Edit Profile (opens in new tab) Surgailis, Donatas Co-Author Distance Author ID: surgailis.donatas Published as: Surgailis, Donatas; Surgailis, D.; Surgailis, D. G.; Surgajlis, D. more...less External Links: MGP · ResearchGate · Math-Net.Ru · dblp Documents Indexed: 163 Publications since 1969, including 2 Books and 5 Additional arXiv Preprints 5 Contributions as Editor Co-Authors: 55 Co-Authors with 124 Joint Publications 1,796 Co-Co-Authors all top 5 Co-Authors 40 single-authored 22 Giraitis, Liudas 18 Koul, Hira Lal 16 Leipus, Remigijus 11 Philippe, Anne 11 Pilipauskaitė, Vytautė 8 Arak, Taivo 8 Doukhan, Paul 8 Paulauskas, Vygantas Ionovič 8 Woyczynski, Wojbor A. 6 Puplinskaitė, Donata 4 Bagdonavičius, Vilijandas B. 4 Lang, Gabriel 4 Manstavičius, Eugenijus 4 Molchanov, Stanislav Alekseevich 4 Sidoravicius, Vladas 4 Vares, Maria Eulalia 4 Viano, Marie-Claude 3 Bardet, Jean-Marc 3 Grublytė, Ieva 3 Lavancier, Frédéric 3 Mimoto, Nao 3 Sabzikar, Farzad 3 Škarnulis, Andrius 3 Vaičiulis, Marijus 2 Albeverio, Sergio A. 2 Banys, Rimas 2 Bentkus, Vidmants-Kastytis 2 Cambanis, Stamatis 2 Jakubowski, Adam 2 Lopes, Sílvia R. C. 2 Mandrekar, Vidyadhar S. 2 Robinson, Peter Michael 2 Rosiński, Jan 2 Teyssière, Gilles 1 Astrauskas, Arvydas 1 Baillie, Richard T. 1 Beran, Jan 1 Bružaitė, Kristina 1 Clifford, Peter 1 Dobrushin, Roland L’vovich 1 Funaki, Tadahisa 1 Grublyt, Ieva 1 Høegh-Krohn, Raphael J. 1 Houdré, Christian 1 Jacod, Jean 1 Klivečka, A. 1 Kubilius, Kȩstutis 1 Mackevičius, Vigirdas 1 Mikulevicius, Remigijus 1 Pérez-Abreu Carrión, Víctor M. 1 Qian, Lianfen 1 Rolla, Leonardo T. 1 Shiryaev, Al’bert Nikolaevich 1 Skorniakov, Viktor 1 Telkmann, Klaus all top 5 Serials 17 Lithuanian Mathematical Journal 14 Stochastic Processes and their Applications 12 Litovskiĭ Matematicheskiĭ Sbornik 6 Advances in Applied Probability 6 Acta Applicandae Mathematicae 5 Journal of Statistical Planning and Inference 5 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 5 Statistics & Probability Letters 5 Journal of Time Series Analysis 5 Probability Theory and Related Fields 4 Journal of Applied Probability 4 Journal of Multivariate Analysis 4 Bernoulli 4 Econometric Theory 3 Metrika 3 The Annals of Applied Probability 3 Mathematical Transactions of the Academy of Sciences of the Lithuanian SSR 2 Theory of Probability and its Applications 2 Soviet Mathematics. Doklady 2 Markov Processes and Related Fields 2 Lithuanian Mathematical Transactions of the Academy of Sciences of the Lithuanian SSR 1 Communications in Mathematical Physics 1 Journal of Mathematical Analysis and Applications 1 The Annals of Probability 1 The Annals of Statistics 1 Journal of Econometrics 1 Journal of Soviet Mathematics 1 Probability and Mathematical Statistics 1 Journal of Theoretical Probability 1 Applications of Mathematics 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Theory of Probability and Mathematical Statistics 1 The Journal of Fourier Analysis and Applications 1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 Statistical Inference for Stochastic Processes 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Lecture Notes in Statistics 1 Electronic Journal of Statistics 1 Journal of the Indian Statistical Association all top 5 Fields 132 Probability theory and stochastic processes (60-XX) 68 Statistics (62-XX) 6 Partial differential equations (35-XX) 4 General and overarching topics; collections (00-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Fluid mechanics (76-XX) 2 Numerical analysis (65-XX) 2 Mechanics of particles and systems (70-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Quantum theory (81-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 126 Publications have been cited 1,776 times in 1,020 Documents Cited by ▼ Year ▼ A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle’s estimate. Zbl 0717.62015 Giraitis, L.; Surgailis, D. 157 1990 Large sample inference for long memory processes. Zbl 1279.62016 Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas 145 2012 CLT and other limit theorems for functionals of Gaussian processes. Zbl 0575.60024 Giraitis, L.; Surgailis, D. 90 1985 On multiple Poisson stochastic integrals and associated Markov semigroups. Zbl 0548.60058 Surgailis, D. 56 1982 Asymptotic normality of regression estimators with long memory errors. Zbl 0903.62022 Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas 53 1996 A model for long memory conditional heteroscedasticity. Zbl 1084.62516 Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas 49 2000 Central limit theorem for the empirical