4. Mathematics
  5. Statistics Theory

Donatas Surgailis

Mathematics – Statistics Theory

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A general moment bound for a product of Gaussian vector's functionals and a central limit theorem for subordinated Gaussian triangular arrays

Mathematics – Statistics Theory
Scientific paper

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A two-sample test for comparison of long memory parameters

Mathematics – Statistics Theory
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Covariance function of vector self-similar process

Mathematics – Probability
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Detection of non-constant long memory parameter

Mathematics – Statistics Theory
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Measuring the roughness of random paths by increment ratios

Mathematics – Statistics Theory
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