51 citations · 53 across the 4 of their papers we have counts for
8 papers
Scaling transition and edge effects for negatively dependent linear random fields on
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 …
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…
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…
Anisotropic scaling limits of long-range dependent linear random fields on
Donatas Surgailis
We provide a complete description of anisotropic scaling limits of stationary linear random field on with long-range dependence and moving average coefficients de…
Invariance Principles for Tempered Fractionally Integrated Processes
Farzad Sabzikar, Donatas Surgailis
We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in -stable i.i.d. innovations and related tempered linear proc…
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…