Edit Profile (opens in new tab) Leipus, Remigijus Compute Distance To: Compute Author ID: leipus.remigijus Published as: Leipus, Remigijus; Leipus, R.; Lejpus, R. more...less External Links: MGP · Wikidata Documents Indexed: 81 Publications since 1988 Co-Authors: 39 Co-Authors with 75 Joint Publications 1,247 Co-Co-Authors all top 5 Co-Authors 6 single-authored 24 Šiaulys, Jonas 15 Surgailis, Donatas 14 Giraitis, Liudas 12 Yang, Yang 11 Kokoszka, Piotr S. 8 Philippe, Anne 5 Viano, Marie-Claude 4 Teyssière, Gilles 3 Dindienė, Lina 3 Kazakevičius, Vytautas 3 Paulauskas, Vygantas Ionovič 3 Pilipauskaitė, Vytautė 2 Aleškevičienė, Aldona K. 2 Artamonova, E. A. 2 Buteikis, Andrius 2 Celov, Dmitrij 2 Wang, Kaiyong 1 Baltrūnas, Aleksandras 1 Cang, Yuquan 1 Horváth, Lajos 1 Jacod, Jean 1 Juzeliūnas, Gediminas 1 Kočetova, Jelena 1 Kubilius, Kȩstutis 1 Lavancier, Frédéric 1 Mackevičius, Vigirdas 1 Manstavičius, Eugenijus 1 Manstavičius, Martynas 1 Mikulevicius, Remigijus 1 Oppenheim, George 1 Paukštys, Saulius 1 Puplinskaitė, Donata 1 Račkauskas, Alfredas Yurgevich 1 Shiryaev, Al’bert Nikolaevich 1 Šiaulus, Jones 1 Skorniakov, Viktor 1 Staliunas, Kestutis 1 Vareikaitė, Ieva 1 Wang, Yuebao all top 5 Serials 20 Lithuanian Mathematical Journal 7 Statistics & Probability Letters 5 Econometric Theory 4 Journal of Applied Probability 4 Journal of Econometrics 4 Nonlinear Analysis. Modelling and Control 2 Journal of Mathematical Analysis and Applications 2 Journal of Statistical Planning and Inference 2 Journal of Time Series Analysis 2 Acta Applicandae Mathematicae 2 Litovskiĭ Matematicheskiĭ Sbornik 1 Advances in Applied Probability 1 Computers & Mathematics with Applications 1 Journal of Computational and Applied Mathematics 1 Journal of the Korean Mathematical Society 1 Journal of Multivariate Analysis 1 Insurance Mathematics & Economics 1 Journal of Statistical Computation and Simulation 1 Test 1 Applicationes Mathematicae 1 Lietuvos Matematikos Rinkinys 1 Statisticheskie Problemy Upravleniya 1 Bernoulli 1 Journal of Nonparametric Statistics 1 European Mathematical Society Newsletter 1 Extremes 1 Statistical Inference for Stochastic Processes 1 Applied Stochastic Models in Business and Industry 1 Stochastics 1 Electronic Journal of Statistics 1 Modern Stochastics. Theory and Applications 1 Journal of the Indian Statistical Association all top 5 Fields 61 Statistics (62-XX) 41 Probability theory and stochastic processes (60-XX) 24 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 History and biography (01-XX) 1 Integral transforms, operational calculus (44-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications 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 0986.60030Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus 82 2000 Rescaled variance and related tests for long memory in volatility and levels. Zbl 1027.62064Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 68 2003 Change-point estimation in ARCH models. Zbl 0997.62068Kokoszka, Piotr; Leipus, Remigijus 51 2000 Change-point in the mean of dependent observations. Zbl 0935.62097Kokoszka, Piotr; Leipus, Remigijus 31 1998 A generalized fractionally differencing approach in long-memory modeling. Zbl 0837.62066Giraitis, L.; Leipus, R. 28 1995 The change-point problem for dependent observations. Zbl 0856.62073Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 28 1996 A property of the renewal counting process with application to the finite-time ruin probability. Zbl 1185.60098Kočetova, J.; Leipus, R.; Šiaulys, J. 25 2009 Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model. Zbl 1164.60006Aleškevičiené, Aldona; Leipus, Remigijus; Šiaulus, Jones 24 2008 Random coefficient autoregression regime switching and long memory. Zbl 1044.62095Leipus, Remigijus; Surgailis, Donatas 22 2003 Precise large deviation results for the total claim amount under subexponential claim sizes. Zbl 1145.60018Baltrūnas, Aleksandras; Leipus, Remigijus; Šiaulys, Jonas 21 2008 Tail probability of randomly weighted sums of subexponential random variables under a dependence structure. Zbl 1334.62029Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 20 2012 Recent advances in ARCH modelling. Zbl 1180.62121Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 19 2007 Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes. Zbl 