Semiparametric estimation of McKean-Vlasov SDEs; Pilipauskaite, Vytauté ; Podolskij, Mark ![]() in Annales de l'Institut Henri Poincaré (B), Probabilités et Statistiques (in press) Detailed reference viewed: 338 (14 UL) Local scaling limits of Lévy driven fractional random fieldsPilipauskaite, Vytauté ; in Bernoulli (in press) Detailed reference viewed: 137 (2 UL) Scaling Limits of Linear Random Fields on $\mathbb{Z}^2$ with General Dependence AxisPilipauskaite, Vytauté ; in Vares, Maria Eulalia; Fernandez, Roberto; Fontes, Luiz Renato (Eds.) et al In and Out of Equilibrium 3: Celebrating Vladas Sidoravicius (2021) Detailed reference viewed: 288 (13 UL) Power variations for fractional type infinitely divisible random fields; Pilipauskaite, Vytauté ; Podolskij, Mark ![]() in Electronic Journal of Probability (2021), 26 Detailed reference viewed: 255 (4 UL) Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variancePilipauskaite, Vytauté ; ; in Advances in Applied Probability (2020), 52(1), 237-265 Detailed reference viewed: 305 (6 UL) Estimating Long Memory in Panel Random‐Coefficient AR(1) Data; ; Pilipauskaite, Vytauté et alin Journal of Time Series Analysis (2020), 41 Detailed reference viewed: 193 (3 UL) |
||