Profil

PILIPAUSKAITE Vytauté

Main Referenced Co-authors
Surgailis, Donatas (4)
PODOLSKIJ, Mark  (2)
Basse-O'Connor, Andreas (1)
Belomestny, Denis (1)
Leipus, Remigijus (1)
Main Referenced Disciplines
Mathematics (6)

Publications (total 6)

The most downloaded
34 downloads
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 https://hdl.handle.net/10993/45729

The most cited

5 citations (OpenCitations)

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 https://hdl.handle.net/10993/45662

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

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