10 citations · 29 across the 9 of their papers we have counts for
9 papers
Limit theorems for linear processes with tapered innovations and filters
Vygantas Paulauskas
In the paper we consider the partial sum process , where $\{X_k^{(n)}=\sum_{j=0}^{\infty} a_{j}^{(n)}ξ_{k-j}(b(n)), \ k\in \bz\},\ n\ge 1,$ is a series…
More on the convergence of Gaussian convex hulls
Youri Davydov, Vygantas Paulauskas
A "law of large numbers" for consecutive convex hulls for weakly dependent Gaussian sequences , having the same marginal distribution, is extended to the case when the seq…
Some remarks on scaling transition in limit theorems for random fields
Julius Damarackas, Vygantas Paulauskas
In the paper we present simple examples of linear random fields defined on $\ZZ^2$ and $\ZZ^3$ which exhibit the scaling transition phenomenon. These examples lead to more general…
Asymptotic of spectral covariance for linear random fields with infinite variance
Julius Damarackas, Vygantas Paulauskas
In the paper we continue to investigate measures of dependence for random variables with infinite variance. The asymptotic of spectral covariance for…
Several new tail index estimators
Vygantas Paulauskas, Marijus Vaičiulis
In the paper we propose some new class of functions which is used to construct tail index estimators. Functions from this new class is non-monotone in general, but presents a produ…
On -covariance, long, short and negative memories for sequences of random variables with infinite variance
Vygantas Paulauskas
We consider a measure of dependence for symmetric -stable random vectors, which was introduced by the author in 1976. We demonstrate that this measure of dependence can be exten…
On the asymptotic of convex hulls of Gaussian fields
Youri Davydov, Vigantas Paulauskas
We consider a Gaussian field with values in a Banach space defined on a parametric set equal to or It is supposed that the distribution…
Once more on comparison of tail index estimators
Vygantas Paulauskas, Marijus Vaičiulis
We consider heavy-tailed distributions and compare the well-known estimators of the tail index, based on extreme value theory with a comparatively recent estimator based on a diffe…
On small balls problem for stable measures in a Hilbert space
Vygantas Paulauskas
In the paper the old results on probabilities of small balls for stable measures in a Hilbert space, obtained in 1977 and remaining unpublished, are presented. Apart of historical…