2003 m. katedros mokslinio darbo ataskaita

Mokslinio darbo tema: "Stochastiniai modeliai ir j� taikymas ekonometrijoje, finans� ir draudimo matematikoje"

2003 m. mokslini� publikacij� s�ra�as:

Straipsniai �urnaluose su ISI indeksu:

1. V. Paulauskas, S.T. Rachev, Maximum likelihood estimators in regression models with infinite variance innovations, Statistical Papers, 2003, 44, p. 47-65.
2. V. Paulauskas, A new estimator for tail index, Acta Applicandae Mathematicae, ISSN: 0167-8019, 2003, 79, p. 55-67.
3. V. Mackevi�ius. On the Convergence Rate of Euler Scheme for SDE with Lipschitz Drift and Constant Diffusion , Acta Applicandae Mathematicae. ISSN 0167-8019. 2003, 78(1), p. 301-310.
4. B. Grigelionis, V. Mackevi�ius. The finiteness of moments of a stochastic exponential, Statistics & Probability Letters. ISSN ISSN: 0167-7152. 2003, 64, p. 243-248.

Straipsniai Lietuvos presti�iniuose �urnaluose

1. V. Paulauskas, R. Zov�, On Hausdorff dimension of some Cantor random sets, Liet. Matem. Rink., 2003, 43(2), p.227-239.
2. V. Paulauskas, A. Sku�ait�, Some asymptotic results for one-sided large deviation probabilities, Liet.matem.rink., 2003, 43(3), p. 384-395,(in Russian), English translation: Lithuanian Mathematical Journal, 2003, 43(3), p. 384-395.

Preprintai:

1. K. Liubinskas, On the asymptotical behaviour of the constant in the non-uniform Berry-Esseen inequality, Vilnius Univ. Preprint 2003-12.
2. S. Norvidas, Extreme points of the unit ball in Bernstein spaces, Vilnius Univ. Preprint 2003-23.

Prane�imai konferencijose:
Lietuvos matematik� draugijos XLIV konferencija, Bir�elio 19-20, 2003, Vilniaus Pedagoginis Universitetas.

1. A. Sku�ait�, Some asymptotic results for one-sided large deviation probabilities.
2. K. Gadeikis, Pasiskirstymo �uodegos� indekso pasikeitimo nustatymas.
3. A. Plikusas, Baigtin�s populiacijos sum� santykio vertinimas naudojant papildom� informacij�.
4. V. Mackevi�ius Synchronization of a stochastic dynamic system.

Kitose konferencijose:

1. V. Paulauskas, Error estimates in approximation of some semigroups by quasi-sectorial operators, Intern. Conf. �Kolmogorov and contemporary mathematics�, Moscow, June 16-21, 2003, Abstracts, 2003, p. 531-532.
2. V. Paulauskas, On two problems connected with probability theory and functional analysis, Intern. Conf. On Probability theory and Mathematical Statistics, September 20-27, 2003, Tbilisi, Gruzija.
3. D. Krapavickait�, A. Plikusas, Some estimates of the ratio, Workshop on survey sampling theory and methodology, May 28- June 3, Palanga, 2003.