## Surgailis, Donatas

Compute Distance To:
 Author ID: surgailis.donatas Published as: Surgailis, Donatas; Surgailis, D.; Surgailis, D. G.; Surgajlis, D. External Links: MGP · ResearchGate · Math-Net.Ru · dblp
 Documents Indexed: 156 Publications since 1969, including 2 Books 5 Contributions as Editor Co-Authors: 55 Co-Authors with 119 Joint Publications 1,696 Co-Co-Authors
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### Co-Authors

 38 single-authored 22 Giraitis, Liudas 18 Koul, Hira Lal 15 Leipus, Remigijus 11 Philippe, Anne 9 Pilipauskaitė, Vytautė 8 Arak, Taivo 8 Paulauskas, Vygantas Ionovič 8 Woyczynski, Wojbor A. 7 Doukhan, Paul 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 Lavancier, Frédéric 3 Mimoto, Nao 3 Sabzikar, Farzad 3 Vaičiulis, Marijus 2 Albeverio, Sergio A. 2 Banys, Rimas 2 Bentkus, Vidmants-Kastytis 2 Grublytė, Ieva 2 Robinson, Peter Michael 2 Škarnulis, Andrius 2 Teyssière, Gilles 1 Astrauskas, Arvydas 1 Baillie, Richard T. 1 Beran, Jan 1 Bružaitė, Kristina 1 Cambanis, Stamatis 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 Jakubowski, Adam 1 Klivečka, A. 1 Kubilius, Kȩstutis 1 Lopes, Sílvia R. C. 1 Mackevičius, Vigirdas 1 Mandrekar, Vidyadhar S. 1 Mikulevicius, Remigijus 1 Pérez-Abreu Carrión, Víctor M. 1 Qian, Lianfen 1 Rolla, Leonardo T. 1 Rosiński, Jan 1 Shiryaev, Al’bert Nikolaevich 1 Skorniakov, Viktor 1 Telkmann, Klaus
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### 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 Econometric Theory 3 Metrika 3 The Annals of Applied Probability 3 Bernoulli 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 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
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### Fields

 129 Probability theory and stochastic processes (60-XX) 67 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)

### Citations contained in zbMATH Open

120 Publications have been cited 1,575 times in 903 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.
1990
Large sample inference for long memory processes. Zbl 1279.62016
Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas
2012
CLT and other limit theorems for functionals of Gaussian processes. Zbl 0575.60024
Giraitis, L.; Surgailis, D.
1985
Asymptotic normality of regression estimators with long memory errors. Zbl 0903.62022
Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas
1996
On multiple Poisson stochastic integrals and associated Markov semigroups. Zbl 0548.60058
Surgailis, D.
1982
A model for long memory conditional heteroscedasticity. Zbl 1084.62516
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas
2000
Central limit theorem for the empirical process of a linear sequence with long memory. Zbl 0943.60035
Giraitis, Liudas; Surgailis, Donatas
1999
Zones of attraction of self-similar multiple integrals. Zbl 0537.60043
Surgailis, D.
1983
Stable mixed moving averages. Zbl 0794.60026
Surgailis, Donatas; Rosinski, Jan; Mandrekar, V.; Cambanis, Stamatis
1993
Stratified structure of the Universe and Burgers’ equation – a probabilistic approach. Zbl 0810.60058
Albeverio, Sergio; Molchanov, Stanislav A.; Surgailis, Donatas
1994
Asymptotic expansion of $$M$$-estimators with long-memory errors. Zbl 0885.62101
Koul, Hira L.; Surgailis, Donatas
1997
ARCH-type bilinear models with double long memory. Zbl 1057.62070
Giraitis, Liudas; Surgailis, Donatas
2002
The change-point problem for dependent observations. Zbl 0856.62073
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
1996
Asymptotics of M-estimators in two-phase linear regression models. Zbl 1075.62021
Koul, Hira L.; Qian, Lianfen; Surgailis, Donatas
2003
Multivariate Appell polynomials and the central limit theorem. Zbl 0605.60031
Giraitis, L.; Surgailis, D.
1986
Asymptotics of weighted empirical processes of linear fields with long-range dependence. Zbl 1016.60059
Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas
2002
CLTs for polynomials of linear sequences: Diagram formula with illustrations. Zbl 1032.60017
Surgailis, D.
2003
On attraction zones of self-similar multiple integrals. Zbl 0515.60057
Surgailis, D.
