limit theorems in probability and applications in statistics and econometrics.
nearly nonstationary processes.
functional data analysis.
Publications
J. Markevičiūtė, A. Račkauskas, and C. Suquet. Functional limit theorems for sums of nearly
nonstationary processes. Publications IRMA, 71:VIII 1–VIII 18, 2012. (preprint)
J. Markevičiūtė, A. Račkauskas, and C. Suquet. Functional central limit theorems for sums of nearly nonstationary processes. Lithuanian mathematical journal. 2012, vol. 52, no. 3.
J. Markevičiūtė, A. Račkauskas, and C. Suquet. Testing the epidemic change in nearly
nonstationary autoregressive processes. Nonlinear analysis : modelling and control. 2014, vol. 19, no. 1. , p. 67-82.
J. Markevičiūtė. Invariance principle under self-normalization for AR(1) process. Proceedings of the 19th European Young Statisticians Meeting Prague, MATFYZPRESS; Publishing House of the Faculty of Mathematics and Physics; Charles University in Prague. p. 92-97. ISBN 9788073783013.
J. Markevičiūtė, A. Račkauskas, and C. Suquet. Testing epidemic change in nearly nonstationary process with statistics based on residuals. Statistical papers. DOI 10.1007/s00362-015-0712-0. 2016
Conferences
19th European Young Statisticians Meeting, August 31 – September 4, 2015 Prague. Talk: Invariance principle under self-normalization for AR(1) process.
38th Conference on Stochastic processes and their Applications July 13 – July 17, 2015, Oxford, United Kingdom. Talk: „AR(1) processes and epidemic change tests“
The First German-Polish Joint Conference on Probability Theory and Mathematical Statistics, Torun, Poland, 2013 06 06 – 2013 06 09. Talk ”Testing the epidemic change in nearly nonstationary processes”.
Conference ”Non-stationarity in Statistics and Risk Management”, Luminy, France, 2013 01 21 – 2013 01 25. Talk ”Functional limit theorems for residuals of nearly nonstationary processes”.
1st conference of young scientists by Lithuanian Academy of Sciences ”Interdisciplinary research of physical and technological sciences”, Vilnius, 2011 02 08. Poster ”The choice of dimension of high frequency data smoothing”.
52nd conference of Lithuanian Mathematical Society, Vilnius, 2011 06 16 – 2011 06 17. Talk ”Functional limit theorems for residuals of nearly non stationary processes”. ( J.Markeviciute-LMD )
2nd conference of young scientists by Lithuanian Academy of Sciences ”Interdisciplinary research of physical and technological sciences”, Vilnius, 2012 02 14. Poster ”Weak law of large numbers for the first order nearly nonsta-tionary autoregressive processes in the functional spaces”.( J.Markeviciute_JMK stendinis pranesimas – lt)
53rd conference of Lithuanian Mathematical Society, Klaipeda, Lithuania, 2012 06 11 – 2012 06 12. Talk ”Functional central limit theorems for nearly nonstationary processes and applications for testing epidemic change”. ( J.Markeviciute_LMD2012 )
2012-10-23 University of Vilnius, Faculty of Mathematics and informatics (Lithuania) (sums_nns)
2015-03-17. Vilnius University, Faculty of Mathematics and Informatics (Lithuania). ONE-SAMPLE PROBLEM FOR FUNCTIONAL DATA (prepared according to Analysis of Variance for Functional Data Jin-Ting Zhang (2013)) (ONE-SAMPLE PROBLEM FOR FUNCTIONAL DATA)
2015-04-14. Vilnius University, Faculty of Mathematics and Informatics (Lithuania). TWO-SAMPLE PROBLEM FOR FUNCTIONAL DATA (prepared according to Analysis of Variance for Functional Data Jin-Ting Zhang (2013)) (TWO-SAMPLE PROBLEM FOR FUNCTIONAL DATA)
2015-04-21. Vilnius University, Faculty of Mathematics and Informatics (Lithuania). ONE WAY ANOVA FOR FUNCTIONAL DATA (prepared according to Analysis of Variance for Functional Data Jin-Ting Zhang (2013)) (One Way ANOVA FOR FUNCTIONAL DATA)
2015-09-29. Vilnius University, Faculty of Mathematics and Informatics (Lithuania). About 19th European Young Statisticians Meeting.
| Atnaujinta: 2016-01-28 11:21
2012-08-13 11:36
Contact me
Postal adress:
Department of Econometric Analysis
Faculty of Mathematics and Informatics
Vilnius University
24 Naugarduko st.,
LT-03225
Vilnius
Lithuania