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: Publications:
  1. Dindiene L., Leipus R., Siaulys 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.
  2. Leipus R., Siaulys J. On the random max-closure for heavy-tailed random variables. Lithuanian Mathematical Journal. 2017. 57. 208-221.
  3. Manstavicius M., Leipus R. Bounds for the Clayton copula. Nonlinear Analysis: Modelling and Control. 2017. 22. 248-260.
  4. Leipus R., Philippe A., Pilipauskaite 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.
  5. Dindiene L., Leipus R. Weak max-sum equivalence for dependent heavy-tailed random variables. Lithuanian Mathematical Journal. 2016. 56. 49-59.
  6. Yang Y., Leipus R., Siaulys J. Asymptotics for randomly weighted and stopped dependent sums. Stochastics: An International Journal of Probability and Stochastic Processes. 2016. 88. 300-319.
  7. Yang Y., Leipus R., Dindiene L. On the max-sum equivalence in presence of negative dependence and heavy tails. Information Technology and Control. 2015. 44. 2015-2020.
  8. Leipus R., Dindiene L. A note on the tail behavior of randomly weighted and stopped dependent sums. Nonlinear Analysis: Modelling and Control. 2015. 20. 263-273.
  9. Yang Y., Leipus R., Siaulys J. Closure property and maximum of randomly weighted sums with heavy tailed increments. Statistics and Probability Letters. 2014. 91. 162-170.
  10. Leipus R., Philippe A., Puplinskaite D., Surgailis D. Aggregation and long memory: recent developments. Journal of the Indian Statistical Association. 2014. 52. 81-111.
  11. Yang Y., Leipus R., Siaulys J. Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model. Lithuanian Mathematical Journal. 2013. 53. 448-470.
  12. Lavancier F., Leipus R., Philippe A., Surgailis D. Detection of non-constant long memory parameter. Econometric Theory. 2013. 29. 1009-1056.
  13. Yang Y., Wang K., Leipus R., Siaulys J. A note on the max-sum equivalence of randomly weighted sums of heavy-tailed random variables. Nonlinear Analysis: Modelling and Control. 2013. 18. 519-525.
  14. Leipus R., Surgailis D. Asymptotics of partial sums of linear processes with changing memory parameter. Lithuanian Mathematical Journal. 2013. 53. 196-219.
  15. Kvedaras V., Leipus R., Siaulys J. Estimation of the generalized stochastic claims reserving model and the chain-ladder method. Pinigu Studijos (Monetary Studies). 2012. 16. Nr. 1. 68-90.
  16. Yang Y., Leipus R., Siaulys J. Precise large deviations for compound random sums in the presence of dependence structures. Computers and Mathematics with Applications. 2012. 64. 2074-2083.
  17. Leipus R., Siaulys J. Closure of some heavy-tailed distribution classes under random convolution. Lithuanian Mathematical Journal. 2012. 52. 249258.
  18. Yang Y., Leipus R., Siaulys J. Tail probability of randomly weighted sums of subexponential random variables under a dependence structure. Statistics and Probability Letters. 2012. 82. 1727-1736.
  19. Yang Y., Leipus R., Siaulys J. Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails. Lithuanian Mathematical Journal. 2012. 52. 222-232.
  20. Yang Y., Leipus R., Siaulys J. On the ruin probability in a dependent discrete time risk model with insurance and financial risks. Journal of Computational and Applied Mathematics. 2012. 236. 3286-3295.
  21. Yang Y., Leipus R., Siaulys J., Cang Y. Uniform estimates for the finite-time ruin probability in the dependent renewal risk model. Journal of Mathematical Analysis and Applications. 2011. 383. 215-225.
  22. Leipus R., Siaulys J. Finite-horizon ruin probability asymptotics in the compound discrete-time risk model. Lithuanian Mathematical Journal. 2011. 51. 207-219.
  23. Yang Y., Wang K., Leipus R., Siaulys J. Tail behavior of sums and maxima of sums of dependent subexponential random variables. Acta Applicandae Mathematicae. 2011. 114. 219-231.