process of a linear sequence with long memory. Zbl 0943.60035 Giraitis, Liudas; Surgailis, Donatas 40 1999 Zones of attraction of self-similar multiple integrals. Zbl 0537.60043 Surgailis, D. 38 1983 Stratified structure of the Universe and Burgers’ equation – a probabilistic approach. Zbl 0810.60058 Albeverio, Sergio; Molchanov, Stanislav A.; Surgailis, Donatas 35 1994 Stable mixed moving averages. Zbl 0794.60026 Surgailis, Donatas; Rosinski, Jan; Mandrekar, V.; Cambanis, Stamatis 34 1993 Asymptotics of M-estimators in two-phase linear regression models. Zbl 1075.62021 Koul, Hira L.; Qian, Lianfen; Surgailis, Donatas 31 2003 ARCH-type bilinear models with double long memory. Zbl 1057.62070 Giraitis, Liudas; Surgailis, Donatas 29 2002 The change-point problem for dependent observations. Zbl 0856.62073 Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 29 1996 Asymptotic expansion of \(M\)-estimators with long-memory errors. Zbl 0885.62101 Koul, Hira L.; Surgailis, Donatas 28 1997 On attraction zones of self-similar multiple integrals. Zbl 0515.60057 Surgailis, D. 27 1982 Multivariate Appell polynomials and the central limit theorem. Zbl 0605.60031 Giraitis, L.; Surgailis, D. 26 1986 Asymptotics of weighted empirical processes of linear fields with long-range dependence. Zbl 1016.60059 Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas 24 2002 Random coefficient autoregression regime switching and long memory. Zbl 1044.62095 Leipus, Remigijus; Surgailis, Donatas 24 2003 CLTs for polynomials of linear sequences: Diagram formula with illustrations. Zbl 1032.60017 Surgailis, D. 24 2003 Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes. Zbl 1400.62194 Pilipauskaitė, Vytautė; Surgailis, Donatas 24 2014 Interpolation, correlation identities, and inequalities for infinitely divisible variables. Zbl 0924.60006 Houdré, Christian; Pérez-Abreu, Victor; Surgailis, Donatas 22 1998 Asymptotics of empirical processes of long memory moving averages with infinite variance. Zbl 1046.62089 Koul, Hira L.; Surgailis, Donatas 22 2001 Hyperbolic asymptotics in Burgers’ turbulence and extremal processes. Zbl 0818.60046 Molchanov, S. A.; Surgailis, D.; Woyczynski, W. A. 21 1995 Non-CLTs: U-statistics, multinomial formula and approximations of multiple Itô-Wiener integrals. Zbl 1034.60026 Surgailis, D. 21 2003 Recent advances in ARCH modelling. Zbl 1180.62121 Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 20 2007 Stable limits of empirical processes of moving averages with infinite variance. Zbl 1059.60044 Surgailis, Donatas 20 2002 Stable limits of sums of bounded functions of long memory moving averages with finite variance. Zbl 1076.62017 Surgailis, Donatas 20 2004 Scaling transition for long-range dependent Gaussian random fields. Zbl 1317.60062 Puplinskaitė, Donata; Surgailis, Donatas 20 2015 Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations. Zbl 1191.62154 Puplinskaitė, Donata; Surgailis, Donatas 20 2010 Nonparametric estimation of the local Hurst function of multifractional Gaussian processes. Zbl 1257.62034 Bardet, Jean-Marc; Surgailis, Donatas 20 2013 Asymptotic expansion of the empirical process of long memory moving averages. Zbl 1021.62072 Koul, Hira L.; Surgailis, Donatas 19 2002 Gibbs-Cox random fields and Burgers turbulence. Zbl 0838.60016 Funaki, T.; Surgailis, D.; Woyczynski, W. A. 17 1995 Aggregation of autoregressive random fields and anisotropic long-range dependence. Zbl 1356.60082 Puplinskaitė, Donata; Surgailis, Donatas 17 2016 Théorème de limite centrale fonctionnelle pour la fonction de répartition empirique d’un processus linéaire à mémoire courte. (Functional central limit theorem for the empirical process of short memory linear processes.) Zbl 0948.60012 Doukhan, Paul; Surgailis, Donatas 16 1998 Long-range dependence and Appell rank. Zbl 1130.60306 Surgailis, Donatas 15 2000 Measuring the roughness of random paths by increment ratios. Zbl 1248.60042 Bardet, Jean-Marc; Surgailis, Donatas 15 2011 Scaling transition for nonlinear random fields with long-range dependence. Zbl 1373.60089 Pilipauskaitė, Vytautė; Surgailis, Donatas 15 2017 Markov fields with polygonal realizations. Zbl 0638.60091 Arak, T.; Surgailis, D. 14 1989 Aggregation of random-coefficient AR(1) process with infinite variance and common innovations. Zbl 1194.60026 Puplinskaitė, D.; Surgailis, D. 14 2009 Covariance function of vector self-similar processes. Zbl 1177.60041 Lavancier, Frédéric; Philippe, Anne; Surgailis, Donatas 14 2009 Point-based polygonal models for random graphs. Zbl 0772.60036 Arak, T.; Clifford, P.; Surgailis, D. 