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

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Showing 2015Show all

2 papers · 1 filter

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…