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Aggregation of autoregressive random fields and anisotropic long-range dependence

Puplinskaitė, Donata and Surgailis, Donatas
Bernoulli Volume 22, Number 4 (November 2016), 2401-2441.

Journal article

> Anisotropic scaling of the random grain model with application to network traffic

Pilipauskaitė, Vytautė and Surgailis, Donatas
Journal of Applied Probability Volume 53, Number 3 (September 2016), 857-879.

Journal article

Projective stochastic equations and nonlinear long memory

Grublytė, Ieva and Surgailis, Donatas
Advances in Applied Probability Volume 46, Number 4 (December 2014), 1084-1105.

Journal article

Measuring the roughness of random paths by increment ratios

Bardet, Jean-Marc and Surgailis, Donatas
Bernoulli Volume 17, Number 2 (May 2011), 749-780.

Journal article

Stable limits of sums of bounded functions of long-memory moving averages with finite variance

Surgailis, Donatas
Bernoulli Volume 10, Number 2 (April 2004), 327-355.

Journal article

A model for long memory conditional heteroscedasticity

Giraitis, Liudas, Robinson, Peter M., and Surgailis, Donatas
The Annals of Applied Probability Volume 10, Number 3 (August 2000), 1002-1024.

Journal article

Long-range dependence and Appell rank

Surgailis, Donatas
The Annals of Probability Volume 28, Number 1 (January 2000), 478-497.

Journal article

Asymptotic expansion of M-estimators with long-memory errors

Koul, Hira L. and Surgailis, Donatas
The Annals of Statistics Volume 25, Number 2 (April 1997), 818-850.

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