14 1993 Variance-type estimation of long memory. Zbl 0955.62090 Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas 13 1999 \(\mathrm{ARCH}(\infty)\) models and long memory properties. Zbl 1178.91160 Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 13 2009 The large-scale structure of the universe and quasi-Voronoi tessellation of shock fronts in forced Burgers turbulence in \(\mathbb{R}^d\). Zbl 0895.60066 Molchanov, S. A.; Surgailis, D.; Woyczynski, W. A. 13 1997 Nonhomogeneous fractional integration and multifractional processes. Zbl 1131.60026 Surgailis, Donatas 12 2008 Asymptotic normality of the Whittle estimator in linear regression models with long memory errors. Zbl 0968.62050 Koul, Hira L.; Surgailis, Donatas 12 2000 Regression model fitting with a long memory covariate process. Zbl 1061.62137 Koul, Hira L.; Baillie, Richard T.; Surgailis, Donatas 12 2004 Limit theorem for polynomials of a linear process with long-range dependence. Zbl 0714.60016 Giraitis, L.; Surgailis, D. 12 1989 Anisotropic scaling of the random grain model with application to network traffic. Zbl 1351.60064 Pilipauskaitė, Vytautė; Surgailis, Donatas 12 2016 Tempered fractional Brownian and stable motions of second kind. Zbl 1380.60047 Sabzikar, Farzad; Surgailis, Donatas 12 2018 Second-order behavior of M-estimators in linear regression with long-memory errors. Zbl 0967.62040 Koul, Hira L.; Surgailis, Donatas 11 2000 Time-varying fractionally integrated processes with nonstationary long memory. Zbl 1167.60326 Philippe, A.; Surgailis, D.; Viano, M.-C. 11 2008 Consistent polygonal fields. Zbl 0725.60044 Arak, T.; Surgailis, D. 11 1991 Goodness-of-fit testing under long memory. Zbl 1233.62152 Koul, Hira L.; Surgailis, Donatas 10 2010 Moment bounds and central limit theorems for Gaussian subordinated arrays. Zbl 1262.60021 Bardet, Jean-Marc; Surgailis, Donatas 10 2013 Renewal regime switching and stable limit laws. Zbl 1337.62195 Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas 9 2005 The reduction principle for the empirical process of a long memory linear process. Zbl 1021.62073 Giraitis, Liudas; Surgailis, Donatas 9 2002 Invariance principles for tempered fractionally integrated processes. Zbl 1409.60062 Sabzikar, Farzad; Surgailis, Donatas 9 2018 On Poisson multiple stochastic integrals and associated equilibrium Markov processes. Zbl 0511.60047 Surgailis, D. 8 1983 Aggregation of the random coefficient GLARCH(1,1) process. Zbl 1202.62116 Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 8 2010 On \(L^ 2\) and non-\(L^ 2\) multiple stochastic integration. Zbl 0466.60054 Surgailis, D. 8 1981 Joint aggregation of random-coefficient AR(1) processes with common innovations. Zbl 1325.62171 Pilipauskaitė, Vytautė; Surgailis, Donatas 8 2015 A goodness-of-fit test for marginal distribution of linear random fields with long memory. Zbl 1330.62176 Koul, Hira L.; Mimoto, Nao; Surgailis, Donatas 8 2016 Dependence in probability and statistics. Zbl 1196.60011 8 2010 Discrete-time trawl processes. Zbl 1488.60243 Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas 8 2019 Long memory shot noises and limit theorems with application to Burgers’ equation. Zbl 0771.60019 Giraitis, L.; Molchanov, S. A.; Surgailis, D. 7 1993 The increment ratio statistic. Zbl 1132.62074 Surgailis, Donatas; Teyssière, Gilles; Vaičiulis, Marijus 7 2008 Invariance principle for a class of non stationary processes with long memory. Zbl 1086.60506 Philippe, Anne; Surgailis, Donatas; Viano, Marie-Claude 7 2006 On the truncated anisotropic long-range percolation on \(\mathbb Z^2\). Zbl 0963.60097 Sidoravicius, V.; Surgailis, D.; Vares, M. E. 7 1999 Convergence of sums of nonlinear functions of moving averages to selfsimilar processes. Zbl 0472.60021 Surgailis, D. 7 1981 Detection of nonconstant long memory parameter. Zbl 1290.62062 Lavancier, Frédéric; Leipus, Remigijus; Philippe, Anne; Surgailis, Donatas 7 2013 The thermodynamic limit of polygonal models. Zbl 0719.60118 Surgailis, D. 6 1991 On the Markov property of a class of linear infinitely divisible fields. Zbl 0419.60059 Surgailis, D. 6 1979 Burgers’ equation with non-local shot noise data. Zbl 0804.60049 Surgailis, Donatas; Woyczynski, Wojbor A. 6 1994 Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\). Zbl 1478.60157 Surgailis, Donatas 6 2019 A two-sample test for comparison of long memory parameters. Zbl 1352.62041 Lavancier, Frédéric; Philippe, Anne; Surgailis, Donatas 6 2010 Goodness-of-fit tests for long memory moving average marginal density. Zbl 1256.62051 Koul, Hira