Alfredas Račkauskas

most citedOperator self-similar processes and functional central limit theorems

11 citations · 11 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2016★ 11 cited

Operator self-similar processes and functional central limit theorems

Vaidotas Characiejus, Alfredas Račkauskas

Let ${X_{k} : k \geq 1}$ be a linear process with values in the separable Hilbert space $L_{2} (μ)$ given by $X_{k} = \sum_{j = 0}^{\infty} (j + 1)^{- D} ε_{k - j}$ for each $k \geq 1$ , where $D$ …

math.ST2014

Testing epidemic change in nearly nonstationary process with statistics based on residuals

Jurgita Markevičiūtė, Alfredas Račkauskas, Charles Suquet

We study an epidemic type change in innovations of a first order autoregressive process $y_{n, k} = φ_{n} y_{n, k - 1} + ε_{k} + a_{n, k}$ , where $ϕ_{n}$ is either a constant in $(- 1, 1)$ o…