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