  24. Yang Y., Leipus R., Siaulys J. Local precise large deviations for sums of random variables with O-regularly varying densities. Statistics and Probability Letters. 2010. 80. 1559-1567.
  25. Celov D., Leipus R., Philippe A. Asymptotic normality of the mixture density estimator in a disaggregation scheme. Journal of Nonparametric Statistics. 2010. 22. 425-442.
  26. Giraitis L., Leipus R., Surgailis D. Aggregation of random coefficient GLARCH(1,1) process. Econometric Theory. 2010. 26. 406-425.
  27. Horvath L., Leipus R. Effect of aggregation on estimators in AR(1) sequence. TEST. 2009. 18. 546-567.
  28. Aleskeviciene A., Leipus R., Siaulys J. Second-order asymptotics of ruin probabilities for semiexponential claims. Lithuanian Mathematical Journal. 2009. 49. 364-371.
  29. Yang Y., Wang Y., Leipus R., Siaulys J. Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications. Lithuanian Mathematical Journal. 2009. 49. 337-352.
  30. Leipus R., Siaulys J. Asymptotic behaviour of the finite-time ruin probability in renewal risk models. Applied Stochastic Models in Business and Industry. 2009. 25. 309-321.
  31. Giraitis L., Leipus R., Surgailis D. ARCH($\infty$) models and long memory properties. In: Handbook of Financial Time Series (Andersen T.G., Davis R.A., Kreiss J.-P. and Mikosch T., eds.). Springer, New York. 2009. 70-84.
  32. Kocetova J., Leipus R., Siaulys J. A property of the renewal counting process with application to the finite-time ruin probability. Lithuanian Mathematical Journal. 2009. 49. 55-61.
  33. Aleskeviciene A., Leipus R., Siaulys J. Tail behavior of random sums under consistent variation with applications to the compound renewal risk model. Extremes. 2008. 11. 261-279.
  34. Baltrunas A., Leipus R., Siaulys J. Precise large deviation results for the total claim amount under subexponential claim sizes. Statistics and Probability Letters. 2008. 78. 1206-1214.
  35. Celov D., Leipus R., Philippe A. Time series aggregation, disaggregation and long memory. Lietuvos Matematikos Rinkinys. 2007. 47. 466-481. Reprinted in Lithuanian Mathematical Journal. 2007. 47. 379-393.
  36. Kazakevicius V., Leipus R. On the uniqueness of ARCH processes. Lietuvos Matematikos Rinkinys (Spec. Vol.). 2007. 47. 53-57.
  37. Celov D., Leipus R., Kvedaras V. Agreguotu AR(1) procesu autoregresijos parametro tankio vertinimo metodu palyginimas. Lietuvos Matematikos Rinkinys (Spec. Vol.). 2007. 47. 508-516.
  38. Leipus R., Surgailis D. On long-range dependence in regenerative processes based on a general ON/OFF scheme. Journal of Applied Probability. 2007. 44. 379-392.
  39. Leipus R., Siaulys J. Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes. Insurance: Mathematics and Economics. 2007. 40. 498-508.
  40. Giraitis L., Leipus R. and Surgailis D. Recent advances in ARCH modelling. In Long-Memory in Economics. Eds. A. Kirman and G. Teyssiere. Springer. Berlin. 2007, pp. 3-38.
  41. Celov D., Leipus R. Laiko eiluciu agregavimo, deagregavimo uzdaviniai ir tolima priklausomybe. Lietuvos Matematikos Rinkinys (Spec. Vol.). 2006. 46. 255-262.
  42. Leipus R., Valuzis M. Kredito rizika kaip pasirinkimo sandoris. Pinigu studijos (Monetary Studies). 2006. 10. Nr. 1. 36-59.
  43. Giraitis L., Leipus R. and Philippe A. A test for stationarity versus trends and unit roots for a wide class of dependent errors. Econometric Theory. 2006. 22. 989-1029.
  44. Leipus R., Paulauskas V. and Surgailis D. On a random coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise. Journal of Applied Probability. 2006. 43. 421-440.
