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Disambiguation of "Surgailis, Donatas"

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ARCH-type bilinear models with double long memory

, and . Stochastic Processes and their Applications, 100 (1-2): 275--300 (00 2002)

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Donatas Elvikis

Donatas Elvikis

Donatas Jonikaitis

Donatas Elvikis

 

Other publications of authors with the same name

Variance-type estimation of long memory, , and . Stochastic Processes and their Applications, 80 (1): 1--24 (Mar 1, 1999)Central limit theorem for the empirical process of a linear sequence with long memory, and . Journal of Statistical Planning and Inference, 80 (1-2): 81--93 (Aug 1, 1999)Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data., , , and . J. Multivar. Anal., (2017)Asymptotics of empirical processes of long memory moving averages with infinite variance, and . Stochastic Processes and their Applications, 91 (2): 309--336 (February 2001)The change-point problem for dependent observations, , and . Journal of Statistical Planning and Inference, 53 (3): 297--310 (Aug 30, 1996)Anisotropic scaling of the random grain model with application to network traffic., and . J. Appl. Probab., 53 (3): 857-879 (2016)A two-sample test for comparison of long memory parameters., , and . J. Multivar. Anal., 101 (9): 2118-2136 (2010)Renewal regime switching and stable limit laws, , and . Journal of Econometrics, 129 (1-2): 299--327 (00 2005)Nonhomogeneous fractional integration and multifractional processes. Stochastic Processes and their Applications, 118 (2): 171--198 (February 2008)Asymptotics of M-estimators in two-phase linear regression models, , and . Stochastic Processes and their Applications, 103 (1): 123--154 (January 2003)