1183.91073Leipus, Remigijus; Šiaulys, Jonas 19 2007 Testing for long memory in the presence of a general trend. Zbl 1140.62341Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus 19 2001 Testing for parameter changes in ARCH models. Zbl 0972.62012Kokoszka, P.; Leipus, R. 18 1999 Closure of some heavy-tailed distribution classes under random convolution. Zbl 1263.60012Leipus, Remigijus; Šiaulys, Jonas 15 2012 Testing and estimating in the change-point problem of the spectral function. Zbl 0794.62066Giraitis, L.; Leipus, R. 15 1992 Stability of random coefficient ARCH models and aggregation schemes. Zbl 1282.62198Kazakevičius, Vytautas; Leipus, Remigijus; Viano, Marie-Claude 14 2004 Long memory and stochastic trend. Zbl 1101.62371Leipus, Remigijus; Viano, Marie-Claude 13 2003 Asymptotic behaviour of the finite-time ruin probability in renewal risk models. Zbl 1224.91070Leipus, Remigijus; Šiaulys, Jonas 13 2009 Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications. Zbl 1180.91170Yang, Y.; Wang, Y.; Leipus, R.; Šiaulys, J. 13 2009 \(\mathrm{ARCH}(\infty)\) models and long memory properties. Zbl 1178.91160Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 12 2009 On the ruin probability in a dependent discrete time risk model with insurance and financial risks. Zbl 1237.91142Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 11 2012 A test for stationarity versus trends and unit roots for a wide class of dependent errors. Zbl 1170.62411Giraitis, Liudas; Leipus, Remigijus; Philippe, Anne 11 2006 Orthogonal series density estimation in a disaggregation scheme. Zbl 1090.62095Leipus, Remigijus; Oppenheim, George; Philippe, Anne; Viano, Marie-Claude 11 2006 On stationarity in the ARCH\((\infty)\) model. Zbl 1181.62134Kazakevičius, Vytautas; Leipus, Remigijus 11 2002 Uniform estimates for the finite-time ruin probability in the dependent renewal risk model. Zbl 1229.91169Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas; Cang, Yuquan 11 2011 Modelling long-memory time series with finite or infinite variance: a general approach. Zbl 0974.62083Leipus, Remigijus; Viano, Marie-Claude 9 2000 Detection and estimation of changes in regime. Zbl 1031.62075Kokoszka, Piotr; Leipus, Remigijus 9 2003 Renewal regime switching and stable limit laws. Zbl 1337.62195Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas 9 2005 Asymptotics for randomly weighted and stopped dependent sums. Zbl 1338.62065Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 9 2016 Aggregation in ARCH models. Zbl 1012.62095Leipus, R.; Viano, M.-C. 8 2002 Aggregation of the random coefficient GLARCH(1,1) process. Zbl 1202.62116Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 8 2010 Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function. Zbl 0761.62123Giraitis, L.; Leipus, R. 7 1990 A new theorem on the existence of invariant distributions with applications to ARCH processes. Zbl 1026.60088Kazakevičius, Vytautas; Leipus, Remigijus 7 2003 Asymptotic normality of the mixture density estimator in a disaggregation scheme. Zbl 1282.62086Celov, Dmitrij; Leipus, Remigijus; Philippe, Anne 6 2010 Precise large deviations for compound random sums in the presence of dependence structures. Zbl 1268.60036Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 6 2012 Time series aggregation, disaggregation and long memory. Zbl 05521796Celov, Dmitrij; Leipus, Remigijus 6 2006 On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives. Zbl 1029.62075Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 6 2003 On the random max-closure for heavy-tailed random variables. Zbl 1373.60031Leipus, Remigijus; Šiaulys, Jonas 6 2017 Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails. Zbl 1286.60089Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 5 2012 Detection of nonconstant long memory parameter. Zbl 1290.62062Lavancier, Frédéric; Leipus, Remigijus; Philippe, Anne; Surgailis, Donatas 5 2013 Weak max-sum equivalence for dependent heavy-tailed random variables. Zbl 1385.60026Dindienė, Lina; Leipus, Remigijus 5 2016 Local precise large deviations for sums of random variables with \(O\)-regularly varying densities. Zbl 1196.60043Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 4 2010 Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Zbl 