L.; Mimoto, Nao; Surgailis, Donatas 6 2013 A quadratic ARCH \((\infty)\) model with long memory and Lévy stable behavior of squares. Zbl 1168.62085 Surgailis, Donatas 5 2008 On infinitely divisible self-similar random fields. Zbl 0458.60052 Surgailis, D. 5 1981 Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes. Zbl 1301.62092 Philippe, Anne; Puplinskaite, Donata; Surgailis, Donatas 5 2014 Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance. Zbl 1446.62248 Pilipauskaitė, Vytautė; Skorniakov, Viktor; Surgailis, Donatas 5 2020 Scaling limits of solutions of Burgers’ equation with singular Gaussian initial data. Zbl 0849.35122 Surgailis, Donatas; Woyczyński, Wojbor A. 4 1994 On some classes of self-singular random fields. Zbl 0475.60035 Bentkus, V.; Surgailis, D. 4 1981 On the multiple stable integral. Zbl 0574.60061 Surgailis, D. 4 1985 Sample covariances of random-coefficient AR(1) panel model. Zbl 1440.62336 Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas 4 2019 A nonlinear model for long-memory conditional heteroscedasticity. Zbl 1350.60032 Doukhan, Paul; Grublyt, Ieva; Surgailis, Donatas 4 2016 Almost periodically correlated processes with long memory. Zbl 1332.62339 Philippe, Anne; Surgailis, Donatas; Viano, Marie-Claude 3 2006 Limit theorems for a random walk in a random environment. Zbl 0585.60068 Astrauskas, A.; Surgailis, D. 3 1985 Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory. Zbl 1073.60036 Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas; Viano, Marie-Claude 3 2005 On the innovation problem for Gaussian Markov random fields. Zbl 0393.60053 Dobrushin, R. L.; Surgailis, D. 3 1979 Long range prediction and scaling limit for statistical solutions of the Burgers’ equation. Zbl 0806.35164 Surgailis, D.; Woyczyński, W. A. 3 1993 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 3 2017 Robust estimators in regression models with long memory errors. Zbl 1027.62055 Koul, H. L.; Surgailis, D. 3 2003 Anisotropic scaling limits of long-range dependent random fields. Zbl 1456.60123 Surgailis, Donatas 3 2019 Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\). Zbl 1454.60069 Surgailis, Donatas 3 2020 Stationary integrated ARCH(\(\infty\)) and AR(\(\infty\)) processes with finite variance. Zbl 1406.62095 Giraitis, Liudas; Surgailis, Donatas; Škarnulis, Andrius 3 2018 Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory. Zbl 1116.62088 Bružaitė, Kristina; Surgailis, Donatas; Vaičiulis, Marijus 2 2007 On long-range dependence in regenerative processes based on a general ON/OFF scheme. Zbl 1139.60044 Leipus, Remigijus; Surgailis, Donatas 2 2007 Randomly fractionally integrated processes. Zbl 1144.60026 Doukhan, P.; Lang, G.; Surgailis, D. 2 2007 Convergence of Appell polynomials of long range dependent moving averages in martingale differences. Zbl 0947.60026 Surgailis, Donatas; Vaičiulis, Marius 2 1999 Scaling limits of linear random fields on \(\mathbb{Z}^2\) with general dependence axis. Zbl 1469.60167 Pilipauskaitė, Vytautė; Surgailis, Donatas 2 2021 Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance. Zbl 1446.62248 Pilipauskaitė, Vytautė; Skorniakov, Viktor; Surgailis, Donatas 5 2020 Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\). Zbl 1454.60069 Surgailis, Donatas 3 2020 Estimating long memory in panel random-coefficient AR(1) data. Zbl 1448.62062 Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas 2 2020 Discrete-time trawl processes. Zbl 1488.60243 Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas 8 2019 Anisotropic scaling limits of long-range dependent linear random fields on \(\mathbb{Z}^3\). Zbl 1478.60157 Surgailis, Donatas 6 2019 Sample covariances of random-coefficient AR(1) panel model. Zbl 1440.62336 Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas 4 2019 Anisotropic scaling limits of long-range dependent random fields. Zbl 1456.60123 Surgailis, Donatas 3 2019 Tempered fractional Brownian and stable motions of second kind. Zbl 1380.60047 Sabzikar, Farzad; Surgailis, Donatas 12 2018 Invariance principles for tempered fractionally integrated processes. Zbl 1409.60062 Sabzikar, Farzad; Surgailis, Donatas 9 2018 Stationary integrated ARCH(\(\infty\)) and AR(\(\infty\)) processes with finite variance. Zbl 1406.62095 Giraitis, Liudas; Surgailis, Donatas; Škarnulis, Andrius 3 2018 Asymptotic distributions of some scale estimators in nonlinear models with long memory errors having infinite variance. Zbl 1395.62033 Koul, Hira L.; Surgailis, Donatas 1 2018 Scaling transition for nonlinear random fields with long-range dependence. Zbl 