An increasing variety of data frequencies available in economics, finance, etc. gives rise to a question how to build and estimate a regression model with variables observed at different frequencies. In a unifying framework of (m,d)-aggregation we consider various approaches by discussing some...

For quasi-associated random fields (comprising negatively and positively dependent fields) on we use Stein's method to establish the rate of normal approximation for partial sums taken over arbitrary finite subsets of .

Let [zeta]nse be the adaptive polygonal process of self-normalized partial sums Sk=[summation operator]1[less-than-or-equals, slant]i[less-than-or-equals, slant]kXi of i.i.d. random variables defined by linear interpolation between the points (Vk2/Vn2,Sk/Vn), k[less-than-or-equals, slant]n,...

Let be an i.i.d. random field of square integrable centered random elements in the separable Hilbert space and , , be the summation processes based on the collection of sets [0,t1]x...x[0,td], 0<=ti<=1, i=1,...,d. When d>=2, we characterize the weak convergence of in the Hölder space by the finiteness of the weak p...</=ti<=1,>

In the doctoral dissertation, we consider problems of testing and estimating changed segment with unknown starting position and duration of epidemic state in the autoregressive first-order model. The proposed tests are based on partial sums of model residuals and model-parameter...

Disertacijoje nagrinėjamas pirmos eilės autoregresinio modelio pasikeitusio segmento testavimo ir vertinimo uždavinys. Aprašomo modelio epideminio pasikeitimo pradžia ir ilgis nėra žinomi. Pasiūlyti kriterijai pasikeitusio segmento testavimui, kurie pagrįsti modelio paklaidų...

The accurate (exact) prediction of tax revenue is a very important task for state budget planning. Both underestimation and overestimation of the planned revenue could cause problems in case the revenue is used to finance government functions. In the past few years planning of profit tax revenue...