Remigijus Leipus

Mailing address:

Faculty of Mathematics and Informatics
Vilnius University
Naugarduko 24
Vilnius LT-03225
Lithuania

E-mail:
remigijus.leipus(at)mif.vu.lt
Fields of interest:

Recent publications:

  1. Leipus R., Šiaulys J. On a closure property of convolution equivalent class of distributions. Journal of Mathematical Analysis and Applications. 2020. 490, Iss. 1, Art. 124226.
  2. Buteikis A., Leipus R. An integer-valued autoregressive process for seasonality. Journal of Statistical Computation and Simulation. 2020. 90. 391-411.
  3. Leipus R., Philippe A., Pilipauskaitė V., Surgailis D. Sample covariances of random-coefficient AR(1) panel model. Electronic Journal of Statistics. 2019. 13. 4527-4572.
  4. Leipus R., Šiaulys J., Vareikaitė I. Tails of higher-order moments of sums with dominatedly varying summands. Lithuanian Mathematical Journal. 2019. 59. 389-407.
  5. Buteikis A., Leipus R. A copula-based bivariate integer-valued autoregressive process with application. Modern Stochastics: Theory and Applications. 2019. 6. 227-249.
  6. Dindienė L., Leipus R., Šiaulys J. Closure property and tail probability asymptotics for randomly weighted sums of dependent random variables with heavy tails. Journal of the Korean Mathematical Society. 2017. 54. 1879-1903.
  7. Leipus R., Šiaulys J. On the random max-closure for heavy-tailed random variables. Lithuanian Mathematical Journal. 2017. 57. 208-221.
  8. Manstavičius M., Leipus R. Bounds for the Clayton copula. Nonlinear Analysis: Modelling and Control. 2017. 22. 248-260.
  9. Leipus R., Philippe A., Pilipauskaitė V., Surgailis D. Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data. Journal of Multivariate Analysis. 2017. 22. 248-260.
  10. Dindienė L., Leipus R. Weak max-sum equivalence for dependent heavy-tailed random variables. Lithuanian Mathematical Journal. 2016. 56. 49-59.
  11. Yang Y., Leipus R., Šiaulys J. Asymptotics for randomly weighted and stopped dependent sums. Stochastics: An International Journal of Probability and Stochastic Processes. 2016. 88. 300-319.
  12. Yang Y., Leipus R., Dindienė L. On the max-sum equivalence in presence of negative dependence and heavy tails. Information Technology and Control. 2015. 44. 2015-2020.
  13. Leipus R., Dindienė L. A note on the tail behavior of randomly weighted and stopped dependent sums. Nonlinear Analysis: Modelling and Control. 2015. 20. 263-273.
All publications
    Preprints
      Conference abstracts

        Textbooks:

        1. Leipus R. Laiko eilutės. 2019.
        2. Leipus R. Financial Markets: Discrete Time Stochastic Models. Vilnius University. 1999. /in Lithuanian/
        3. Leipus R. Statistics in Business and Economics. Vilnius University. Eurofaculty. 1997. /in Lithuanian/
        4. Leipus R. Introduction to Time Series Analysis. Vilnius University. 1995. /in Lithuanian/