1982
Random coefficient autoregression regime switching and long memory. Zbl 1044.62095
Leipus, Remigijus; Surgailis, Donatas
2003
Asymptotics of empirical processes of long memory moving averages with infinite variance. Zbl 1046.62089
Koul, Hira L.; Surgailis, Donatas
2001
Hyperbolic asymptotics in Burgers’ turbulence and extremal processes. Zbl 0818.60046
Molchanov, S. A.; Surgailis, D.; Woyczynski, W. A.
1995
Non-CLTs: U-statistics, multinomial formula and approximations of multiple Itô-Wiener integrals. Zbl 1034.60026
Surgailis, D.
2003
Asymptotic expansion of the empirical process of long memory moving averages. Zbl 1021.62072
Koul, Hira L.; Surgailis, Donatas
2002
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes. Zbl 1400.62194
Pilipauskaitė, Vytautė; Surgailis, Donatas
2014
Recent advances in ARCH modelling. Zbl 1180.62121
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
2007
Interpolation, correlation identities, and inequalities for infinitely divisible variables. Zbl 0924.60006
Houdré, Christian; Pérez-Abreu, Victor; Surgailis, Donatas
1998
Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations. Zbl 1191.62154
Puplinskaitė, Donata; Surgailis, Donatas
2010
Scaling transition for long-range dependent Gaussian random fields. Zbl 1317.60062
Puplinskaitė, Donata; Surgailis, Donatas
2015
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
1998
Gibbs-Cox random fields and Burgers turbulence. Zbl 0838.60016
Funaki, T.; Surgailis, D.; Woyczynski, W. A.
1995
Stable limits of sums of bounded functions of long memory moving averages with finite variance. Zbl 1076.62017
Surgailis, Donatas
2004
Stable limits of empirical processes of moving averages with infinite variance. Zbl 1059.60044
Surgailis, Donatas
2002
Point-based polygonal models for random graphs. Zbl 0772.60036
Arak, T.; Clifford, P.; Surgailis, D.
1993
Nonparametric estimation of the local Hurst function of multifractional Gaussian processes. Zbl 1257.62034
Bardet, Jean-Marc; Surgailis, Donatas
2013
Markov fields with polygonal realizations. Zbl 0638.60091
Arak, T.; Surgailis, D.
1989
Aggregation of random-coefficient AR(1) process with infinite variance and common innovations. Zbl 1194.60026
Puplinskaitė, D.; Surgailis, D.
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.
1997
Long-range dependence and Appell rank. Zbl 1130.60306
Surgailis, Donatas
2000
Aggregation of autoregressive random fields and anisotropic long-range dependence. Zbl 1356.60082
Puplinskaitė, Donata; Surgailis, Donatas
2016
Measuring the roughness of random paths by increment ratios. Zbl 1248.60042
Bardet, Jean-Marc; Surgailis, Donatas
2011
Limit theorem for polynomials of a linear process with long-range dependence. Zbl 0714.60016
Giraitis, L.; Surgailis, D.
1989
Asymptotic normality of the Whittle estimator in linear regression models with long memory errors. Zbl 0968.62050
Koul, Hira L.; Surgailis, Donatas
2000
Covariance function of vector self-similar processes. Zbl 1177.60041
Lavancier, Frédéric; Philippe, Anne; Surgailis, Donatas
2009
$$\mathrm{ARCH}(\infty)$$ models and long memory properties. Zbl 1178.91160
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
2009
Regression model fitting with a long memory covariate process. Zbl 1061.62137
Koul, Hira L.; Baillie, Richard T.; Surgailis, Donatas
2004
Consistent polygonal fields. Zbl 0725.60044
Arak, T.; Surgailis, D.
1991
Second-order behavior of M-estimators in linear regression with long-memory errors. Zbl 0967.62040
Koul, Hira L.; Surgailis, Donatas
2000
Scaling transition for nonlinear random fields with long-range dependence. Zbl 1373.60089
Pilipauskaitė, Vytautė; Surgailis, Donatas
2017
Tempered fractional Brownian and stable motions of second kind. Zbl 1380.60047
2018
Time-varying fractionally integrated processes with nonstationary long memory. Zbl 1167.60326
Philippe, A.; Surgailis, D.; Viano, M.-C.
