Concrete functional calculus RM Dudley, R Norvaiša, R Norvaiša Springer, 2011 | 192 | 2011 |
Differentiability of six operators on nonsmooth functions and p-variation RM Dudley, R Norvaiša Springer Science & Business, 1999 | 135 | 1999 |
An introduction to p-variation and Young integrals RM Dudley, R Norvaisa | 91 | 1998 |
Stochastic integral equations without probability T Mikosch, R Norvaiša | 68 | 2000 |
Finansų rinkos teorijų pagrindai R Leipus, R Norvaiša Pinigų studijos 4, 5-28, 2003 | 48 | 2003 |
Product integrals, young integrals and p-variation RM Dudley, R Norvaiša Differentiability of Six Operators on Nonsmooth Functions and p-Variation …, 2006 | 34 | 2006 |
A complement to Gladyshev’s theorem R Norvaiša Lithuanian mathematical journal 51 (1), 26-35, 2011 | 31 | 2011 |
Strong laws of large numbers for fields of Banach space valued random variables T Mikosch, R Norvaisa Probability theory and related fields 74 (2), 241-253, 1987 | 30 | 1987 |
Quadratic variation, p-variation and integration with applications to stock price modelling R Norvaisa arXiv preprint math/0108090, 2001 | 26 | 2001 |
Modelling of stock price changes: a real analysis approach R Norvaiša Finance and stochastics 4, 343-369, 2000 | 24 | 2000 |
Uniform convergence of the empirical spectral distribution function T Mikosch, R Norvaiša Stochastic processes and their applications 70 (1), 85-114, 1997 | 23 | 1997 |
Finansų rinkos teorijų taikymas R Leipus, R Norvaiša Pinigų studijos 1, 31-53, 2004 | 21 | 2004 |
Estimating the p-variation index of a sample function: An application to financial data set R Norvaiša, DM Salopek Methodology and Computing in Applied Probability 4, 27-53, 2002 | 20 | 2002 |
Estimating the Orey index of a Gaussian stochastic process with stationary increments: An application to financial data set R Norvaiša, DM Salopek Stochastic Models. Proceedings of the International Conference, In Honour of …, 1998 | 19 | 1998 |
Rate of convergence in the central limit theorem for empirical processes R Norvaiša, V Paulauskas Journal of Theoretical Probability 4 (3), 511-534, 1991 | 17 | 1991 |
Chain rules and p-variation R Norvaiša Studia Math 149 (3), 197-238, 2002 | 15 | 2002 |
Weighted power variation of integrals with respect to a Gaussian process R Norvaiša | 13 | 2015 |
Convergence of weighted partial sums when the limiting distribution is not necessarily Radon M Csörgő, R Norvaiša, B Szyszkowicz Stochastic processes and their applications 81 (1), 81-101, 1999 | 13 | 1999 |
Convergence in law of partial sum processes in p-variation norm R Norvaiša, A Račkauskas Lithuanian Mathematical Journal 48, 212-227, 2008 | 12 | 2008 |
Asymptotic behaviour of linear combinations of functions of order statistics R Norvaiša, R Zitikis Journal of statistical planning and inference 28 (3), 305-317, 1991 | 12 | 1991 |