  45. Leipus R., Oppenheim G., Philippe A. and Viano M.-C. Orthogonal series density estimation in a disaggregation scheme. Journal of Statistical Planning and Inference. 2006. 136. 2547-2571.
  46. Artamonova J., Leipus R. Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework. Lietuvos Matematikos Rinkinys. 2005. 45. 287-314 (in Russian).
  47. Leipus R., Paulauskas V. and Surgailis D. Renewal regime switching and stable limit laws. Journal of Econometrics. 2005. 129. 299-327.
  48. Artamonova J., Leipus R. A multinomial model for the bond market. Lietuvos Matematikos Rinkinys. 2004. 44. 413-428 (in Russian). Translated to English in Lithuanian Mathematical Journal. 2004. 44. 329-341.
  49. Artamonova J., Leipus R. Bond market modelling using a trinomial tree. Lietuvos Matematikos Rinkinys (Spec. Vol.). 2004. 44. 597-602 (in Lithuanian).
  50. Giraitis L., Leipus R., Robinson P. M. and Surgailis D. LARCH, leverage, and long memory. Journal of Financial Econometrics. 2004. 2. 177-210.
  51. Kazakevicius V., Leipus R. and Viano M.-C. Stability of random coefficient ARCH models and aggregation schemes. Journal of Econometrics. 2004. 120. 139-158.
  52. Leipus R., Norvaisa R. Finansu rinkos teoriju taikymai. Pinigu studijos (Monetary Studies). 2004. 8. Nr. 1. 31-53.
  53. Leipus R., Norvaisa R. Finansu rinkos teoriju pagrindai. Pinigu studijos (Monetary Studies). 2003. 7. Nr. 4. 5-28.
  54. Giraitis L., Kokoszka P., Leipus R. and Teyssiere G. On the power of R/S-type tests for stationarity against contiguous and semi-long memory alternatives. Acta Applicandae Mathematicae. 2003. 78. 285-299.
  55. Leipus R., Surgailis D. Random coefficient autoregression, regime switching and long memory. Advances in Applied Probability. 2003. 35. 737-754.
  56. Kokoszka P., Leipus R. Detection and estimation of changes in regime. In Theory and Applications of Long-Range Dependence. Eds. P. Doukhan, G. Oppenheim and M.S. Taqqu. Birkhauser. Boston. 2003. 325-337.
  57. Kazakevicius V., Leipus R. A new theorem on existence of invariant distributions with applications to ARCH processes. Journal of Applied Probability. 2003. 40. 147-162.
  58. Leipus R., Viano M.-C. Long memory and stochastic trend. Statistics and Probability Letters. 2003. 61. 177-190.
  59. Giraitis L., Kokoszka P., Leipus R. and Teyssiere G. Rescaled variance and related tests for long memory in volatility and levels. Journal of Econometrics. 2003. 112. 265-294. Corrigendum: Journal of Econometrics. 2005. 126. 571-572.
  60. Kazakevicius V., Leipus R. On stationarity in the ARCH ($\infty$) model. Econometric Theory. 2002. 18. 1-16.
  61. Leipus R., Viano M.-C. Aggregation in ARCH models. Lithuanian Mathematical Journal. 2002. 42. 68-89.
  62. Giraitis L., Kokoszka P. and Leipus R. Testing for long memory in the presence of a general trend. Journal of Applied Probability. 2001. 38. 1033-1054.
  63. Giraitis L., Kokoszka P., Leipus R. and Teyssiere G. Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Statistical Inference for Stochastic Processes. 2000. 3. 113-128.
  64. Giraitis L., Kokoszka P. and Leipus R. Stationary ARCH models: dependence structure and Central Limit Theorem. Econometric Theory. 2000. 16. 3-22.
  65. Kokoszka P., Leipus R. Change-point estimation in ARCH models. Bernoulli. 2000. 6. 513-539.
  66. Kokoszka P., Leipus R. Detection and estimation of changes in ARCH processes. In: Measuring Risk in Complex Stochastic Systems. Eds. J. Franke et al. Springer, New York. 2000. 149-160. (Lecture Notes in Statistics, V. 147).
