Vytautė Pilipauskaitė

activity

20172021

collaborators

4 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

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

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…