20 citations · 43 across the 9 of their papers we have counts for
11 papers
Tail behavior of randomly weighted sums with interdependent summands
Dimitrios G. Konstantinides, Remigijus Leipus, Charalampos D. Passalidis +1
We reconsider a classical, well-studied problem from applied probability. This is the max-sum equivalence of randomly weighted sums, and the originality is because we manage to inc…
Asymptotic normality in linear regression with approximately sparse structure
Saulius Jokubaitis, Remigijus Leipus
In this paper we study the asymptotic normality in high-dimensional linear regression. We focus on the case where the covariance matrix of the regression variables has a KMS struct…
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 (indexed by ) of large number of independent copies of integrated input proces…
A copula-based bivariate integer-valued autoregressive process with application
Andrius Buteikis, Remigijus Leipus
A bivariate integer-valued autoregressive process of order 1 (BINAR(1)) with copula-joint innovations is studied. Different parameter estimation methods are analyzed and compared v…
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…
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 of the tail distribution function of the random coefficient, if it is a regul…