  67. Leipus R., Viano M.-C. Modelling long-memory time series with finite or infinite variance: a general approach. Journal of Times Series Analysis. 2000. 21. 61-74.
  68. Leipus R. A squared binomial tree approach to discrete-time bond market modelling. In: Probability Theory and Math. Statist. Proceedings of the Seventh Vilnius Conference (1998). Eds. B.Grigelionis et al. TEV. Vilnius - VSP. Utrecht. 1999. 429-440.
  69. Leipus R., Rackauskas A. Security price modelling by binomial tree. Applicationes Mathematicae. 1999. 26. 253-266.
  70. Kokoszka P., Leipus R. Testing for parameter changes in ARCH models. Lietuvos Matematikos Rinkinys (Lithuanian Mathematical Journal). 1999. 39. 231-247.
  71. Kokoszka P., Leipus R. Covariance structure and change-point problem for non-negative ARCH processes. Prague Stochastics'98. 2. 1998. 321-324.
  72. Kokoszka P., Leipus R. Change-point in the mean of dependent observations. Statistics and Probability Letters. 1998. 40. 385-393.
  73. Leipus R., Rackauskas A. On a securities price binomial model. Lietuvos matematiku draugijos XXXVIII konferencijos darbai. Vilniaus Gedimino Technikos Universitetas. Vilnius ``Technika". 1997. 367-372.
  74. Rich D., Leipus R. An option-based approach to analyzing financial contracts with multiple indenture provisions. Advances in Futures and Options Research. 1997. 9. 1-36.
  75. Giraitis L., Leipus R. and Surgailis D. The change-point problem for dependent observations. Journal of Statistical Planning and Inference. 1996. 53. 297-310.
  76. Leipus R. A posteriori and sequential methods of change-point detection in FARIMA-type time series. In: Probability Theory and Math. Statist. Proceed. of the Sixth Vilnius Conference (1993). Eds. B.Grigelionis et al. TEV. Vilnius - VSP. Utrecht. 1994. 485-496.
  77. Giraitis L., Leipus R. A generalized fractionally differencing approach in long-memory modelling. Lietuvos Matematikos Rinkinys. 1995. 35. 65-81.
  78. Giraitis L., Leipus R. Testing and estimating in the change-point problem of the spectral function. Lietuvos Matematikos Rinkinys. 1992. 32. 20-38.
  79. Giraitis L., Leipus R. Functional CLT for nonparametric estimates of spectra and the change-point problem of spectral function. Lietuvos Matematikos Rinkinys. 1990. 30. 674-697.
  80. Leipus R. Functional limit theorems for rank statistics in the change-point problem. Lietuvos Matematikos Rinkinys. 1989. 29. 733-744.
  81. Leipus R. Weak convergence of two-parameter empirical fields in the change-point problem. Lietuvos Matematikos Rinkinys. 1988. 28. 716-723.
Non-refered:
  1. Leipus R. Long memory modelling in financial time series. Proceed. of Conf. "Mathematical Methods in Finance and Econometrics". Minsk. June 27-29. 2000. 101-107.
  2. Zickus M., Leipus R. and Kvietkus K. Estimation of long-range dependence in wind speed time series. Environmental Physics. 1997. 19. 45-51.
  3. Leipus R. Change-point problem for spectrum of ARMA process. 8-th European Young Statisticians Meeting. Conference Proceedings. Palanga. September 5-12. 1993. 81-84.
  4. Leipus R. Change point problem for spectrum of stationary sequence. Statistines Valdymo Problemos. 1990. 89. 47-53.
  5. Leipus R. Asymptotical properties of Kolmogorov-Smirnov type statistics in change point problem. Statistines Valdymo Problemos. 1988. 83. 99-104.
Preprints:
  1. Leipus R., Philippe A., Pilipauskaite V., Surgailis D. Sample covariances of random-coefficient AR(1) panel model. Preprint. 2018.
  2. Leipus R., Philippe A., Pilipauskaite V., Surgailis D. Testing for long memory in panel random-coefficient AR(1) data. Preprint. 2018.
