activity
20132025
most citedJoint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance

1 citations · 6 across the 12 of their papers we have counts for

collaborators

12 papers

math.ST2025

The Optimality of a Nested Generalized Pairwise Group Testing Procedure

Yaakov Malinovsky, Viktor Skorniakov

We study the problem of identifying defective units in a finite population of \( n \) units, where each unit \( i \) is independently defective with known probability \( p_i \). Th…

stat.ME2023

On the Generic Cut--Point Detection Procedure in the Binomial Group Testing

Ugnė Čižikovienė, Viktor Skorniakov

Initially announced by Dorfman in 1943, (Binomial) Group Testing (BGT) was quickly recognized as a useful tool in many other fields as well. To apply any particular BGT procedure e…

math.ST2022★ 1 cited

On the Optimal Pairwise Group Testing Algorithm

Viktor Skorniakov, Ugnė Čižikovienė

Originally suggested for the blood testing problem by Dorfman in 1943, an idea of Group Testing (GT) has found many applications in other fields as well. Among many (binomial) GT p…

math.ST2021★ 1 cited

On the Optimal Configuration of a Square Array Group Testing Algorithm

Ugnė Čižikovienė, Viktor Skorniakov

Up to date, only lower and upper bounds for the optimal configuration of a Square Array (A2) Group Testing (GT) algorithm are known. We establish exact analytical formulae and prov…

math.PR2021★ 1 cited

On a Couple of Unresolved Group Testing Conjectures

Ugnė Čižikovienė, Viktor Skorniakov

In the recent review published in 2019, Malinovsky and Albert conjectured analytical formulae of the optimal sample sizes for the modified Dorfman and Sterret group testing schemes…

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 independent copies of random-coefficient AR(1) process driven by i.i.d. innovations in the domain of normal attract…

math.ST2017★ 1 cited

On asymptotic normality of certain linear rank statistics

Viktor Skorniakov

We consider asymptotic normality of linear rank statistics under various randomization rules met in clinical trials and designed for patients' allocation into treatment and placebo…

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.PR2015

On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion

Kestutis Kubilius, Viktor Skorniakov

Strongly consistent and asymptotically normal estimators of the Hurst parameter of solutions of stochastic differential equations are proposed. The estimators are based on discrete…

math.PR2015★ 1 cited

Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift

Kestutis Kubilius, Viktor Skorniakov, Dmitrij Melichov

Strongly consistent and asymptotically normal estimators of the Hurst index and volatility parameters of solutions of stochastic differential equations with polynomial drift are pr…

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 independent copies of AR(1) process with random-coefficient when and time scale increase at d…

math.PR2013

On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion

K. Kubilius, V. Skorniakov, D. Melichov

Strongly consistent and asymptotic normal estimators of the Hurst index of a stochastic differential equation driven by a fractional Brownian motion are proposed. The estimators ar…