2008
Goodness-of-fit testing under long memory. Zbl 1233.62152
Koul, Hira L.; Surgailis, Donatas
2010
Variance-type estimation of long memory. Zbl 0955.62090
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas
1999
Renewal regime switching and stable limit laws. Zbl 1337.62195
Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas
2005
Anisotropic scaling of the random grain model with application to network traffic. Zbl 1351.60064
Pilipauskaitė, Vytautė; Surgailis, Donatas
2016
The reduction principle for the empirical process of a long memory linear process. Zbl 1021.62073
Giraitis, Liudas; Surgailis, Donatas
2002
Moment bounds and central limit theorems for Gaussian subordinated arrays. Zbl 1262.60021
Bardet, Jean-Marc; Surgailis, Donatas
2013
Aggregation of the random coefficient GLARCH(1,1) process. Zbl 1202.62116
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
2010
Invariance principles for tempered fractionally integrated processes. Zbl 1409.60062
2018
Invariance principle for a class of non stationary processes with long memory. Zbl 1086.60506
Philippe, Anne; Surgailis, Donatas; Viano, Marie-Claude
2006
Long memory shot noises and limit theorems with application to Burgers’ equation. Zbl 0771.60019
Giraitis, L.; Molchanov, S. A.; Surgailis, D.
1993
Convergence of sums of nonlinear functions of moving averages to selfsimilar processes. Zbl 0472.60021
Surgailis, D.
1981
Nonhomogeneous fractional integration and multifractional processes. Zbl 1131.60026
Surgailis, Donatas
2008
Discrete-time trawl processes. Zbl 07062617
Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas
2019
On the Markov property of a class of linear infinitely divisible fields. Zbl 0419.60059
Surgailis, D.
1979
The thermodynamic limit of polygonal models. Zbl 0719.60118
Surgailis, D.
1991
On Poisson multiple stochastic integrals and associated equilibrium Markov processes. Zbl 0511.60047
Surgailis, D.
1983
Burgers’ equation with non-local shot noise data. Zbl 0804.60049
Surgailis, Donatas; Woyczynski, Wojbor A.
1994
On the truncated anisotropic long-range percolation on $$\mathbb Z^2$$. Zbl 0963.60097
Sidoravicius, V.; Surgailis, D.; Vares, M. E.
1999
Joint aggregation of random-coefficient AR(1) processes with common innovations. Zbl 1325.62171
Pilipauskaitė, Vytautė; Surgailis, Donatas
2015
The increment ratio statistic. Zbl 1132.62074
Surgailis, Donatas; Teyssière, Gilles; Vaičiulis, Marijus
2008
Goodness-of-fit tests for long memory moving average marginal density. Zbl 1256.62051
Koul, Hira L.; Mimoto, Nao; Surgailis, Donatas
2013
A quadratic ARCH $$(\infty)$$ model with long memory and Lévy stable behavior of squares. Zbl 1168.62085
Surgailis, Donatas
2008
On infinitely divisible self-similar random fields. Zbl 0458.60052
Surgailis, D.
1981
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
2016
Detection of nonconstant long memory parameter. Zbl 1290.62062
Lavancier, Frédéric; Leipus, Remigijus; Philippe, Anne; Surgailis, Donatas
2013
Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes. Zbl 1301.62092
Philippe, Anne; Puplinskaite, Donata; Surgailis, Donatas
2014
Anisotropic scaling limits of long-range dependent linear random fields on $$\mathbb{Z}^3$$. Zbl 1478.60157
Surgailis, Donatas
2019
Scaling limits of solutions of Burgers’ equation with singular Gaussian initial data. Zbl 0849.35122
Surgailis, Donatas; Woyczyński, Wojbor A.
1994
On the multiple stable integral. Zbl 0574.60061
Surgailis, D.
1985
On some classes of self-singular random fields. Zbl 0475.60035
Bentkus, V.; Surgailis, D.
1981
A two-sample test for comparison of long memory parameters. Zbl 1352.62041
Lavancier, Frédéric; Philippe, Anne; Surgailis, Donatas
2010
A nonlinear model for long-memory conditional heteroscedasticity. Zbl 1350.60032
Doukhan, Paul; Grublyt, Ieva; Surgailis, Donatas
2016
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance. Zbl 1446.62248
Pilipauskaitė, Vytautė; Skorniakov, Viktor; Surgailis, Donatas
2020
Robust estimators in regression models with long memory errors. Zbl 1027.62055
Koul, H. L.; Surgailis, D.
2003
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
2005
On the innovation problem for Gaussian Markov random fields. Zbl 0393.60053
Dobrushin, R. L.; Surgailis, D.
1979
Almost periodically correlated processes with long memory. Zbl 1332.62339
Philippe, Anne; Surgailis, Donatas; Viano, Marie-Claude
2006
On $$L^ 2$$ and non-$$L^ 2$$ multiple stochastic integration. Zbl 0466.60054
Surgailis, D.
1981
Long range prediction and scaling limit for statistical solutions of the Burgers’ equation. Zbl 0806.35164
Surgailis, D.; Woyczyński, W. A.