1054.62104Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 4 2000 Weak convergence of two-parameter empirical fields in change-point problems. Zbl 0673.62039Lejpus, R. 3 1988 Closure property and maximum of randomly weighted sums with heavy-tailed increments. Zbl 1288.62078Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 3 2014 Sample covariances of random-coefficient AR(1) panel model. Zbl 1440.62336Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas 3 2019 Tails of higher-order moments with dominatedly varying summands. Zbl 1434.62027Leipus, Remigijus; Šiaulys, Jonas; Vareikaitė, Ieva 3 2019 A copula-based bivariate integer-valued autoregressive process with application. Zbl 1426.60037Buteikis, Andrius; Leipus, Remigijus 3 2019 Finite-horizon ruin probability asymptotics in the compound discrete-time risk model. Zbl 1227.91022Leipus, Remigijus; Šiaulys, Jonas 2 2011 A note on the max-sum equivalence of randomly weighted sums of heavy-tailed random variables. Zbl 1396.60062Yang, Yang; Wang, Kaiyong; Leipus, Remigijus; Siaulys, Jonas 2 2013 Asymptotics of partial sums of linear processes with changing memory parameter. Zbl 1278.60065Leipus, Remigijus; Surgailis, Donatas 2 2013 Tail behavior of sums and maxima of sums of dependent subexponential random variables. Zbl 1213.62085Yang, Yang; Wang, Kaiyong; Leipus, Remigijus; Šiaulys, Jonas 2 2011 Effect of aggregation on estimators in AR(1) sequence. Zbl 1203.62156Horváth, Lajos; Leipus, Remigijus 2 2009 Closure property and tail probability asymptotics for randomly weighted sums of dependent random variables with heavy tails. Zbl 1401.60028Dindienė, 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 1337.60034Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 2 2013 Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data. Zbl 1353.62045Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas 2 2017 A squared binomial tree approach to discrete-time bond market modelling. Zbl 0998.91020Leipus, R. 2 1999 Bounds for the Clayton copula. Zbl 1420.62230Manstavičius, Martynas; Leipus, Remigijus 2 2017 On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise. Zbl 1110.62115Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas 1 2006 Second-order asymptotics of ruin probabilities for semiexponential claims. Zbl 1182.91088Aleškevičienė, A.; Leipus, R.; Šiaulys, J. 1 2009 Functional limit theorems for rank statistics in the “change-point” problem. Zbl 0777.62048Lejpus, R. 1 1989 On long-range dependence in regenerative processes based on a general ON/OFF scheme. Zbl 1139.60044Leipus, Remigijus; Surgailis, Donatas 1 2007 An integer-valued autoregressive process for seasonality. Zbl 07194291Buteikis, 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 1460.91298Leipus, Remigijus; Paukštys, Saulius; Šiaulys, Jonas 1 2021 A mathematical model for the bond market. Zbl 1125.91047Artamonova, E.; Leipus, R. 1 2004 A posteriori and sequential methods of change-point detection in FARIMA-type time series. Zbl 0842.62069Leipus, R. 1 1994 Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure. Zbl 1460.91298Leipus, Remigijus; Paukštys, Saulius; Šiaulys, Jonas 1 2021 An integer-valued autoregressive process for seasonality. Zbl 07194291Buteikis, Andrius; Leipus, Remigijus 1 2020 Sample covariances of random-coefficient AR(1) panel model. Zbl 1440.62336Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas 3 2019 Tails of higher-order moments with dominatedly varying summands. Zbl 1434.62027Leipus, Remigijus; Šiaulys, Jonas; Vareikaitė, Ieva 3 2019 A copula-based bivariate integer-valued autoregressive process with application. Zbl 1426.60037Buteikis, Andrius; Leipus, Remigijus 3 2019 On the random max-closure for heavy-tailed random variables. Zbl 1373.60031Leipus, Remigijus; Šiaulys, Jonas 6 2017 Closure property and tail probability asymptotics for randomly weighted sums of dependent random variables with heavy tails. Zbl 1401.60028Dindienė, Lina; Leipus, Remigijus; Šiaulys, Jonas 2 2017 Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data. Zbl 1353.62045Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas 2 2017 Bounds for the Clayton copula. Zbl 1420.62230Manstavičius, Martynas; Leipus, Remigijus 2 2017 Asymptotics for randomly weighted and stopped dependent sums. Zbl 