  3. Buteikis L., Leipus R. Application of copula-based BINAR models in loan modelling. Preprint. 2017.
  4. Aleskeviciene A., Leipus R., Siaulys J. Finite-time ruin probability in the compound renewal risk model with consistent variation. VU, Matematikos ir informatikos fakultetas. Preprintas 2007-10.
  5. Leipus R., Siaulys J. Asymptotic behaviour of the finite-time ruin probability in renewal risk model. VU, Matematikos ir informatikos fakultetas. Preprintas 2007-07.
  6. Aleskeviciene A., Leipus R., Siaulys J. A note on the finite-time ruin probability in the compound renewal risk model with consistent variation. VU, Matematikos ir informatikos fakultetas. Preprintas 2006-33.
  7. Baltrunas A., Leipus R., Siaulys J. Precise large deviation results for the total claim amount under subexponential claim sizes. VU, Matematikos ir informatikos fakultetas. Preprintas 2005-25.
  8. Artamonova J., Leipus R. Continuous time approximation of interest rates in generalized Ho-Lee framework. Preprint. 2005.
  9. Leipus R., Surgailis D. Long-range dependence in ON/OFF process with application to G/G/1/0 queue. Preprint. 2005.
  10. Leipus R., Norvaisa R. An overview of financial market theories. VU Matematikos ir informatikos fakultetas. Preprintas 2003-19 (in Lithuanian).
  11. Leipus R., Viano M.-C. Long memory and stochastic trend. IRMA Preprint. 2001.
  12. Kazakevicius V., Leipus R. Stationarity in the integrated ARCH models. Preprint. 2001.
  13. Giraitis L., Kokoszka P., Leipus R., Teyssiere G. Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. Document de Travail No 99A24. GREQAM. 1999.
  14. Giraitis L., Kokoszka P., Leipus R. Detection of long memory in ARCH models. 1999.
  15. Kokoszka P., Leipus R. Rescaled variance test of long memory. Preprint. 1998.
  16. Leipus R., Rackauskas A. Securities price modelling by binomial tree. Vilniaus Universitetas. Matematikos Fakultetas. Preprintas 97-5. 1997.
  17. Leipus R., Rackauskas A. Modelling discrete-time stock market by squared binomial tree. Preprint. 1997.
  18. Leipus R. Positive interest approach in the bond market modelling. Matematikos ir Informatikos Institutas. Preprintas Nr. 96-11. 1996.
  19. Rich D., Leipus R. Financial Contracting in the Presence of Multiple Indenture Provisions: An Option Pricing Framework. Virginia Polytechnic Institute and State University. Working paper. 1994.
Conference abstracts:
  1. Leipus R. (with Philippe A., Surgailis D., Pilipauskaite V.) Statistical inference for random coefficient dynamic panel data models. 11th International Conference on Computational and Financial Econometrics (CFE 2017) and 10th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2017), University of London (UK), 16-18 December 2017. p. 26.
  2. Buteikis R. (with Leipus R.) Application of copula-based BINAR models in loan modelling. 11th International Conference on Computational and Financial Econometrics (CFE 2017) and 10th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2017), University of London (UK), 16-18 December 2017. p. 68.
  3. Leipus R. (with Siaulys J.) Random max-closure property of heavy-tailed random variables. The Book of Abstracts for the 10th International Conference on Extreme Value Analysis. Delft University of Technology, The Netherlands, June 26-30, 2017. p. 50.
  4. Dindiene L., Leipus R., Siaulys J. Closure property and tail probability asymptotics for randomly weighted sums of dependent random variables with heavy tails. The X Tartu Conference on Multivariate Statistics. 28 June - 1 July 2016. Tartu, Estonia. Abstracts. p. 15.
  5. Leipus R. Estimation and testing in the random coefficient dynamic panel data model. The X Tartu Conference on Multivariate Statistics. 28 June - 1 July 2016. Tartu, Estonia. Abstracts. p. 34.
  6. Leipus R. Closure property of randomly weighted sums. The Workshop on New Directions in Risk Theory, Nanjing Audit University, Nanjing, October 31, 2015. p. 5.
