![]() ![]() | AMORINO, C., PODOLSKIJ, M., PILIPAUSKAITE, V., ZHOU, S.-Y., & Belomestny, D. (In press). Polynomial rates via deconvolution for nonparametric estimation in McKean-Vlasov SDEs. Probability Theory and Related Fields. doi:10.1007/s00440-024-01346-5 ![]() |
![]() ![]() | PILIPAUSKAITE, V., & Surgailis, D. (In press). Local scaling limits of Lévy driven fractional random fields. Bernoulli. doi:10.3150/21-BEJ1439 ![]() |
![]() ![]() | Belomestny, D., PILIPAUSKAITE, V., & PODOLSKIJ, M. (01 February 2023). Semiparametric estimation of McKean-Vlasov SDEs. Annales de l'I.H.P. Probabilités et Statistiques, 59 (1), 79-96. doi:10.1214/22-AIHP1261 ![]() |
![]() ![]() | Basse-O'Connor, A., PILIPAUSKAITE, V., & PODOLSKIJ, M. (2021). Power variations for fractional type infinitely divisible random fields. Electronic Journal of Probability, 26, 1-35. doi:10.1214/21-EJP617 ![]() |
![]() ![]() | PILIPAUSKAITE, V., & Surgailis, D. (2021). Scaling Limits of Linear Random Fields on $\mathbb{Z}^2$ with General Dependence Axis. In M. E. Vares, R. Fernandez, L. R. Fontes, ... C. M. Newman (Eds.), In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius (pp. 683-710). Basel, Unknown/unspecified: Birkhäuser. doi:10.1007/978-3-030-60754-8_28 ![]() |
![]() ![]() | PILIPAUSKAITE, V., Skorniakov, V., & Surgailis, D. (March 2020). Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance. Advances in Applied Probability, 52 (1), 237-265. doi:10.1017/apr.2019.59 ![]() |
![]() ![]() | Leipus, R., Philippe, A., PILIPAUSKAITE, V., & Surgailis, D. (2020). Estimating Long Memory in Panel Random‐Coefficient AR(1) Data. Journal of Time Series Analysis, 41, 520-535. doi:10.1111/jtsa.12519 ![]() |