1373.60089 Pilipauskaitė, Vytautė; Surgailis, Donatas 15 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 3 2017 QMLE for quadratic ARCH model with long memory. Zbl 1367.62061 Grublytė, Ieva; Surgailis, Donatas; Škarnulis, Andrius 2 2017 Aggregation of autoregressive random fields and anisotropic long-range dependence. Zbl 1356.60082 Puplinskaitė, Donata; Surgailis, Donatas 17 2016 Anisotropic scaling of the random grain model with application to network traffic. Zbl 1351.60064 Pilipauskaitė, Vytautė; Surgailis, Donatas 12 2016 A goodness-of-fit test for marginal distribution of linear random fields with long memory. Zbl 1330.62176 Koul, Hira L.; Mimoto, Nao; Surgailis, Donatas 8 2016 A nonlinear model for long-memory conditional heteroscedasticity. Zbl 1350.60032 Doukhan, Paul; Grublyt, Ieva; Surgailis, Donatas 4 2016 Scaling transition for long-range dependent Gaussian random fields. Zbl 1317.60062 Puplinskaitė, Donata; Surgailis, Donatas 20 2015 Joint aggregation of random-coefficient AR(1) processes with common innovations. Zbl 1325.62171 Pilipauskaitė, Vytautė; Surgailis, Donatas 8 2015 Minimum distance lack-of-fit tests under long memory errors. Zbl 1333.62201 Koul, Hira; Surgailis, Donatas; Mimoto, Nao 1 2015 Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes. Zbl 1400.62194 Pilipauskaitė, Vytautė; Surgailis, Donatas 24 2014 Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes. Zbl 1301.62092 Philippe, Anne; Puplinskaite, Donata; Surgailis, Donatas 5 2014 Projective stochastic equations and nonlinear long memory. Zbl 1305.60026 Grublytė, Ieva; Surgailis, Donatas 1 2014 Aggregation and long memory: recent developments. Zbl 1462.62539 Leipus, Remigijus; Philippe, Anne; Puplinskaitė, Donata; Surgailis, Donatas 1 2014 Nonparametric estimation of the local Hurst function of multifractional Gaussian processes. Zbl 1257.62034 Bardet, Jean-Marc; Surgailis, Donatas 20 2013 Moment bounds and central limit theorems for Gaussian subordinated arrays. Zbl 1262.60021 Bardet, Jean-Marc; Surgailis, Donatas 10 2013 Detection of nonconstant long memory parameter. Zbl 1290.62062 Lavancier, Frédéric; Leipus, Remigijus; Philippe, Anne; Surgailis, Donatas 7 2013 Goodness-of-fit tests for long memory moving average marginal density. Zbl 1256.62051 Koul, Hira L.; Mimoto, Nao; Surgailis, Donatas 6 2013 Asymptotics of partial sums of linear processes with changing memory parameter. Zbl 1278.60065 Leipus, Remigijus; Surgailis, Donatas 2 2013 Large sample inference for long memory processes. Zbl 1279.62016 Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas 145 2012 Measuring the roughness of random paths by increment ratios. Zbl 1248.60042 Bardet, Jean-Marc; Surgailis, Donatas 15 2011 Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations. Zbl 1191.62154 Puplinskaitė, Donata; Surgailis, Donatas 20 2010 Goodness-of-fit testing under long memory. Zbl 1233.62152 Koul, Hira L.; Surgailis, Donatas 10 2010 Aggregation of the random coefficient GLARCH(1,1) process. Zbl 1202.62116 Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 8 2010 Dependence in probability and statistics. Zbl 1196.60011 8 2010 A two-sample test for comparison of long memory parameters. Zbl 1352.62041 Lavancier, Frédéric; Philippe, Anne; Surgailis, Donatas 6 2010 Aggregation of random-coefficient AR(1) process with infinite variance and common innovations. Zbl 1194.60026 Puplinskaitė, D.; Surgailis, D. 14 2009 Covariance function of vector self-similar processes. Zbl 1177.60041 Lavancier, Frédéric; Philippe, Anne; Surgailis, Donatas 14 2009 \(\mathrm{ARCH}(\infty)\) models and long memory properties. Zbl 1178.91160 Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 13 2009 Nonhomogeneous fractional integration and multifractional processes. Zbl 1131.60026 Surgailis, Donatas 12 2008 Time-varying fractionally integrated processes with nonstationary long memory. Zbl 1167.60326 Philippe, A.; Surgailis, D.; Viano, M.