1338.62065Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 9 2016 Weak max-sum equivalence for dependent heavy-tailed random variables. Zbl 1385.60026Dindienė, Lina; Leipus, Remigijus 5 2016 Closure property and maximum of randomly weighted sums with heavy-tailed increments. Zbl 1288.62078Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 3 2014 Detection of nonconstant long memory parameter. Zbl 1290.62062Lavancier, 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 1396.60062Yang, Yang; Wang, Kaiyong; Leipus, Remigijus; Siaulys, Jonas 2 2013 Asymptotics of partial sums of linear processes with changing memory parameter. Zbl 1278.60065Leipus, Remigijus; Surgailis, Donatas 2 2013 Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model. Zbl 1337.60034Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 2 2013 Tail probability of randomly weighted sums of subexponential random variables under a dependence structure. Zbl 1334.62029Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 20 2012 Closure of some heavy-tailed distribution classes under random convolution. Zbl 1263.60012Leipus, Remigijus; Šiaulys, Jonas 15 2012 On the ruin probability in a dependent discrete time risk model with insurance and financial risks. Zbl 1237.91142Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 11 2012 Precise large deviations for compound random sums in the presence of dependence structures. Zbl 1268.60036Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 6 2012 Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails. Zbl 1286.60089Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 5 2012 Uniform estimates for the finite-time ruin probability in the dependent renewal risk model. Zbl 1229.91169Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas; Cang, Yuquan 11 2011 Finite-horizon ruin probability asymptotics in the compound discrete-time risk model. Zbl 1227.91022Leipus, Remigijus; Šiaulys, Jonas 2 2011 Tail behavior of sums and maxima of sums of dependent subexponential random variables. Zbl 1213.62085Yang, Yang; Wang, Kaiyong; Leipus, Remigijus; Šiaulys, Jonas 2 2011 Aggregation of the random coefficient GLARCH(1,1) process. Zbl 1202.62116Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 8 2010 Asymptotic normality of the mixture density estimator in a disaggregation scheme. Zbl 1282.62086Celov, Dmitrij; Leipus, Remigijus; Philippe, Anne 6 2010 Local precise large deviations for sums of random variables with \(O\)-regularly varying densities. Zbl 1196.60043Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas 4 2010 A property of the renewal counting process with application to the finite-time ruin probability. Zbl 1185.60098Kočetova, J.; Leipus, R.; Šiaulys, J. 25 2009 Asymptotic behaviour of the finite-time ruin probability in renewal risk models. Zbl 1224.91070Leipus, Remigijus; Šiaulys, Jonas 13 2009 Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications. Zbl 1180.91170Yang, Y.; Wang, Y.; Leipus, R.; Šiaulys, J. 13 2009 \(\mathrm{ARCH}(\infty)\) models and long memory properties. Zbl 1178.91160Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 12 2009 Effect of aggregation on estimators in AR(1) sequence. Zbl 1203.62156Horváth, Lajos; Leipus, Remigijus 2 2009 Second-order asymptotics of ruin probabilities for semiexponential claims. Zbl 1182.91088Aleškevičienė, A.; Leipus, R.; Šiaulys, J. 1 2009 Tail behaviour of random sums under consistent variation with applications to the compound renewal risk model. Zbl 1164.60006Aleškevičiené, Aldona; Leipus, Remigijus; Šiaulus, Jones 24 2008 Precise large deviation results for the total claim amount under subexponential claim sizes. Zbl 1145.60018Baltrūnas, Aleksandras; Leipus, Remigijus; Šiaulys, Jonas 21 2008 Recent advances in ARCH modelling. Zbl 1180.62121Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 19 2007 Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes. Zbl 1183.91073Leipus, Remigijus; Šiaulys, Jonas 19 2007 On long-range dependence in regenerative processes based on a general ON/OFF scheme. Zbl 1139.60044Leipus, Remigijus; Surgailis, Donatas 1 2007 A test for stationarity versus trends and unit roots for a wide class of dependent errors. Zbl 1170.62411Giraitis, Liudas; Leipus, Remigijus; Philippe, Anne 11 2006 Orthogonal series density estimation in a