51 citations · 53 across the 4 of their papers we have counts for
6 papers · 1 filter
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 …
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…
On the mixing structure of stationary increment and self-similar symmetric α-stable processes
Donatas Surgailis, Jan Rosinski, V. Mandrekar +1
Mixed moving average processes appear in the ergodic decomposition of stationary symmetric α-stable (SαS) processes. They correspond to the dissipative part of "deterministic" flow…
Covariance function of vector self-similar process
Frédéric Lavancier, Anne Philippe, Donatas Surgailis
The paper obtains the general form of the cross-covariance function of vector fractional Brownian motion with correlated components having different self-similarity indices.