A two-sample test for comparison of long memory parameters. - Frédéric Lavancier; Anne Philippe; Donatas Surgailis (J. Multivar. Anal., 2010)

Moment bounds and central limit theorems for Gaussian subordinated arrays. - Jean-Marc Bardet; Donatas Surgailis (J. Multivar. Anal., 2013)

Anisotropic scaling of the random grain model with application to network traffic. - Vytaute Pilipauskaite; Donatas Surgailis (J. Appl. Probab., 2016)

Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data. - Remigijus Leipus; Anne Philippe; Vytaute Pilipauskaite; Donatas Surgailis (J. Multivar. Anal., 2017)