Донатас Сургайлис
Researcher Next ID · RN-026084
Researcher · Economics, Econometrics and Finance
Vilnius, Lithuania
- Works count
- 186
- Citation count
- 3,626
- H-index
- 33
- i10-index
- 75
Research interests
Publications
Large Sample Inference for Long Memory Processes
IMPERIAL COLLEGE PRESS eBooks · 2012 · https://doi.org/10.1142/p591
A model for long memory conditional heteroscedasticity
The Annals of Applied Probability · 2000 · 10.1214/aoap/1019487516
A model for long memory conditional heteroscedasticity
The Annals of Applied Probability · 2000 · 10.1214/aoap/1019487516
Asymptotic normality of regression estimators with long memory errors
Statistics & Probability Letters · 1996 · 10.1016/0167-7152(95)00188-3
Asymptotic normality of regression estimators with long memory errors
Statistics & Probability Letters · 1996 · 10.1016/0167-7152(95)00188-3
Stratified structure of the Universe and Burgers' equation—a probabilistic approach
Probability Theory and Related Fields · 1994 · 10.1007/bf01268990
Stratified structure of the Universe and Burgers' equation—a probabilistic approach
Probability Theory and Related Fields · 1994 · 10.1007/bf01268990
A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
Probability Theory and Related Fields · 1990 · https://doi.org/10.1007/bf01207515
CLT and other limit theorems for functionals of Gaussian processes
Probability Theory and Related Fields · 1985 · 10.1007/bf02451428
Zones of attraction of self-similar multiple integrals
Lithuanian Mathematical Journal · 1983 · 10.1007/bf00966427
Zones of attraction of self-similar multiple integrals
Lithuanian Mathematical Journal · 1983 · 10.1007/bf00966427
Current projects
No projects listed.