Aarhus University Seal / Aarhus Universitets segl

Vytaute Pilipauskaite

  1. 2019
  2. Submitted

    Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance. / Pilipauskaite, Vytaute; Skorniakov, Viktor; Surgailis, Donatas.

    In: Journal of Applied Probability, 2019.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  3. 2018
  4. Submitted

    Sample covariances of random-coefficient AR(1) panel model. / Pilipauskaite, Vytaute; Leipus, Remigijus; Philippe, Anne; Surgailis, Donatas.

    In: Electronic Journal of Statistics, 2018.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  5. Submitted

    Testing for long memory in panel random-coefficient AR(1) data. / Pilipauskaite, Vytaute; Leipus, Remigijus; Philippe, Anne; Surgailis, Donatas.

    In: Journal of Time Series Analysis, 2018.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  6. 2017
  7. Published

    Scaling transition for nonlinear random fields with long-range dependence. / Pilipauskaite, Vytaute; Surgailis, Donatas.

    In: Stochastic Processes and Their Applications, Vol. 127, No. 8, 08.2017, p. 2751-2779.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  8. Published

    Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data. / Leipus, Remigijus; Philippe, Anne; Pilipauskaite, Vytaute; Surgailis, Donatas.

    In: Journal of Multivariate Analysis, Vol. 153, 01.2017, p. 121-135.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  9. 2016
  10. Published

    Anisotropic scaling of the random grain model with application to network traffic. / Pilipauskaite, Vytaute; Surgailis, Donatas.

    In: Journal of Applied Probability, Vol. 53, No. 3, 09.2016, p. 857-879.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  11. 2015
  12. Published

    Joint aggregation of random-coefficient AR(1) processes with common innovations. / Pilipauskaite, Vytaute; Surgailis, Donatas.

    In: Statistics & Probability Letters, Vol. 101, 2015, p. 73-82.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  13. 2014
  14. Published

    Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes. / Pilipauskaite, Vytaute; Surgailis, Donatas.

    In: Stochastic Processes and Their Applications, Vol. 124, No. 2, 2014, p. 1011-1035.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review