Publications

 

Publications:

1. D. Puplinskaitė, D. Surgailis, Aggregation of autoregressive random fields and anisotropic long-range dependence, Bernoulli Journal, Vol.22, No 4, 2401-2441, 2016.

2. D. Puplinskaitė, D. Surgailis, Scaling transition for long-range dependent Gaussian random fields, Stochastic Processes and their Applications, Vol.125, No 6, 2256-2271, 2015.

3. R. Leipus, A. Philippe, D. Puplinskaitė, D. Surgailis, Aggregation and long memory: recent developments, Journal of the Indian Statistical Association., Vol.52 No. 1, 71-101, ISSN 0537-2585, 2014.

4. A. Philippe, D. Puplinskaitė, D. Surgailis, Contemporaneous aggregation of triangular array of random-coefficient AR(1) processes, J. Time Ser. Anal., Vol35 No. 1, 16-39, 2014.

5. K. Perilioglu, D. Puplinskaitė, Asymptotics of the ruin probability with claims modeled by $\alpha$-stable aggregated AR(1) process, Turkish J. Math., 37(1), 129-138, 2013.

6. D. Puplinskaitė, D. Surgailis, Aggregation of a random-coefficient AR(1) process with infinite variance and idiosyncratic innovations, Adv. Appl. Probab., 42(2), 509-527, 2010.

7. D. Puplinskaitė, D. Surgailis, Aggregation of random-coefficient AR(1) process with infinite variance and common innovations, Lithuanian Math. J., 49(4), 446-463, 2009.


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