Pilipauskaite, V., & Surgailis, D. (In press). Local scaling limits of Lévy driven fractional random fields. Bernoulli. doi:10.3150/21-BEJ1439 Peer reviewed |
Belomestny, D., Pilipauskaite, V., & Podolskij, M. (In press). Semiparametric estimation of McKean-Vlasov SDEs. Annales de l'Institut Henri Poincaré. B, Probabilités et statistiques. Peer reviewed |
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 Peer Reviewed verified by ORBi |
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 Peer reviewed |
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 Peer Reviewed verified by ORBi |
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 Peer Reviewed verified by ORBi |