1993
Dependence in probability and statistics. Zbl 1196.60011
2010
Sample covariances of random-coefficient AR(1) panel model. Zbl 1440.62336
Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas
2019
Limit theorems for the Burgers equation initialized by data with long-range dependence. Zbl 1049.60022
Surgailis, D.; Woyczyński, W. A.
2003
Testing a sub-hypothesis in linear regression models with long memory covariates and errors. Zbl 1198.62099
Koul, Hira L.; Surgailis, Donatas
2008
On stochastic equations in filtering of Markov processes. Zbl 0215.53601
Surgailis, D.
1970
Limit theorems for a random walk in a random environment. Zbl 0585.60068
Astrauskas, A.; Surgailis, D.
1985
Convergence of Appell polynomials of long range dependent moving averages in martingale differences. Zbl 0947.60026
Surgailis, Donatas; Vaičiulis, Marius
1999
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
2017
Asymptotics of partial sums of linear processes with changing memory parameter. Zbl 1278.60065
Leipus, Remigijus; Surgailis, Donatas
2013
Randomly fractionally integrated processes. Zbl 1144.60026
Doukhan, P.; Lang, G.; Surgailis, D.
2007
Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory. Zbl 1116.62088
Bružaitė, Kristina; Surgailis, Donatas; Vaičiulis, Marijus
2007
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance. Zbl 1446.62248
Pilipauskaitė, Vytautė; Skorniakov, Viktor; Surgailis, Donatas
2020
Scaling transition and edge effects for negatively dependent linear random fields on $$\mathbb{Z}^2$$. Zbl 1454.60069
Surgailis, Donatas
2020
Discrete-time trawl processes. Zbl 07062617
Doukhan, Paul; Jakubowski, Adam; Lopes, Silvia R. C.; Surgailis, Donatas
2019
Anisotropic scaling limits of long-range dependent linear random fields on $$\mathbb{Z}^3$$. Zbl 1478.60157
Surgailis, Donatas
2019
Sample covariances of random-coefficient AR(1) panel model. Zbl 1440.62336
Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas
2019
Anisotropic scaling limits of long-range dependent random fields. Zbl 1456.60123
Surgailis, Donatas
2019
Tempered fractional Brownian and stable motions of second kind. Zbl 1380.60047
2018
Invariance principles for tempered fractionally integrated processes. Zbl 1409.60062
2018
Stationary integrated ARCH($$\infty$$) and AR($$\infty$$) processes with finite variance. Zbl 1406.62095
Giraitis, Liudas; Surgailis, Donatas; Škarnulis, Andrius
2018
Scaling transition for nonlinear random fields with long-range dependence. Zbl 1373.60089
Pilipauskaitė, Vytautė; Surgailis, Donatas
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
2017
Aggregation of autoregressive random fields and anisotropic long-range dependence. Zbl 1356.60082
Puplinskaitė, Donata; Surgailis, Donatas
2016
Anisotropic scaling of the random grain model with application to network traffic. Zbl 1351.60064
Pilipauskaitė, Vytautė; Surgailis, Donatas
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
2016
A nonlinear model for long-memory conditional heteroscedasticity. Zbl 1350.60032
Doukhan, Paul; Grublyt, Ieva; Surgailis, Donatas
2016
Scaling transition for long-range dependent Gaussian random fields. Zbl 1317.60062
Puplinskaitė, Donata; Surgailis, Donatas
2015
Joint aggregation of random-coefficient AR(1) processes with common innovations. Zbl 1325.62171
Pilipauskaitė, Vytautė; Surgailis, Donatas
2015
Minimum distance lack-of-fit tests under long memory errors. Zbl 1333.62201
Koul, Hira; Surgailis, Donatas; Mimoto, Nao
2015
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes. Zbl 1400.62194
Pilipauskaitė, Vytautė; Surgailis, Donatas
2014
Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes. Zbl 1301.62092
Philippe, Anne; Puplinskaite, Donata; Surgailis, Donatas
2014
Projective stochastic equations and nonlinear long memory. Zbl 1305.60026
Grublytė, Ieva; Surgailis, Donatas
2014
Nonparametric estimation of the local Hurst function of multifractional Gaussian processes. Zbl 1257.62034
Bardet, Jean-Marc; Surgailis, Donatas
2013
Moment bounds and central limit theorems for Gaussian subordinated arrays. Zbl 1262.60021
Bardet, Jean-Marc; Surgailis, Donatas
2013
Goodness-of-fit tests for long memory moving average marginal density. Zbl 1256.62051
Koul, Hira L.; Mimoto, Nao; Surgailis, Donatas
2013
Detection of nonconstant long memory parameter. Zbl 1290.62062
Lavancier, Frédéric; Leipus, Remigijus; Philippe, Anne; Surgailis, Donatas
2013
Asymptotics of partial sums of linear processes with changing memory parameter. Zbl 1278.60065
Leipus, Remigijus; Surgailis, Donatas
2013
Large sample inference for long memory processes. Zbl 1279.62016
Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas
2012
Measuring the roughness of random paths by increment ratios. Zbl 1248.60042
Bardet, Jean-Marc; Surgailis, Donatas
2011
Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations. Zbl 1191.62154
Puplinskaitė, Donata; Surgailis, Donatas
2010
Goodness-of-fit testing under long memory. Zbl 1233.62152
Koul, Hira L.; Surgailis, Donatas
2010
Aggregation of the random coefficient GLARCH(1,1) process. Zbl 1202.62116
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
2010
A two-sample test for comparison of long memory parameters. Zbl 1352.62041
Lavancier, Frédéric; Philippe, Anne; Surgailis, Donatas
2010
Dependence in probability and statistics. Zbl 1196.60011
2010
Aggregation of random-coefficient AR(1) process with infinite variance and common innovations. Zbl 1194.60026
Puplinskaitė, D.; Surgailis, D.
