; Oppenheim, George; Philippe, Anne; Viano, Marie-Claude
11
2006
Time series aggregation, disaggregation and long memory. Zbl 05521796
Celov, Dmitrij; Leipus, Remigijus
6
2006
On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise. Zbl 1110.62115
Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas
1
2006
Renewal regime switching and stable limit laws. Zbl 1337.62195
Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas
9
2005
Stability of random coefficient ARCH models and aggregation schemes. Zbl 1282.62198
Kazakevičius, Vytautas; Leipus, Remigijus; Viano, Marie-Claude
14
2004
A mathematical model for the bond market. Zbl 1125.91047
Artamonova, E.; Leipus, R.
1
2004
Rescaled variance and related tests for long memory in volatility and levels. Zbl 1027.62064
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles
68
2003
Random coefficient autoregression regime switching and long memory. Zbl 1044.62095
Leipus, Remigijus; Surgailis, Donatas
22
2003
Long memory and stochastic trend. Zbl 1101.62371
Leipus, Remigijus; Viano, Marie-Claude
13
2003
Detection and estimation of changes in regime. Zbl 1031.62075
Kokoszka, Piotr; Leipus, Remigijus
9
2003
A new theorem on the existence of invariant distributions with applications to ARCH processes. Zbl 1026.60088
Kazakevičius, Vytautas; Leipus, Remigijus
7
2003
On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives. Zbl 1029.62075
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles
6
2003
On stationarity in the ARCH\((\infty)\) model. Zbl 1181.62134
Kazakevičius, Vytautas; Leipus, Remigijus
11
2002
Aggregation in ARCH models. Zbl 1012.62095
Leipus, R.; Viano, M.-C.
8
2002
Testing for long memory in the presence of a general trend. Zbl 1140.62341
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus
19
2001
Stationary ARCH models: Dependence structure and central limit theorem. Zbl 0986.60030
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus
82
2000
Change-point estimation in ARCH models. Zbl 0997.62068
Kokoszka, Piotr; Leipus, Remigijus
51
2000
Modelling long-memory time series with finite or infinite variance: a general approach. Zbl 0974.62083
Leipus, Remigijus; Viano, Marie-Claude
9
2000
Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Zbl 1054.62104
Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles
4
2000
Testing for parameter changes in ARCH models. Zbl 0972.62012
Kokoszka, P.; Leipus, R.
18
1999
A squared binomial tree approach to discrete-time bond market modelling. Zbl 0998.91020
Leipus, R.
2
1999
Change-point in the mean of dependent observations. Zbl 0935.62097
Kokoszka, Piotr; Leipus, Remigijus
31
1998
The change-point problem for dependent observations. Zbl 0856.62073
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
28
1996
A generalized fractionally differencing approach in long-memory modeling. Zbl 0837.62066
Giraitis, L.; Leipus, R.
28
1995
A posteriori and sequential methods of change-point detection in FARIMA-type time series. Zbl 0842.62069
Leipus, R.
1
1994
Testing and estimating in the change-point problem of the spectral function. Zbl 0794.62066
Giraitis, L.; Leipus, R.
15
1992
Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function. Zbl 0761.62123
Giraitis, L.; Leipus, R.
7
1990
Functional limit theorems for rank statistics in the “change-point” problem. Zbl 0777.62048
Lejpus, R.
1
1989
Weak convergence of two-parameter empirical fields in change-point problems. Zbl 0673.62039
Lejpus, R.
3
1988
all top 5

Cited by 590 Authors

41 Leipus, Remigijus
33 Šiaulys, Jonas
32 Surgailis, Donatas
27 Yang, Yang
23 Horváth, Lajos
19 Kokoszka, Piotr S.
15 Giraitis, Liudas
13 Wang, Yuebao
10 Philippe, Anne
9 Berkes, István
9 Gao, Qingwu
9 Thavaneswaran, Aerambamoorthy
8 Appadoo, S. S.
8 Bardet, Jean-Marc
8 Guégan, Dominique
7 Aue, Alexander
7 Beran, Jan
7 Doukhan, Paul
7 Sabzikar, Farzad
7 Steinebach, Josef G.
7 Wang, Kaiyong
7 Wang, Shijie
6 Ben Hariz, Samir
6 Diongue, Abdou Kâ
6 Shen, Xinmei
6 Taniguchi, Masanobu
6 Viano, Marie-Claude
6 Wylie, Jonathan J.
6 Yuen, Kam Chuen
5 Chen, Yiqing
5 Cheng, Fengyang
5 Danilenko, Svetlana
5 Fu, Ke’ang
5 Hidalgo, Javier
5 Liu, Xijun
5 Peiris, M. Shelton
5 Pilipauskaitė, Vytautė
5 Puplinskaitė, Donata
5 Reisen, Valdério Anselmo
5 Steland, Ansgar
5 Teyssière, Gilles
5 Zaffaroni, Paolo
4 Bi, Xiuchun
4 Cang, Yuquan
4 Cui, Zhaolei
4 Gontis, Vygintas
4 Hörmann, Siegfried
4 Hušková, Marie
4 Jin, Hao
4 Kengne, William Charky
4 Lee, Oesook
4 Li, Jinzhu
4 Palma, Wilfredo
4 Sprindys, Jonas
4 Subba Rao, Suhasini
4 Taqqu, Murad S.
4 Wang, Wensheng
4 Zhang, Qiang
4 Zhang, Shuguang
3 Appleby, John A. D.
3 Arteche, Josu
3 Baek, Changryong
3 Bondon, Pascal
3 Cajueiro, Daniel O.
3 Dedecker, Jérôme
3 Georgiev, Iliyan
3 Ghosh, Sucharita
3 Hili, Ouagnina
3 Jirak, Moritz
3 Klivečka, A.
3 Lavancier, Frédéric
3 Lee, Sangyeol
3 Li, Guodong
3 Li, Rong
3 Li, Wai Keung
3 Lin, Jinguan
3 Lopes, Sílvia R. C.
3 Lu, Dawei
3 Lu, Zhiping
3 Merlevède, Florence
3 Miao, Bai-qi
3 Mikosch, Thomas
3 Mukherjee, Kanchan
3 Ng, Kai Wang
3 Novak, Serguei Yu.
3 Pap, Gyula
3 Paulauskas, Vygantas Ionovič
3 Prášková, Zuzana
3 Rice, Gregory
3 Robinson, Peter Michael
3 Shi, Xiaoping
3 Tabak, Benjamin Miranda
3 Tian, Zheng
3 Vaičiulis, Marijus
3 Wang, Lihong
3 Yu, Changjun
3 Zhang, Jinsuo
3 Zhou, Zhou
2 Artamonova, E. A.
2 Bernackaitė, Emilija
...and 490 more Authors
all top 5

