Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory
Philippe, A., Surgailis, D., Viano, M.-C.
Published in Theory of probability and its applications (01.01.2008)
Published in Theory of probability and its applications (01.01.2008)
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Journal Article
Hyperbolic asymptotics in Burgers' turbulence and extremal processes
Molchanov, S. A., Surgailis, D., Woyczynski, W. A.
Published in Communications in mathematical physics (01.03.1995)
Published in Communications in mathematical physics (01.03.1995)
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Journal Article
In memoriam Bronius Grigelionis (1935.11.01–2014.05.23)
Published in Lithuanian mathematical journal
(01.10.2014)
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Journal Article
ARCH-type bilinear models with double long memory
Giraitis, Liudas, Surgailis, Donatas
Published in Stochastic processes and their applications (01.07.2002)
Published in Stochastic processes and their applications (01.07.2002)
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Journal Article
Renewal regime switching and stable limit laws
Leipus, Remigijus, Paulauskas, Vygantas, Surgailis, Donatas
Published in Journal of econometrics (01.11.2005)
Published in Journal of econometrics (01.11.2005)
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Journal Article
Conference Proceeding
Central limit theorem for the empirical process of a linear sequence with long memory
Giraitis, Liudas, Surgailis, Donatas
Published in Journal of statistical planning and inference (01.08.1999)
Published in Journal of statistical planning and inference (01.08.1999)
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Journal Article
Conference Proceeding
Asymptotics of M-estimators in two-phase linear regression models
Koul, Hira L., Qian, Lianfen, Surgailis, Donatas
Published in Stochastic processes and their applications (2003)
Published in Stochastic processes and their applications (2003)
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Journal Article
Invariance principle for a class of non stationary processes with long memory
Philippe, Anne, Surgailis, Donatas, Viano, Marie-Claude
Published in Comptes rendus. Mathématique (15.02.2006)
Published in Comptes rendus. Mathématique (15.02.2006)
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Journal Article
Asymptotics of empirical processes of long memory moving averages with infinite variance
Koul, Hira L., Surgailis, Donatas
Published in Stochastic processes and their applications (01.02.2001)
Published in Stochastic processes and their applications (01.02.2001)
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Journal Article