D. Surgailis

activity

20082025

most citedCovariance function of vector self-similar process

51 citations · 182 across the 29 of their papers we have counts for

collaborators

33 papers

math.PR2025

Limit distribution of the sample volume fraction of Boolean set

Hermine Biermé, Olivier Durieu, Donatas Surgailis

We study the limit distribution of the volume fraction estimator $p_{λ, A}$ (= the Lebesgue measure of the intersection $X \cap (λ A)$ of a random set $\mathcal{X}…

math.PR2023

Scaling transition for singular linear random fields on $Z^{2}$ : spectral approach

Donatas Surgailis

We study partial sums limits of linear random fields $X$ on $Z^{2}$ with spectral density $f (x)$ tending to $\infty, 0$ or to both (along different subsequence…

math.PR2022

Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation

Donatas Surgailis

We study scaling limits of nonlinear functions $G$ of random grain model $X$ on $R^{d}$ with long-range dependence and marginal Poisson distribution. Following Kaj et al (2…

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.PR2021

Local scaling limits of Lévy driven fractional random fields

Vytautė Pilipauskaitė, Donatas Surgailis

We obtain a complete description of local anisotropic scaling limits for a class of fractional random fields $X$ on $R^{2}$ written as stochastic integral with respect to…

math.PR2020

Scaling limits of linear random fields on $Z^{2}$ with general dependence axis

Vytautė Pilipauskaitė, Donatas Surgailis

We discuss anisotropic scaling of long-range dependent linear random fields $X$ on $Z^{2}$ with arbitrary dependence axis (direction in the plane along which the moving-av…

math.PR2019

Scaling transition and edge effects for negatively dependent linear random fields on $Z^{2}$

Donatas Surgailis

We obtain a complete description of anisotropic scaling limits and the existence of scaling transition for a class of negatively dependent linear random fields on $Z^{2}$ …

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.PR2018

Anisotropic scaling limits of long-range dependent linear random fields on $Z^{3}$

Donatas Surgailis

We provide a complete description of anisotropic scaling limits of stationary linear random field on $Z^{3}$ with long-range dependence and moving average coefficients de…

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.PR2017★ 2 cited

Invariance Principles for Tempered Fractionally Integrated Processes

Farzad Sabzikar, Donatas Surgailis

We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in $α$ -stable $(1 < α \leq 2)$ i.i.d. innovations and related tempered linear proc…

math.PR2017

Tempered fractional Brownian and stable motions of second kind

Farzad Sabzikar, Donatas Surgailis

Meerschaert and Sabzikar [12], [13] introduced tempered fractional Brownian/stable motion (TFBM/TFSM) by including an exponential tempering factor in the moving average representat…

math.PR2016★ 1 cited

Discrete-time trawl processes with long memory

Paul Doukhan, Silvia Lopes, Adam Jakubowski +1

We introduce a class of discrete time stationary trawl processes taking real or integer values and written as sums of past values of independent `seed' processes on shrinking inter…

math.PR2016★ 26 cited

Scaling transition for nonlinear random fields with long-range dependence

Vytautė Pilipauskaitė, Donatas Surgailis

We obtain a complete description of anisotropic scaling limits and the existence of scaling transition for nonlinear functions (Appell polynomials) of stationary linear random fiel…

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★ 2 cited

Quasi-MLE for quadratic ARCH model with long memory

Ieva Grublytė, Donatas Surgailis, Andrius Škarnulis

We discuss parametric quasi-maximum likelihood estimation for quadratic ARCH process with long memory introduced in Doukhan et al. (2015) and Grublytė and Škarnulis (2015) with con…

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.ST2015

A nonlinear model for long memory conditional heteroscedasticity

Paul Doukhan, Ieva Grublytė, Donatas Surgailis

We discuss a class of conditionally heteroscedastic time series models satisfying the equation $r_{t} = ζ_{t} σ_{t}$ , where $ζ_{t}$ are standardized i.i.d. r.v.'s and the conditional standa…

math.ST2014

Scaling transition for long-range dependent Gaussian random fields

Donata Puplinskaite, Donatas Surgailis

In Puplinskaite and Surgailis (2014) we introduced the notion of scaling transition for stationary random fields $X$ on $Z^{2}$ in terms of partial sums limits, or scaling l…

math.ST2013

Projective stochastic equations and nonlinear long memory

Ieva Grublytė, Donatas Surgailis

A projective moving average ${X_{t}, t \in Z}$ is a Bernoulli shift written as a backward martingale transform of the innovation sequence. We introduce a new class of nonl…

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…

math.ST2013★ 8 cited

Aggregation and long memory: recent developments

Remigijus Leipus, Anne Philippe, Donata Puplinskaite +1

It is well-known that the aggregated time series might have very different properties from those of the individual series, in particular, long memory. At the present time, aggregat…

math.ST2013★ 20 cited

Aggregation of autoregressive random fields and anisotropic long-range dependence

Donata Puplinskaitė, Donatas Surgailis

We introduce the notions of scaling transition and distributional long-range dependence for stationary random fields $Y$ on $Z^{2}$ whose normalized partial sums on rectang…

Limit distribution of the sample volume fraction of Boolean set

Scaling transition for singular linear random fields on Z2: spectral approach

Scaling limits of nonlinear functions of random grain model, with application to Burgers' equation

Aggregation of network traffic and anisotropic scaling of random fields

Local scaling limits of Lévy driven fractional random fields

Scaling limits of linear random fields on Z2 with general dependence axis

Scaling transition and edge effects for negatively dependent linear random fields on Z2

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

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

Anisotropic scaling limits of long-range dependent linear random fields on Z3

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

Invariance Principles for Tempered Fractionally Integrated Processes

Tempered fractional Brownian and stable motions of second kind

Discrete-time trawl processes with long memory

Scaling transition for nonlinear random fields with long-range dependence

Anisotropic scaling of random grain model with application to network traffic

Quasi-MLE for quadratic ARCH model with long memory

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

A nonlinear model for long memory conditional heteroscedasticity

Scaling transition for long-range dependent Gaussian random fields

Projective stochastic equations and nonlinear long memory

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

Aggregation and long memory: recent developments

Aggregation of autoregressive random fields and anisotropic long-range dependence

Scaling transition for singular linear random fields on $Z^{2}$ : spectral approach

Scaling limits of linear random fields on $Z^{2}$ with general dependence axis

Scaling transition and edge effects for negatively dependent linear random fields on $Z^{2}$

Anisotropic scaling limits of long-range dependent linear random fields on $Z^{3}$