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

Showing 2019Show all

2 papers · 1 filter

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…

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

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