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Author ID: surgailis.donatas Recent zbMATH articles by "Surgailis, Donatas"
Published as: Surgailis, Donatas; Surgailis, D.; Surgailis, D. G.; Surgajlis, D.
External Links: MGP · ResearchGate · Math-Net.Ru · dblp
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

Publications by Year

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 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
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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. Theory and Methods
11 Electronic Journal of Probability
10 Scandinavian Journal of Statistics
9 Statistics
9 Stochastics
8 Journal of Mathematical Physics
8 Metrika
8 Acta Applicandae Mathematicae
8 The Annals of Applied Probability
8 Journal of the Korean Statistical Society
7 Journal of Functional Analysis
7 Statistical Papers
7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
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 Theory of Probability and Mathematical Statistics
6 Journal of Nonparametric Statistics
5 Journal of Computational and Applied Mathematics
5 Communications in Statistics. 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
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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)

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