Vytautė Pilipauskaitė

activity

20132021

most citedAnisotropic scaling of random grain model with application to network traffic

19 citations · 26 across the 6 of their papers we have counts for

collaborators

7 papers

math.PR2021

Aggregation of network traffic and anisotropic scaling of random fields

Remigijus Leipus, Vytautė Pilipauskaitė, Donatas Surgailis

We discuss joint spatial-temporal scaling limits of sums $A_{λ, γ}$ (indexed by $(x, y) \in R_{+}^{2}$ ) of large number $O (λ^{γ})$ of independent copies of integrated input proces…

math.ST2019★ 1 cited

Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance

Vytautė Pilipauskaitė, Viktor Skorniakov, Donatas Surgailis

We discuss joint temporal and contemporaneous aggregation of $N$ independent copies of random-coefficient AR(1) process driven by i.i.d. innovations in the domain of normal attract…

math.ST2018

Sample covariances of random-coefficient AR(1) panel model

Remigijus Leipus, Anne Philippe, Vytaute Pilipauskaite +1

The present paper obtains a complete description of the limit distributions of sample covariances in N x n panel data when N and n jointly increase, possibly at different rate. The…

math.ST2017★ 1 cited

Estimating long memory in panel random-coefficient AR(1) data

Remigijus Leipus, Anne Philippe, Vytaute Pilipauskaite +1

It is well-known that random-coefficient AR(1) process can have long memory depending on the index $β$ of the tail distribution function of the random coefficient, if it is a regul…

math.PR2015★ 19 cited

Anisotropic scaling of random grain model with application to network traffic

Vytautė Pilipauskaitė, Donatas Surgailis

We obtain a complete description of anisotropic scaling limits of random grain model on the plane with heavy tailed grain area distribution. The scaling limits have either independ…

math.ST2015★ 5 cited

Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data

Remigijus Leipus, Anne Philippe, Vytautė Pilipauskaitė +1

We discuss nonparametric estimation of the distribution function $G (x)$ of the autoregressive coefficient $a \in (- 1, 1)$ from a panel of $N$ random-coefficient AR(1) data, each of…

math.ST2013

Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes

Vytaute Pilipauskaite, Donatas Surgailis

We discuss joint temporal and contemporaneous aggregation of $N$ independent copies of AR(1) process with random-coefficient $a \in [0, 1)$ when $N$ and time scale $n$ increase at d…