-C. 11 2008 The increment ratio statistic. Zbl 1132.62074 Surgailis, Donatas; Teyssière, Gilles; Vaičiulis, Marijus 7 2008 A quadratic ARCH \((\infty)\) model with long memory and Lévy stable behavior of squares. Zbl 1168.62085 Surgailis, Donatas 5 2008 Testing a sub-hypothesis in linear regression models with long memory covariates and errors. Zbl 1198.62099 Koul, Hira L.; Surgailis, Donatas 2 2008 On the rate of approximation in limit theorems for sums of moving averages. Zbl 1152.60041 Paulauskas, V.; Surgailis, D. 1 2008 Recent advances in ARCH modelling. Zbl 1180.62121 Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 20 2007 Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory. Zbl 1116.62088 Bružaitė, Kristina; Surgailis, Donatas; Vaičiulis, Marijus 2 2007 On long-range dependence in regenerative processes based on a general ON/OFF scheme. Zbl 1139.60044 Leipus, Remigijus; Surgailis, Donatas 2 2007 Randomly fractionally integrated processes. Zbl 1144.60026 Doukhan, P.; Lang, G.; Surgailis, D. 2 2007 \(\mathrm{GARCH}(1,1)\) process can have arbitrarily heavy power tails. Zbl 1129.62079 Klivečka, A.; Surgailis, D. 1 2007 Invariance principle for a class of non stationary processes with long memory. Zbl 1086.60506 Philippe, Anne; Surgailis, Donatas; Viano, Marie-Claude 7 2006 Almost periodically correlated processes with long memory. Zbl 1332.62339 Philippe, Anne; Surgailis, Donatas; Viano, Marie-Claude 3 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 2 2006 Renewal regime switching and stable limit laws. Zbl 1337.62195 Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas 9 2005 Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory. Zbl 1073.60036 Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas; Viano, Marie-Claude 3 2005 Stable limits of sums of bounded functions of long memory moving averages with finite variance. Zbl 1076.62017 Surgailis, Donatas 20 2004 Regression model fitting with a long memory covariate process. Zbl 1061.62137 Koul, Hira L.; Baillie, Richard T.; Surgailis, Donatas 12 2004 Asymptotics of M-estimators in two-phase linear regression models. Zbl 1075.62021 Koul, Hira L.; Qian, Lianfen; Surgailis, Donatas 31 2003 Random coefficient autoregression regime switching and long memory. Zbl 1044.62095 Leipus, Remigijus; Surgailis, Donatas 24 2003 CLTs for polynomials of linear sequences: Diagram formula with illustrations. Zbl 1032.60017 Surgailis, D. 24 2003 Non-CLTs: U-statistics, multinomial formula and approximations of multiple Itô-Wiener integrals. Zbl 1034.60026 Surgailis, D. 21 2003 Robust estimators in regression models with long memory errors. Zbl 1027.62055 Koul, H. L.; Surgailis, D. 3 2003 Limit theorems for the Burgers equation initialized by data with long-range dependence. Zbl 1049.60022 Surgailis, D.; Woyczyński, W. A. 2 2003 ARCH-type bilinear models with double long memory. Zbl 1057.62070 Giraitis, Liudas; Surgailis, Donatas 29 2002 Asymptotics of weighted empirical processes of linear fields with long-range dependence. Zbl 1016.60059 Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas 24 2002 Stable limits of empirical processes of moving averages with infinite variance. Zbl 1059.60044 Surgailis, Donatas 20 2002 Asymptotic expansion of the empirical process of long memory moving averages. Zbl 1021.62072 Koul, Hira L.; Surgailis, Donatas 19 2002 The reduction principle for the empirical process of a long memory linear process. Zbl 1021.62073 Giraitis, Liudas; Surgailis, Donatas 9 2002 Asymptotics of empirical processes of long memory moving averages with infinite variance. Zbl 1046.62089 Koul, Hira L.; Surgailis, Donatas 22 2001 A model for long memory conditional heteroscedasticity. Zbl 1084.62516 Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas 49 2000 Long-range dependence and Appell rank. Zbl 1130.60306 Surgailis, Donatas 15 2000 Asymptotic normality of the Whittle estimator in linear regression models with long memory errors. Zbl 0968.62050 Koul, Hira L.; Surgailis, Donatas 12 2000 Second-order behavior of M-estimators in linear regression with long-memory errors. Zbl 0967.62040 Koul, Hira L.; Surgailis, Donatas 11 2000 Central limit theorem for the empirical process of a linear sequence with long memory. Zbl 0943.60035 Giraitis, Liudas; Surgailis, Donatas 40 1999 Variance-type estimation of long memory. Zbl 0955.62090 Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas 13 1999 On the truncated anisotropic long-range percolation on \(\mathbb Z^2\). Zbl 0963.60097 Sidoravicius, V.; Surgailis, D.; Vares, M. E. 7 1999 Convergence of Appell polynomials of long range dependent moving averages in martingale differences. Zbl 0947.60026 Surgailis, Donatas; Vaičiulis, Marius 2 1999 Poisson broken lines process and its application to Bernoulli first passage percolation. Zbl 0946.60090 Sidoravicius, V.; Vares, M. E.; Surgailis, D. 1 1999 Interpolation, correlation identities, and inequalities for infinitely divisible variables. Zbl 0924.60006 Houdré, Christian; Pérez-Abreu, Victor; Surgailis, Donatas 22 1998 Théorème de limite centrale fonctionnelle pour la fonction de répartition empirique d’un processus linéaire à mémoire courte. (Functional central limit theorem for the