disaggregation scheme. Zbl 1090.62095Leipus, Remigijus; Oppenheim, George; Philippe, Anne; Viano, Marie-Claude 11 2006 Time series aggregation, disaggregation and long memory. Zbl 05521796Celov, Dmitrij; Leipus, Remigijus 6 2006 On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise. Zbl 1110.62115Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas 1 2006 Renewal regime switching and stable limit laws. Zbl 1337.62195Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas 9 2005 Stability of random coefficient ARCH models and aggregation schemes. Zbl 1282.62198Kazakevičius, Vytautas; Leipus, Remigijus; Viano, Marie-Claude 14 2004 A mathematical model for the bond market. Zbl 1125.91047Artamonova, E.; Leipus, R. 1 2004 Rescaled variance and related tests for long memory in volatility and levels. Zbl 1027.62064Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 68 2003 Random coefficient autoregression regime switching and long memory. Zbl 1044.62095Leipus, Remigijus; Surgailis, Donatas 22 2003 Long memory and stochastic trend. Zbl 1101.62371Leipus, Remigijus; Viano, Marie-Claude 13 2003 Detection and estimation of changes in regime. Zbl 1031.62075Kokoszka, Piotr; Leipus, Remigijus 9 2003 A new theorem on the existence of invariant distributions with applications to ARCH processes. Zbl 1026.60088Kazakevičius, Vytautas; Leipus, Remigijus 7 2003 On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives. Zbl 1029.62075Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 6 2003 On stationarity in the ARCH\((\infty)\) model. Zbl 1181.62134Kazakevičius, Vytautas; Leipus, Remigijus 11 2002 Aggregation in ARCH models. Zbl 1012.62095Leipus, R.; Viano, M.-C. 8 2002 Testing for long memory in the presence of a general trend. Zbl 1140.62341Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus 19 2001 Stationary ARCH models: Dependence structure and central limit theorem. Zbl 0986.60030Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus 82 2000 Change-point estimation in ARCH models. Zbl 0997.62068Kokoszka, Piotr; Leipus, Remigijus 51 2000 Modelling long-memory time series with finite or infinite variance: a general approach. Zbl 0974.62083Leipus, Remigijus; Viano, Marie-Claude 9 2000 Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Zbl 1054.62104Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles 4 2000 Testing for parameter changes in ARCH models. Zbl 0972.62012Kokoszka, P.; Leipus, R. 18 1999 A squared binomial tree approach to discrete-time bond market modelling. Zbl 0998.91020Leipus, R. 2 1999 Change-point in the mean of dependent observations. Zbl 0935.62097Kokoszka, Piotr; Leipus, Remigijus 31 1998 The change-point problem for dependent observations. Zbl 0856.62073Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 28 1996 A generalized fractionally differencing approach in long-memory modeling. Zbl 0837.62066Giraitis, L.; Leipus, R. 28 1995 A posteriori and sequential methods of change-point detection in FARIMA-type time series. Zbl 0842.62069Leipus, R. 1 1994 Testing and estimating in the change-point problem of the spectral function. Zbl 0794.62066Giraitis, L.; Leipus, R. 15 1992 Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function. Zbl 0761.62123Giraitis, L.; Leipus, R. 7 1990 Functional limit theorems for rank statistics in the “change-point” problem. Zbl 0777.62048Lejpus, R. 1 1989 Weak convergence of two-parameter empirical fields in change-point problems. Zbl 0673.62039Lejpus, R. 3 1988 all cited Publications top 5 cited Publications 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 all top 5 Cited in 22 Fields 416 Statistics (62-XX) 247 Probability theory and stochastic processes (60-XX) 128 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 43 Numerical analysis (65-XX) 4 Statistical mechanics, structure of matter (82-XX) 4 Operations research, mathematical programming (90-XX) 4 Biology and other natural sciences (92-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Difference and functional equations (39-XX) 2 Integral transforms, operational calculus (44-XX) 2 Integral equations (45-XX) 2 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Sequences, series, summability (40-XX) 1 Approximations and expansions (41-XX) 1 Operator theory (47-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.