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## Norvaiša, Rimas

Compute Distance To:
 Author ID: norvaisa.rimas Published as: Norvaiša, R.; Norvaiša, Rimas; Norvaisa, R. External Links: MGP
 Documents Indexed: 47 Publications since 1986, including 4 Books Reviewing Activity: 171 Reviews
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#### Co-Authors

 24 single-authored 5 Csörgő, Miklós 4 Mikosch, Thomas 3 Dudley, Richard Mansfield 3 Račkauskas, Alfredas Yurgevich 2 Salopek, Donna Mary 1 Butkus, Vygantas 1 Dirmeikis, Šarūnas 1 Malukas, Raimondas 1 Paulauskas, Vygantas Ionovič 1 Samorodnitsky, Gennady Pinkhosovich 1 Szyszkowicz, Barbara 1 Zitikis, Ričardas
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#### Serials

 13 Lithuanian Mathematical Journal 3 Teoriya Veroyatnosteĭ i eë Primeneniya 3 Studia Scientiarum Mathematicarum Hungarica 3 Stochastic Processes and their Applications 2 Bernoulli 1 Studia Mathematica 1 The Annals of Probability 1 Journal of Applied Probability 1 Journal of Statistical Planning and Inference 1 Mathematische Nachrichten 1 Statistics & Probability Letters 1 Probability and Mathematical Statistics 1 Acta Applicandae Mathematicae 1 Probability Theory and Related Fields 1 Journal of Theoretical Probability 1 Journal of Applied Mathematics and Stochastic Analysis 1 Finance and Stochastics 1 Methodology and Computing in Applied Probability 1 Lecture Notes in Mathematics 1 Springer Monographs in Mathematics
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#### Fields

 41 Probability theory and stochastic processes (60-XX) 12 Statistics (62-XX) 7 Real functions (26-XX) 5 Functional analysis (46-XX) 3 Measure and integration (28-XX) 3 Operator theory (47-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX)

