researcher

D. Surgailis

33 papers hereh-index 364.2k citations168 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position

sole author4
first author1
middle author2
last author24

Across the 31 of 33 papers where every author was matched, so the position is known.

fields

math.ST17
math.PR16

identity via Semantic Scholar / OpenAlex

activity

20082025

most citedCovariance function of vector self-similar process

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

collaborators

Showing 2017 · math.PRShow all

2 papers · 2 filters

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…

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Data

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.