2009
Covariance function of vector self-similar processes. Zbl 1177.60041
Lavancier, Frédéric; Philippe, Anne; Surgailis, Donatas
2009
$$\mathrm{ARCH}(\infty)$$ models and long memory properties. Zbl 1178.91160
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
2009
Time-varying fractionally integrated processes with nonstationary long memory. Zbl 1167.60326
Philippe, A.; Surgailis, D.; Viano, M.-C.
2008
Nonhomogeneous fractional integration and multifractional processes. Zbl 1131.60026
Surgailis, Donatas
2008
The increment ratio statistic. Zbl 1132.62074
Surgailis, Donatas; Teyssière, Gilles; Vaičiulis, Marijus
2008
A quadratic ARCH $$(\infty)$$ model with long memory and Lévy stable behavior of squares. Zbl 1168.62085
Surgailis, Donatas
2008
Testing a sub-hypothesis in linear regression models with long memory covariates and errors. Zbl 1198.62099
Koul, Hira L.; Surgailis, Donatas
2008
On the rate of approximation in limit theorems for sums of moving averages. Zbl 1152.60041
Paulauskas, V.; Surgailis, D.
2008
Recent advances in ARCH modelling. Zbl 1180.62121
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
2007
Randomly fractionally integrated processes. Zbl 1144.60026
Doukhan, P.; Lang, G.; Surgailis, D.
2007
Time-varying fractionally integrated processes with finite or infinite variance and nonstationary long memory. Zbl 1116.62088
Bružaitė, Kristina; Surgailis, Donatas; Vaičiulis, Marijus
2007
$$\mathrm{GARCH}(1,1)$$ process can have arbitrarily heavy power tails. Zbl 1129.62079
Klivečka, A.; Surgailis, D.
2007
On long-range dependence in regenerative processes based on a general ON/OFF scheme. Zbl 1139.60044
Leipus, Remigijus; Surgailis, Donatas
2007
Invariance principle for a class of non stationary processes with long memory. Zbl 1086.60506
Philippe, Anne; Surgailis, Donatas; Viano, Marie-Claude
2006
Almost periodically correlated processes with long memory. Zbl 1332.62339
Philippe, Anne; Surgailis, Donatas; Viano, Marie-Claude
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
2006
Renewal regime switching and stable limit laws. Zbl 1337.62195
Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas
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
2005
Stable limits of sums of bounded functions of long memory moving averages with finite variance. Zbl 1076.62017
Surgailis, Donatas
2004
Regression model fitting with a long memory covariate process. Zbl 1061.62137
Koul, Hira L.; Baillie, Richard T.; Surgailis, Donatas
2004
Asymptotics of M-estimators in two-phase linear regression models. Zbl 1075.62021
Koul, Hira L.; Qian, Lianfen; Surgailis, Donatas
2003
CLTs for polynomials of linear sequences: Diagram formula with illustrations. Zbl 1032.60017
Surgailis, D.
2003
Random coefficient autoregression regime switching and long memory. Zbl 1044.62095
Leipus, Remigijus; Surgailis, Donatas
2003
Non-CLTs: U-statistics, multinomial formula and approximations of multiple Itô-Wiener integrals. Zbl 1034.60026
Surgailis, D.
