8 citations · 8 across the 3 of their papers we have counts for
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Scaling transition for long-range dependent Gaussian random fields
Donata Puplinskaite, Donatas Surgailis
In Puplinskaite and Surgailis (2014) we introduced the notion of scaling transition for stationary random fields on in terms of partial sums limits, or scaling l…
Aggregation and long memory: recent developments
Remigijus Leipus, Anne Philippe, Donata Puplinskaite +1
It is well-known that the aggregated time series might have very different properties from those of the individual series, in particular, long memory. At the present time, aggregat…
Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes
Anne Philippe, Donata Puplinskaite, Donatas Surgailis
We discuss contemporaneous aggregation of independent copies of a triangular array of random-coefficient AR(1) processes with i.i.d. innovations belonging to the domain of attracti…