V. Characiejus

activity

20152024

most citedA nonparametric test for stationarity in functional time series

20 citations · 47 across the 7 of their papers we have counts for

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3 papers · 1 filter

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★ 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.PR2015★ 8 cited

The central limit theorem for a sequence of random processes with space varying long memory

Vaidotas Characiejus, Alfredas Račkauskas

In this paper we investigate a sequence of square integrable random processes with space varying memory. We establish sufficient conditions for the central limit theorem in the spa…