remigijus.leipus(at)mif.vu.lt

Recent book:

Leipus R., Šiaulys J., Konstantinides D. Closure Properties for Heavy-Tailed and Related Distributions: An Overview. Springer, Cham. 2023.

Recent publications:

1. Morkūnaitė I., Celov D., Leipus R. Evaluation of Value-at-Risk (VaR) using the Gaussian Mixture Models. Research in Statistics. 2024 (forthcoming).
2. Leipus R., Šiaulys J. A note on randomly stopped sums with zero mean increments. Modern Stochastics: Theory and Applications. 2024. 11. 31–42.
3. Paukštys S., Šiaulys J., Leipus R. Truncated moments for heavy tailed and related distribution classes. Mathematics. 2023. 11. 2172.
4. Konstantinides D., Leipus R., Šiaulys J. Minimum of heavy-tailed random variables is not heavy-tailed. AIMS Mathematics. 2023. 8. 13066–13072.
5. Leipus R., Šiaulys J., Dirma, M., Zovė R. On the distribution-tail behaviour of the product of normal random variables. Journal of Inequalities and Applications. 2023. 2023. 32.
6. Konstantinides D., Leipus R., Šiaulys J. On the non-closure under convolution for strong subexponential distributions. Nonlinear Analysis: Modelling and Control. 2023. 28. 97–115.
7. Leipus R., Pilipauskaitė V., Surgailis D. Aggregation of network traffic and anisotropic scaling of random fields. Theory of Probability and Mathematical Statistics. 2023. 108. 77–126.
8. Konstantinides D., Leipus R., Šiaulys J. A note on product-convolution for generalized subexponential distributions. Nonlinear Analysis: Modelling and Control. 2022. 27. 1054–1067.
9. Jokubaitis S., Leipus R. Asymptotic normality in linear regression with approximately sparse structure. Mathematics. 2022. 10. 1657.
10. Skorniakov V., Leipus R., Juzeliūnas G., Staliūnas K. Group testing: revisiting the ideas. Nonlinear Analysis: Modelling and Control. 2021. 26. 534-549.
11. Jokubaitis S., Celov D., Leipus R. Sparse structures with LASSO through Principal Components: forecasting GDP components in the short-run. International Journal of Forecasting. 2021. 37. 759-776.
12. Leipus R., Paukštys S., Šiaulys J. Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure. Statistics and Probability Letters. 2021. 170. 108998.
13. Leipus R., Philippe A., Pilipauskaitė V., Surgailis D. Estimating long memory in panel random-coefficient AR(1) data. Journal of Time Series Analysis. 2020. 41. 520-535.
14. 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.
15. Buteikis A., Leipus R. An integer-valued autoregressive process for seasonality. Journal of Statistical Computation and Simulation. 2020. 90. 391-411.
16. 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.
17. Leipus R., Šiaulys J., Vareikaitė I. Tails of higher-order moments of sums with dominatedly varying summands. Lithuanian Mathematical Journal. 2019. 59. 389-407.
18. Buteikis A., Leipus R. A copula-based bivariate integer-valued autoregressive process with application. Modern Stochastics: Theory and Applications. 2019. 6. 227-249.

All publications

Preprints

Conference abstracts

Textbooks:

1. Leipus R. Laiko eilutės. 2021.
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/