empirical process of short memory linear processes.) Zbl 0948.60012 Doukhan, Paul; Surgailis, Donatas 16 1998 Asymptotic expansion of \(M\)-estimators with long-memory errors. Zbl 0885.62101 Koul, Hira L.; Surgailis, Donatas 28 1997 The large-scale structure of the universe and quasi-Voronoi tessellation of shock fronts in forced Burgers turbulence in \(\mathbb{R}^d\). Zbl 0895.60066 Molchanov, S. A.; Surgailis, D.; Woyczynski, W. A. 13 1997 Asymptotic normality of regression estimators with long memory errors. Zbl 0903.62022 Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas 53 1996 The change-point problem for dependent observations. Zbl 0856.62073 Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas 29 1996 Intermediate asymptotics of statistical solutions of Burgers’ equation. Zbl 0854.35133 Surgailis, Donatas 1 1996 Hyperbolic asymptotics in Burgers’ turbulence and extremal processes. Zbl 0818.60046 Molchanov, S. A.; Surgailis, D.; Woyczynski, W. A. 21 1995 Gibbs-Cox random fields and Burgers turbulence. Zbl 0838.60016 Funaki, T.; Surgailis, D.; Woyczynski, W. A. 17 1995 Stratified structure of the Universe and Burgers’ equation – a probabilistic approach. Zbl 0810.60058 Albeverio, Sergio; Molchanov, Stanislav A.; Surgailis, Donatas 35 1994 Burgers’ equation with non-local shot noise data. Zbl 0804.60049 Surgailis, Donatas; Woyczynski, Wojbor A. 6 1994 Scaling limits of solutions of Burgers’ equation with singular Gaussian initial data. Zbl 0849.35122 Surgailis, Donatas; Woyczyński, Wojbor A. 4 1994 Stable mixed moving averages. Zbl 0794.60026 Surgailis, Donatas; Rosinski, Jan; Mandrekar, V.; Cambanis, Stamatis 34 1993 Point-based polygonal models for random graphs. Zbl 0772.60036 Arak, T.; Clifford, P.; Surgailis, D. 14 1993 Long memory shot noises and limit theorems with application to Burgers’ equation. Zbl 0771.60019 Giraitis, L.; Molchanov, S. A.; Surgailis, D. 7 1993 Long range prediction and scaling limit for statistical solutions of the Burgers’ equation. Zbl 0806.35164 Surgailis, D.; Woyczyński, W. A. 3 1993 Some Euclidean integer-valued random fields with Markov properties. Zbl 0782.60074 Albeverio, Sergio; Høegh-Krohn, Raphael; Surgailis, Donatas 1 1992 Consistent polygonal fields. Zbl 0725.60044 Arak, T.; Surgailis, D. 11 1991 The thermodynamic limit of polygonal models. Zbl 0719.60118 Surgailis, D. 6 1991 On shot noise processes attracted to fractional Lévy motion. Zbl 0724.60047 Giraitis, L.; Surgailis, D. 1 1991 ...and 26 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,024 Authors 78 Surgailis, Donatas 40 Taqqu, Murad S. 36 Giraitis, Liudas 28 Leonenko, Nikolai N. 25 Beran, Jan 23 Koul, Hira Lal 22 Peccati, Giovanni 18 Doukhan, Paul 18 Leipus, Remigijus 15 Bai, Shuyang 15 Ginovyan, Mamikon S. 15 Nourdin, Ivan 15 Robinson, Peter Michael 14 Bardet, Jean-Marc 14 Marinucci, Domenico 13 Philippe, Anne 13 Sabzikar, Farzad 12 Kokoszka, Piotr S. 12 Paulauskas, Vygantas Ionovič 12 Wang, Lihong 12 Wu, Wei Biao 11 Kulik, Rafał 11 Pilipauskaitė, Vytautė 10 Anh, Vo V. 10 Hidalgo, Javier 10 Houdré, Christian 10 Roy, Parthanil 10 Sahakyan, Artur A. 10 Thavaneswaran, Aerambamoorthy 9 Appadoo, Srimantoorao S. 9 Didier, Gustavo 9 Ghosh, Sucharita 9 Kondrat’yev, Yuriĭ Grygorovych 9 Nualart, David 9 Privault, Nicolas 9 Samorodnitsky, Gennady Pinkhosovich 8 Schreiber, Tomasz 8 Soulier, Philippe 7 Chan, Ngai Hang 7 Ho, Hwai-Chung 7 Horváth, Lajos 7 Lavancier, Frédéric 7 Olenko, Andriy Yakovych 7 Pap, Gyula 7 Pipiras, Vladas 7 Podolskij, Mark 7 Ruiz-Medina, María Dolores 7 Sang, Hailin 7 Wang, Yizao 7 Woyczynski, Wojbor A. 6 Ayache, Antoine 6 Barczy, Mátyás 6 Basse-O’Connor, Andreas 6 Dedecker, Jérôme 6 Ivanov, Aleksandr Vladimirovich 6 Lytvynov, Eugene W. 6 Nedényi, Fanni K. 6 Sakhno, Lyudmyla Mykhaĭlivna 6 Thäle, Christoph 6 Tudor, Ciprian A. 6 Veraart, Almut E. D. 6 Xiao, Yimin 5 Albeverio, Sergio A. 5 Berkes, István 5 Ciuperca, Gabriela 5 Damarackas, Julius 5 de Lima, Bernardo N. B. 5 Finkelshteĭn, Dmitriĭ Leonidovich 5 Gao, Jiti 5 Grahovac, Danijel 5 Mikosch, Thomas 5 Nielsen, Morten Ørregaard 5 Pommeret, Denys 5 Puplinskaitė, Donata 5 Rásonyi, Miklós 5 Rosiński, Jan 5 Schulte, Matthias 5 Subba Rao, Suhasini 5 Vaičiulis, Marijus 5 Wang, Qiying 4 Astrauskas, Arvydas 4 Ben Hariz, Samir 4 Feng, Yuanhua 4 Gontis, Vygintas 4 Grublytė, Ieva 4 Honda, Toshio 4 Hörmann, Siegfried 4 Hsing, Tailen 4 Hu, Hongchang 4 Hualde, Javier 4 Hurvich, Clifford M. 4 Hušková, Marie 4 Ivanoff, B. Gail 4 Jakubowski, Adam 4 Lahiri, Soumendra Nath 4 Lang, Gabriel 4 Last, Günter 4 Li, Degui 4 Mielniczuk, Jan 4 Mishura, Yuliya