2003
Robust estimators in regression models with long memory errors. Zbl 1027.62055
Koul, H. L.; Surgailis, D.
2003
Limit theorems for the Burgers equation initialized by data with long-range dependence. Zbl 1049.60022
Surgailis, D.; Woyczyński, W. A.
2003
ARCH-type bilinear models with double long memory. Zbl 1057.62070
Giraitis, Liudas; Surgailis, Donatas
2002
Asymptotics of weighted empirical processes of linear fields with long-range dependence. Zbl 1016.60059
Doukhan, Paul; Lang, Gabriel; Surgailis, Donatas
2002
Asymptotic expansion of the empirical process of long memory moving averages. Zbl 1021.62072
Koul, Hira L.; Surgailis, Donatas
2002
Stable limits of empirical processes of moving averages with infinite variance. Zbl 1059.60044
Surgailis, Donatas
2002
The reduction principle for the empirical process of a long memory linear process. Zbl 1021.62073
Giraitis, Liudas; Surgailis, Donatas
2002
Asymptotics of empirical processes of long memory moving averages with infinite variance. Zbl 1046.62089
Koul, Hira L.; Surgailis, Donatas
2001
A model for long memory conditional heteroscedasticity. Zbl 1084.62516
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas
2000
Long-range dependence and Appell rank. Zbl 1130.60306
Surgailis, Donatas
2000
Asymptotic normality of the Whittle estimator in linear regression models with long memory errors. Zbl 0968.62050
Koul, Hira L.; Surgailis, Donatas
2000
Second-order behavior of M-estimators in linear regression with long-memory errors. Zbl 0967.62040
Koul, Hira L.; Surgailis, Donatas
2000
Central limit theorem for the empirical process of a linear sequence with long memory. Zbl 0943.60035
Giraitis, Liudas; Surgailis, Donatas
1999
Variance-type estimation of long memory. Zbl 0955.62090
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas
1999
On the truncated anisotropic long-range percolation on $$\mathbb Z^2$$. Zbl 0963.60097
Sidoravicius, V.; Surgailis, D.; Vares, M. E.
1999
Convergence of Appell polynomials of long range dependent moving averages in martingale differences. Zbl 0947.60026
Surgailis, Donatas; Vaičiulis, Marius
1999
Interpolation, correlation identities, and inequalities for infinitely divisible variables. Zbl 0924.60006
Houdré, Christian; Pérez-Abreu, Victor; Surgailis, Donatas
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
1998
Asymptotic expansion of $$M$$-estimators with long-memory errors. Zbl 0885.62101
Koul, Hira L.; Surgailis, Donatas
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.
1997
Asymptotic normality of regression estimators with long memory errors. Zbl 0903.62022
Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas
1996
The change-point problem for dependent observations. Zbl 0856.62073
Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas
1996
Intermediate asymptotics of statistical solutions of Burgers’ equation. Zbl 0854.35133
Surgailis, Donatas
1996
Hyperbolic asymptotics in Burgers’ turbulence and extremal processes. Zbl 0818.60046
Molchanov, S. A.; Surgailis, D.; Woyczynski, W. A.
1995
Gibbs-Cox random fields and Burgers turbulence. Zbl 0838.60016
Funaki, T.; Surgailis, D.; Woyczynski, W. A.
1995
Stratified structure of the Universe and Burgers’ equation – a probabilistic approach. Zbl 0810.60058
Albeverio, Sergio; Molchanov, Stanislav A.; Surgailis, Donatas
1994
Burgers’ equation with non-local shot noise data. Zbl 0804.60049
Surgailis, Donatas; Woyczynski, Wojbor A.
1994
Scaling limits of solutions of Burgers’ equation with singular Gaussian initial data. Zbl 0849.35122
Surgailis, Donatas; Woyczyński, Wojbor A.
1994
Stable mixed moving averages. Zbl 0794.60026
Surgailis, Donatas; Rosinski, Jan; Mandrekar, V.; Cambanis, Stamatis
1993
Point-based polygonal models for random graphs. Zbl 0772.60036
Arak, T.; Clifford, P.; Surgailis, D.
1993
Long memory shot noises and limit theorems with application to Burgers’ equation. Zbl 0771.60019
Giraitis, L.; Molchanov, S. A.; Surgailis, D.
1993
Long range prediction and scaling limit for statistical solutions of the Burgers’ equation. Zbl 0806.35164
Surgailis, D.; Woyczyński, W. A.
