Vilnius University

output

19952026

most citedThe Gaia mission

7.1k citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions

Showing 2016 · math.PRShow all

7 papers · 2 filters

math.PR2016★ 11 cited

Operator self-similar processes and functional central limit theorems

Vaidotas Characiejus, Alfredas Račkauskas

Let ${X_{k} : k \geq 1}$ be a linear process with values in the separable Hilbert space $L_{2} (μ)$ given by $X_{k} = \sum_{j = 0}^{\infty} (j + 1)^{- D} ε_{k - j}$ for each $k \geq 1$ , where $D$ …

math.PR2016

A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion

Kestutis Kubilius, Viktor Skorniakov

We propose some class of statistics suitable for estimation of the Hurst index of the fractional Brownian motion based on the second order increments of an observed discrete trajec…

math.PR2016★ 10 cited

Randomly stopped sums with consistently varying distributions

Edita Kizinevič, Jonas Sprindys, Jonas Šiaulys

Let ${ξ_{1}, ξ_{2}, \dots}$ be a sequence of independent random variables, and $η$ be a counting random variable independent of this sequence. We consider conditions for $\{ξ_1,ξ_2,\l…

math.PR2016★ 5 cited

Random convolution of inhomogeneous distributions with $O$ -exponential tail

Svetlana Danilenko, Simona Paškauskaitė, Jonas Šiaulys

Let ${ξ_{1}, ξ_{2}, \dots}$ be a sequence of independent random variables (not necessarily identically distributed), and $η$ be a counting random variable independent of this sequence…

math.PR2016★ 26 cited

Scaling transition for nonlinear random fields with long-range dependence

Vytautė Pilipauskaitė, Donatas Surgailis

We obtain a complete description of anisotropic scaling limits and the existence of scaling transition for nonlinear functions (Appell polynomials) of stationary linear random fiel…

math.PR2016★ 5 cited

Weak law of large numbers for linear processes

Vaidotas Characiejus, Alfredas Račkauskas

We establish sufficient conditions for the Marcinkiewicz-Zygmund type weak law of large numbers for a linear process ${X_{k} : k \in Z}$ defined by $X_k=\sum_{j=0}^\inftyψ_j\va…

math.PR2016★ 9 cited

Ruin probability in the three-seasonal discrete-time risk model

Andrius Grigutis, Agneška Korvel, Jonas Šiaulys

This paper deals with the discrete-time risk model with nonidentically distributed claims. We suppose that the claims repeat with time periods of three units, that is, claim distri…