Cited in 116 Serials

46 Statistics & Probability Letters
31 Lithuanian Mathematical Journal
28 Journal of Econometrics
22 Communications in Statistics. Theory and Methods
22 Stochastic Processes and their Applications
20 Journal of Statistical Planning and Inference
20 Journal of Time Series Analysis
17 Econometric Theory
15 The Annals of Statistics
12 Journal of Multivariate Analysis
12 Bernoulli
11 Computational Statistics and Data Analysis
10 Journal of Mathematical Analysis and Applications
9 Modern Stochastics. Theory and Applications
8 Economics Letters
8 Nonlinear Analysis. Modelling and Control
8 Comptes Rendus. Mathématique. Académie des Sciences, Paris
7 Communications in Statistics. Simulation and Computation
7 Journal of Statistical Computation and Simulation
6 Advances in Applied Probability
6 Statistics
6 Electronic Journal of Statistics
5 Econometric Reviews
5 Journal of Nonparametric Statistics
4 Metrika
4 Scandinavian Journal of Statistics
4 Chaos, Solitons and Fractals
4 Insurance Mathematics & Economics
4 Acta Mathematicae Applicatae Sinica. English Series
4 Applied Mathematics Letters
4 The Annals of Applied Probability
4 Applied Mathematics. Series B (English Edition)
4 Statistical Papers
4 Journal of Inequalities and Applications
4 Journal of Applied Statistics
4 Statistical Inference for Stochastic Processes
4 Journal of Industrial and Management Optimization
4 Journal of the Korean Statistical Society
3 Computers & Mathematics with Applications
3 Journal of Applied Probability
3 Journal of Computational and Applied Mathematics
3 Mathematics and Computers in Simulation
3 Journal of Economic Dynamics & Control
3 Journal of Theoretical Probability
3 Science in China. Series A
3 Test
3 Frontiers of Mathematics in China
3 Journal of Probability and Statistics
3 Journal of Time Series Econometrics
2 The Canadian Journal of Statistics
2 Physica A
2 Annals of the Institute of Statistical Mathematics
2 Applied Mathematics and Computation
2 Journal of the American Statistical Association
2 Chinese Annals of Mathematics. Series B
2 Sequential Analysis
2 Japan Journal of Industrial and Applied Mathematics
2 Abstract and Applied Analysis
2 Australian & New Zealand Journal of Statistics
2 The Econometrics Journal
2 International Journal of Theoretical and Applied Finance
2 Extremes
2 Methodology and Computing in Applied Probability
2 Applied Stochastic Models in Business and Industry
2 Scandinavian Actuarial Journal
2 Journal of Systems Science and Complexity
2 Statistical Methods and Applications
2 Journal of Statistical Mechanics: Theory and Experiment
2 Statistics & Risk Modeling
1 Journal of Statistical Physics
1 Periodica Mathematica Hungarica
1 Rocky Mountain Journal of Mathematics
1 The Annals of Probability
1 Biometrics
1 Journal of the Korean Mathematical Society
1 Journal of Mathematical Psychology
1 Mathematica Slovaca
1 Metron
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Theoretical Computer Science
1 Ergodic Theory and Dynamical Systems
1 Acta Applicandae Mathematicae
1 Statistical Science
1 Mathematical and Computer Modelling
1 Annals of Operations Research
1 Computational Statistics
1 Applied Mathematical Modelling
1 Automation and Remote Control
1 European Journal of Operational Research
1 Applied and Computational Harmonic Analysis
1 Filomat
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Journal of Applied Mathematics and Decision Sciences
1 Far East Journal of Theoretical Statistics
1 Communications in Nonlinear Science and Numerical Simulation
1 International Game Theory Review
1 Quantitative Finance
1 Journal of Applied Mathematics
1 Stochastic Models
1 Journal of Machine Learning Research (JMLR)
...and 16 more Serials

Citations by Year

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