  7. Leipus R. (with Lavancier F., Philippe A., Surgailis D.) Partial-sum limits for linear processes with changing memory and applications. 7th International Conference on Computational and Financial Econometrics (CFE 2013) and 6th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (ERCIM 2013), University of London (UK), 14-16 December 2013. p. 6.
  8. Leipus R. Detection of non-constant long memory parameter. "Nonstationarity and risk management", January 21-25, 2013. CIRM, Luminy, France. p. 15.
  9. Leipus R., Surgailis D. Asymptotics of partial sums of linear processes with changing memory parameter. International Conference "Statistical Models for Financial Data III". Program and Abstracts. May 23-26, 2012. Graz, Austria.
  10. Leipus R. Memory properties of aggregated autoregressive processes and fields. The IX Tartu Conference on Multivariate Statistics & The XX International Workshop on Matrices and Statistics. 26 June - 1 July 2011. Tartu, Estonia. Abstracts. p. 46.
  11. Leipus R. Aggregation of linear ARCH models and long memory. 23rd Nordic Conference on Mathematical Statistics. NORDSTAT 2010, June 14-17, 2010. Voss, Norway. Program and Abstracts. p. 29.
  12. Leipus R. Asymptotics of random sums of heavy-tailed negatively dependent random variables with applications. "Spatio-temporal risk modeling", April 26-30, 2010. Luminy, France.
  13. Siaulys J., Leipus R. Finite-time ruin probability asymptotics in renewal risk model. The 16th International Conference on "Mathematical Methods in Economy and Industry". Book of Abstracts, May 15-18, 2009. Ceske Budejovice, Czech Republic. p. 26.
  14. Leipus R. Time series aggregation, disaggregation and long memory. The 16th International Conference on "Mathematical Methods in Economy and Industry". Book of Abstracts, May 15-18, 2009. Ceske Budejovice, Czech Republic. p. 19.
  15. Celov D., Leipus R. Application of disaggregation methods in AR(1) aggregation scheme. 22nd Nordic Conference on Mathematical Statistics (NORDSTAT), 16-19 June, 2008, Vilnius, Lithuania. Abstract book. p. 25.
  16. Leipus R. Time series aggregation, disaggregation and long memory. International Conference "Statistical Models for Financial Data II". Program and Abstracts, May 23-26, 2007. Graz, Austria.
  17. Leipus R., Surgailis D., Paulauskas V. Renewal type regime switching, long memory and stable laws. International Conference "Statistical Models for Financial Data". Program and Abstracts, May 27-29, 2004. Graz, Austria.
  18. Leipus R. Asymptotic theory of the rescaled variance test in the presence of trends. 8th International Vilnius Conference on Probability Theory and Mathematical Statistics. Abstracts of Communications. Vilnius. June 23 - 29. 2002. p. 172.
  19. Leipus R. Testing stationarity against change-point and other forms of unstability. International Gnedenko Conference. Abstracts. Kyiv. June 3 - 7. 2002. p. 116.
  20. Leipus R. Stability of random coefficient autoregressive conditionally heteroskedastic models and aggregation effect. European Working Group on Financial Modeling. 28th Workshop in Vilnius. Abstracts of Papers. Vilnius, May 3-5, 2001. pp. 15-16.
  21. Leipus R. Testing long memory versus change-point and general trend. In: New Directions in Time-Series Analysis. Marseille, CIRM, April 23-27, 2001.
  22. Giraitis. L., Leipus R., Robinson P.M., Surgailis D. LARCH, leverage and long memory. In: New directions in Time-Series Analysis. Marseille, CIRM, April 23-27, 2001.
  23. Leipus R. Detecting long memory by rescaled variance test. In: Theoremes limites et longue memoire en statistiques. XIXeme Rencontre Franco-Belge de Statisticiens. Marseille, November 19-21, 1998.