Stepanivna ...and 924 more Authors all top 5 Cited in 175 Serials 82 Stochastic Processes and their Applications 53 Statistics & Probability Letters 45 Journal of Time Series Analysis 44 Lithuanian Mathematical Journal 44 Journal of Econometrics 40 The Annals of Statistics 39 Bernoulli 37 Journal of Statistical Planning and Inference 29 The Annals of Probability 27 Journal of Theoretical Probability 23 Journal of Multivariate Analysis 23 Probability Theory and Related Fields 23 Econometric Theory 19 Journal of Statistical Physics 19 Electronic Journal of Statistics 17 Journal of Applied Probability 16 Statistical Inference for Stochastic Processes 14 Advances in Applied Probability 14 Annals of the Institute of Statistical Mathematics 13 Communications in Statistics. 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Simulation and Computation 5 Journal of Statistical Computation and Simulation 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Chaos, Solitons and Fractals 4 Stochastic Analysis and Applications 4 Econometric Reviews 4 Applied Mathematics Letters 4 Methodology and Computing in Applied Probability 4 Stochastics and Dynamics 4 Statistical Methods and Applications 4 ALEA. Latin American Journal of Probability and Mathematical Statistics 4 Probability Surveys 3 Computers & Mathematics with Applications 3 Mathematical Methods in the Applied Sciences 3 Mathematical Notes 3 Physica A 3 Ukrainian Mathematical Journal 3 Probability and Mathematical Statistics 3 Statistical Science 3 Economics Letters 3 Applied and Computational Harmonic Analysis 3 Fractals 3 Electronic Communications in Probability 3 Infinite Dimensional Analysis, Quantum Probability and Related Topics 3 Australian & New Zealand Journal of Statistics 3 Extremes 3 Acta Mathematica Sinica. English Series 3 Quantitative Finance 3 Journal of Statistical Theory and Practice 3 Modern Stochastics. Theory and Applications 2 Theory of Probability and its Applications 2 Applied Mathematics and Computation 2 Proceedings of the American Mathematical Society 2 Transactions of the American Mathematical Society 2 Physica D 2 Journal of Economic Dynamics & Control 2 Queueing Systems 2 Computational Statistics 2 Journal of Mathematical Sciences (New York) 2 Annales Mathématiques Blaise Pascal 2 Random Operators and Stochastic Equations 2 Journal of Inequalities and Applications 2 Studies in Nonlinear Dynamics and Econometrics 2 Journal of Applied Statistics 2 Communications in Nonlinear Science and Numerical Simulation 2 Scandinavian Actuarial Journal 2 Stochastic Models 2 Journal of Machine Learning Research (JMLR) 2 Journal of Statistical Mechanics: Theory and Experiment 2 Journal of Physics A: Mathematical and Theoretical 2 AStA. Advances in Statistical Analysis 2 The Annals of Applied Statistics 2 Statistics and Computing 2 Journal of Time Series Econometrics 1 International Journal of Modern Physics B 1 The Canadian Journal of Statistics 1 Communications on Pure and Applied Mathematics 1 Indian Journal of Pure & Applied Mathematics 1 Inverse Problems ...and 75 more Serials all top 5 Cited in 43 Fields 660 Probability theory and stochastic processes (60-XX) 595 Statistics (62-XX) 71 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 53 Numerical analysis (65-XX) 37 Statistical mechanics, structure of matter (82-XX) 35 Partial differential equations (35-XX) 23 Harmonic analysis on Euclidean spaces (42-XX) 22 Dynamical systems and ergodic theory (37-XX) 10 Real functions (26-XX) 9 Measure and integration (28-XX) 9 Functional analysis (46-XX) 8 Special functions (33-XX) 8 Operator theory (47-XX) 8 Fluid mechanics (76-XX) 8 Biology and other natural sciences (92-XX) 6 Ordinary differential equations (34-XX) 6 Quantum theory (81-XX) 5 Combinatorics (05-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Difference and functional equations (39-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 4 Convex and discrete geometry (52-XX) 4 Astronomy and astrophysics (85-XX) 3 Integral equations (45-XX) 3 Computer science (68-XX) 3 Relativity and gravitational theory (83-XX) 3 Geophysics (86-XX) 2 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 2 Group theory and generalizations (20-XX) 2 Differential geometry (53-XX) 2 Operations research, mathematical programming (90-XX) 2 Systems theory; control (93-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Number theory (11-XX) 1 Functions of a complex variable (30-XX) 1 Approximations and expansions (41-XX) 1 Abstract harmonic analysis (43-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year