1993
Some Euclidean integer-valued random fields with Markov properties. Zbl 0782.60074
Albeverio, Sergio; Høegh-Krohn, Raphael; Surgailis, Donatas
1992
Consistent polygonal fields. Zbl 0725.60044
Arak, T.; Surgailis, D.
1991
The thermodynamic limit of polygonal models. Zbl 0719.60118
Surgailis, D.
1991
On shot noise processes attracted to fractional Lévy motion. Zbl 0724.60047
Giraitis, L.; Surgailis, D.
1991
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.
1990
A metric space of discontinuous functions on the plane. Zbl 0722.60012
Banys, R.; Surgailis, D.
1990
On shot noise processes with long range dependence. Zbl 0731.60037
Giraitis, L.; Surgailis, D.
1990
Markov random graphs and polygonal fields with $$Y$$-shaped nodes. Zbl 0746.60054
Arak, T.; Surgailis, D.
1990
Markov fields with polygonal realizations. Zbl 0638.60091
Arak, T.; Surgailis, D.
1989
Limit theorem for polynomials of a linear process with long-range dependence. Zbl 0714.60016
Giraitis, L.; Surgailis, D.
1989
...and 20 more Documents
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### Cited by 870 Authors

 74 Surgailis, Donatas 37 Taqqu, Murad S. 33 Giraitis, Liudas 25 Leonenko, Nikolai N. 23 Beran, Jan 22 Peccati, Giovanni 21 Koul, Hira Lal 18 Doukhan, Paul 16 Leipus, Remigijus 15 Nourdin, Ivan 14 Bai, Shuyang 14 Ginovyan, Mamikon S. 14 Marinucci, Domenico 14 Robinson, Peter Michael 13 Bardet, Jean-Marc 12 Paulauskas, Vygantas Ionovič 12 Philippe, Anne 12 Wang, Lihong 12 Wu, Wei Biao 11 Kokoszka, Piotr S. 11 Sabzikar, Farzad 10 Anh, Vo V. 10 Hidalgo, Javier 10 Kulik, Rafał 10 Roy, Parthanil 10 Thavaneswaran, Aerambamoorthy 9 Appadoo, S. S. 9 Didier, Gustavo 9 Nualart, David 9 Sahakyan, Artur A. 9 Samorodnitsky, Gennady Pinkhosovich 8 Ghosh, Sucharita 8 Houdré, Christian 8 Kondrat’yev, Yuriĭ Grygorovych 8 Pilipauskaitė, Vytautė 8 Schreiber, Tomasz 8 Soulier, Philippe 7 Chan, Ngai Hang 7 Ho, Hwai-Chung 7 Horváth, Lajos 7 Lavancier, Frédéric 7 Privault, Nicolas 7 Wang, Yizao 7 Woyczynski, Wojbor A. 6 Dedecker, Jérôme 6 Ivanov, Aleksandr Vladimirovich 6 Olenko, Andriy Yakovych 6 Pap, Gyula 6 Pipiras, Vladas 6 Podolskij, Mark 6 Ruiz-Medina, María Dolores 6 Sakhno, Lyudmyla Mykhaĭlivna 6 Schulte, Matthias 6 Tudor, Ciprian A. 5 Albeverio, Sergio A. 5 Barczy, Mátyás 5 Basse-O’Connor, Andreas 5 Berkes, István 5 Ciuperca, Gabriela 5 Damarackas, Julius 5 Finkelshteĭn, Dmitriĭ Leonidovich 5 Gao, Jiti 5 Lytvynov, Eugene W. 5 Mikosch, Thomas 5 Nedényi, Fanni K. 5 Puplinskaitė, Donata 5 Rosiński, Jan 5 Subba Rao, Suhasini 5 Thäle, Christoph 5 Vaičiulis, Marijus 5 Wang, Qiying 4 Astrauskas, Arvydas 4 Ben Hariz, Samir 4 de Lima, Bernardo N. B. 4 Feng, Yuanhua 4 Gontis, Vygintas 4 Grahovac, Danijel 4 Grublytė, Ieva 4 Honda, Toshio 4 Hörmann, Siegfried 4 Hsing, Tailen 4 Hu, Hongchang 4 Hualde, Javier 4 Hušková, Marie 4 Jakubowski, Adam 4 Lang, Gabriel 4 Mielniczuk, Jan 4 Mishura, Yuliya Stepanivna 4 Nielsen, Morten Ørregaard 4 Peiris, M. Shelton 4 Phillips, Peter Charles Bonest 4 Pommeret, Denys 4 Račkauskas, Alfredas Yurgevich 4 Rásonyi, Miklós 4 Réveillac, Anthony 4 Roueff, François 4 Shao, Xiaofeng 4 Telkmann, Klaus 4 Terrin, Norma 4 Teyssière, Gilles ...and 770 more Authors
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### Cited in 156 Serials

 75 Stochastic Processes and their Applications 53 Statistics & Probability Letters 44 Lithuanian Mathematical Journal 39 Journal of Econometrics 38 The Annals of Statistics 37 Bernoulli 35 Journal of Statistical Planning and Inference 29 The Annals of Probability 26 Journal of Time Series Analysis 26 Journal of Theoretical Probability 23 Probability Theory and Related Fields 22 Journal of Multivariate Analysis 21 Econometric Theory 19 Journal of Statistical Physics 17 Journal of Applied Probability 17 Electronic Journal of Statistics 14 Advances in Applied Probability 14 Annals of the Institute of Statistical Mathematics 14 Statistical Inference for Stochastic Processes 10 Communications in Statistics. Theory and Methods 9 