  24. Leipus R., Rackauskas A. Modelling discrete-time security market by squared binomial tree. 22nd European Meeting of Statisticians and 7th International Vilnius Conference on Probability Theory and Mathematical Statistics. Abstracts of Communications. Vilnius. August 12 - 18. 1998. p. 300.
  25. Viano M.-C., Leipus R. and Oppenheim G. Long-memory discrete and continuous time processes: modelisation and simulation. 22nd European Meeting of Statisticians and 7th International Vilnius Conference on Probability Theory and Mathematical Statistics. Abstracts of Communications. Vilnius. August 12 - 18. 1998. pp. 446 - 447.
  26. Kazakevicius V., Leipus R. Stationarity of HARCH sequences. Proceed. of XXXIX Conf. of Lith. Math. Soc. 1998. p. 97. /in Lith./
  27. Leipus R., Rackauskas A. Modelling prices by binomial tree. Proceed. of XXXVIII Conf. of Lith. Math. Soc. 1997. p. 20. /in Lith./
  28. Leipus R. Modelling of arbitrage-free bond market. Proceed. of XXXVI Conf. of Lith. Math. Soc. 1996. pp. 48-50. /in Lith./
  29. Leipus R. Pricing of random maturity options. Proceed. of XXXVI Conf. of Lith. Math. Soc. 1995. p. 220 /in Lith./.
  30. Giraitis L., Leipus R., Surgailis D. The change-point problem for dependent observations. 3rd World Congress of the Bernoulli Society and 57th Annual Meeting of the Institute of Mathematical Statistics. Abstracts. Chapel Hill, North Carolina. June 20-25. 1994. p. 66.
  31. Leipus R. Generalized fractional differencing. Proceed. of XXIV Conf. of Lith. Math. Soc. 1993. II. pp. 5-6.
  32. Giraitis L., Leipus R. On generalized fractional noise. International Conference on Applications of Time Series Analysis in Astronomy and Meteorology. Universita di Padova. Italy. September 6-10. 1993. pp. 87-89.
  33. Giraitis L., Leipus R. Change point problem for the spectrum of stationary sequence. 6th International Vilnius Conference on Probability Theory and Mathematical Statistics. Abstracts of Communications. Vilnius. June 28 - July 3. 1993. p. 112-113.
  34. Giraitis L., Leipus R. Change point detection in ARMA sequence. In: Random processes and fields changes detection methods (ChanDe' 92). Abstracts of Communications. Kiev. September 29 - October 3, 1992. pp. 14-15.
  35. Giraitis L., Leipus R. Change point problem for stationary sequence. Proceed. of XXXII Conf. of Lith. Math. Soc. 1991. p. 216-217 /in Lith./.
  36. Leipus R. Change point problem for the spectrum of stationary sequence (In Russ.) In: Random processes changes detection methods. Abstracts. Voronezh. October 2-4, 1990. p. 8.
  37. Giraitis L., Leipus R. Functional limit theorem for the empirical spectral process from linear variables. Proceed. of XXX Conf. of Lith. Math. Soc. 1989. pp. 261-262 /in Lith./.
  38. Leipus R. Law of iterated logarithm in change-point problem. Proceed. of XXIX Conf. of Lith. Math. Soc. 1988. pp. 69-70 /in Lith./.
  39. Leipus R. Invariance principles for twoparameter empirical processes. Proceed. of XXVIII Conf. of Lith. Math. Soc. 1987. p. 200 /in Lith./.
Textbooks:
  1. Leipus R. Ekonometrija II. 2016.
  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/
Other publications:
  1. Leipus R. 12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics. Nesletter of the European Mathematical Society. 2018. Iss. 109. 8-9.
  2. Leipus R. Lietuvos matematiku draugijos veikla 20142017 metais. Lietuvos matematikos rinkinys, ser. B. 2017. 58 t. 1-10.
  3. Leipus R., Rackauskas A. Matematine statistika Lietuvoje. In Matematika Lietuvoje po 1945 metu. Matematikos ir informatikos institutas. 2006, p. 243-265. /in Lithuanian/
  4. Leipus R. Mathematical models of finance. Alfa plius Omega. 1996. Nr.2. 11-30. /in Lith./