Scandinavian Journal of Statistics 8 Journal of Mathematical Physics 8 Acta Applicandae Mathematicae 8 Statistics 8 Electronic Journal of Probability 8 Journal of the Korean Statistical Society 7 Metrika 7 Journal of Functional Analysis 7 The Annals of Applied Probability 7 Statistical Papers 7 Comptes Rendus. Mathématique. Académie des Sciences, Paris 6 Communications in Mathematical Physics 6 Journal of Mathematical Analysis and Applications 6 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 6 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences 6 Computational Statistics and Data Analysis 6 Journal of Nonparametric Statistics 6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 5 Journal of Computational and Applied Mathematics 5 Journal of Statistical Computation and Simulation 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Stochastic Analysis and Applications 4 Applied Mathematics Letters 4 Theory of Probability and Mathematical Statistics 4 Stochastics and Dynamics 4 Probability Surveys 3 Computers & Mathematics with Applications 3 Mathematical Notes 3 Ukrainian Mathematical Journal 3 Chaos, Solitons and Fractals 3 Probability and Mathematical Statistics 3 Statistical Science 3 Econometric Reviews 3 Economics Letters 3 Communications in Statistics. Simulation and Computation 3 Electronic Communications in Probability 3 Australian & New Zealand Journal of Statistics 3 Extremes 3 Acta Mathematica Sinica. English Series 3 Methodology and Computing in Applied Probability 3 Statistical Methods and Applications 3 Stochastics 3 Journal of Statistical Theory and Practice 2 Physica A 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 Applied and Computational Harmonic Analysis 2 Journal of Mathematical Sciences (New York) 2 Annales Mathématiques Blaise Pascal 2 Journal of Inequalities and Applications 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Quantitative Finance 2 Stochastic Models 2 Journal of Statistical Mechanics: Theory and Experiment 2 Statistics and Computing 2 Journal of Time Series Econometrics 2 Modern Stochastics. Theory and Applications 1 International Journal of Modern Physics B 1 The Canadian Journal of Statistics 1 Indian Journal of Pure & Applied Mathematics 1 Inverse Problems 1 Moscow University Mathematics Bulletin 1 Periodica Mathematica Hungarica 1 Wave Motion 1 Acta Mathematica Vietnamica 1 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV 1 Journal of the American Statistical Association 1 Journal of Differential Equations 1 Journal of the Korean Mathematical Society 1 Journal of Soviet Mathematics 1 Kybernetika 1 Mathematics and Computers in Simulation 1 Mathematica Slovaca 1 Statistica Neerlandica ...and 56 more Serials
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### Cited in 41 Fields

 593 Probability theory and stochastic processes (60-XX) 526 Statistics (62-XX) 56 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 48 Numerical analysis (65-XX) 33 Statistical mechanics, structure of matter (82-XX) 24 Partial differential equations (35-XX) 22 Harmonic analysis on Euclidean spaces (42-XX) 20 Dynamical systems and ergodic theory (37-XX) 9 Functional analysis (46-XX) 9 Fluid mechanics (76-XX) 8 Measure and integration (28-XX) 8 Biology and other natural sciences (92-XX) 6 Real functions (26-XX) 6 Special functions (33-XX) 6 Operator theory (47-XX) 6 Quantum theory (81-XX) 4 Combinatorics (05-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 Linear and multilinear algebra; matrix theory (15-XX) 3 Ordinary differential equations (34-XX) 3 Computer science (68-XX) 3 Relativity and gravitational theory (83-XX) 2 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 2 Group theory and generalizations (20-XX) 2 Integral equations (45-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 Differential geometry (53-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 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) 1 Information and communication theory, circuits (94-XX)