#### Citations contained in zbMATH Open

24 Publications have been cited 153 times in 127 Documents Cited by Year
Concrete functional calculus. Zbl 1218.46003
Dudley, R. M.; Norvaiša, R.
2011
Differentiability of six operators on nonsmooth functions and $$p$$-variation. With the collaboration of Jinghua Qian. Zbl 0973.46033
Dudley, Richard M.; Norvaiša, Rimas
1999
An introduction to $$p$$-variation and Young integrals. With emphasis on sample functions of stochastic processes. Zbl 0937.28001
Dudley, R. M.; Norvaiša, R.
1998
Stochastic integral equations without probability. Zbl 0963.60060
Mikosch, Thomas; Norvaiša, Rimas
2000
Strong laws of large numbers for fields of Banach space valued random variables. Zbl 0586.60007
Mikosch, T.; Norvaisa, R.
1987
A complement to Gladyshev’s theorem. Zbl 1283.60051
Norvaiša, Rimas
2011
Uniform convergence of the empirical spectral distribution function. Zbl 0913.60032
Mikosch, T.; Norvaiša, R.
1997
Estimating the $$p$$-variation index of a sample function: an application to financial data set. Zbl 1107.62113
Norvaiša, Rimas; Salopek, Donna Mary
2002
Modelling of stock price changes: a real analysis approach. Zbl 1066.91048
Norvaiša, Rimas
2000
Convergence of weighted partial sums when the limiting distribution is not necessarily Radon. Zbl 0964.60037
Csörgő, Miklós; Norvaiša, Rimas; Szyszkowicz, Barbara
1999
Convergence in law of partial sum processes in $$p$$-variation norm. Zbl 1226.60039
Norvaiša, R.; Račkauskas, A.
2008
Weighted power variation of integrals with respect to a Gaussian process. Zbl 1326.60081
Norvaiša, Rimas
2015
Rate of convergence in the central limit theorem for empirical processes. Zbl 0734.60020
Norvaiša, R.; Paulauskas, V.
1991
Estimating the Orey index of a Gaussian stochastic process with stationary increments: An application to financial data set. Zbl 0973.62070
Norvaiša, R.; Salopek, D. M.
2000
Rough functions: $$p$$-variation, calculus, and index estimation. Zbl 1155.26006
Norvaiša, R.
2006
The central limit theorem for empirical and quantile processes in some Banach spaces. Zbl 0780.60011
Norvaiša, Rimas
1993
Stable processes with sample paths in Orlicz spaces. Zbl 0841.60025
1994
Chain rules and $$p$$-variation. Zbl 1002.26006
Norvaiša, R.
2002
On almost sure behavior of sums of independent Banach space valued random variables. Zbl 0602.60010
Mikosch, T.; Norvaiša, R.
1986
A central limit theorem for a weighted power variation of a Gaussian process. Zbl 1296.60089
Malukas, Raimondas; Norvaiša, Rimas
2014
An extended product integral, a modified linear integral equation, and functions of bounded $$p$$-variation. Zbl 1326.26019
Dirmeikis, Šarūnas; Norvaiša, Rimas
2015
Asymptotic behaviour of linear combinations of functions of order statistics. Zbl 0732.62046
Norvaiša, Rimas; Zitikis, Ričardas
1991
The $$p$$-variation and an extension of the class of semimartingales. Zbl 1032.60050
Norvaiša, R.
2003
Computation of $$p$$-variation. Zbl 1407.26015
Butkus, Vygantas; Norvaiša, Rimas
2018
Computation of $$p$$-variation. Zbl 1407.26015
Butkus, Vygantas; Norvaiša, Rimas
2018
Weighted power variation of integrals with respect to a Gaussian process. Zbl 1326.60081
Norvaiša, Rimas
2015
An extended product integral, a modified linear integral equation, and functions of bounded $$p$$-variation. Zbl 1326.26019
Dirmeikis, Šarūnas; Norvaiša, Rimas
2015
A central limit theorem for a weighted power variation of a Gaussian process. Zbl 1296.60089
Malukas, Raimondas; Norvaiša, Rimas
2014
Concrete functional calculus. Zbl 1218.46003
Dudley, R. M.; Norvaiša, R.
2011
A complement to Gladyshev’s theorem. Zbl 1283.60051
Norvaiša, Rimas
2011
Convergence in law of partial sum processes in $$p$$-variation norm. Zbl 1226.60039
Norvaiša, R.; Račkauskas, A.
2008
Rough functions: $$p$$-variation, calculus, and index estimation. Zbl 1155.26006
Norvaiša, R.
2006
The $$p$$-variation and an extension of the class of semimartingales. Zbl 1032.60050
Norvaiša, R.
2003
Estimating the $$p$$-variation index of a sample function: an application to financial data set. Zbl 1107.62113
Norvaiša, Rimas; Salopek, Donna Mary
2002
Chain rules and $$p$$-variation. Zbl 1002.26006
Norvaiša, R.
2002
Stochastic integral equations without probability. Zbl 0963.60060
Mikosch, Thomas; Norvaiša, Rimas
2000
Modelling of stock price changes: a real analysis approach. Zbl 1066.91048
Norvaiša, Rimas
2000
Estimating the Orey index of a Gaussian stochastic process with stationary increments: An application to financial data set. Zbl 0973.62070
Norvaiša, R.; Salopek, D. M.
2000
Differentiability of six operators on nonsmooth functions and $$p$$-variation. With the collaboration of Jinghua Qian. Zbl 0973.46033
Dudley, Richard M.; Norvaiša, Rimas
1999
Convergence of weighted partial sums when the limiting distribution is not necessarily Radon. Zbl 0964.60037
Csörgő, Miklós; Norvaiša, Rimas; Szyszkowicz, Barbara
1999
An introduction to $$p$$-variation and Young integrals. With emphasis on sample functions of stochastic processes. Zbl 0937.28001
Dudley, R. M.; Norvaiša, R.
1998
Uniform convergence of the empirical spectral distribution function. Zbl 0913.60032
Mikosch, T.; Norvaiša, R.
1997
Stable processes with sample paths in Orlicz spaces. Zbl 0841.60025
1994
The central limit theorem for empirical and quantile processes in some Banach spaces. Zbl 0780.60011
Norvaiša, Rimas
1993
Rate of convergence in the central limit theorem for empirical processes. Zbl 0734.60020
Norvaiša, R.; Paulauskas, V.
1991
Asymptotic behaviour of linear combinations of functions of order statistics. Zbl 0732.62046
Norvaiša, Rimas; Zitikis, Ričardas
1991
Strong laws of large numbers for fields of Banach space valued random variables. Zbl 0586.60007
Mikosch, T.; Norvaisa, R.
1987
On almost sure behavior of sums of independent Banach space valued random variables. Zbl 0602.60010
Mikosch, T.; Norvaiša, R.
1986
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#### Cited by 174 Authors

 9 Kubilius, Kȩstutis 8 Norvaiša, Rimas 5 Słomiński, Leszek 4 Friz, Peter Karl 4 Mikosch, Thomas 4 Račkauskas, Alfredas Yurgevich 3 Chistyakov, Vyacheslav V. 3 Csörgő, Miklós 3 Klimsiak, Tomasz 3 Manstavičius, Martynas 3 Melichov, Dmitrij 3 Russo, Francesco 3 Rzymowski, Maurycy 3 Skorniakov, Viktor 2 Bender, Christian 2 Falkowski, Adrian 2 Jenssen, Helge Kristian 2 Klüppelberg, Claudia 2 Kokoszka, Piotr S. 2 Monteiro, Giselle Antunes 2 Owczarek, Sebastian 2 Paulauskas, Vygantas Ionovič 2 Ridder, Johanna 2 Rosalsky, Andrew 2 Samorodnitsky, Gennady Pinkhosovich 2 Slavík, Antonín 2 Szyszkowicz, Barbara 2 Viitasaari, Lauri 2 Vovk, Vladimir G. 2 Wang, Qiying 2 Yan, Litan 2 Ziemkiewicz, Bartosz 1 Achleitner, Franz 1 Adell, José Antonio 1 Adler, André Bruce 1 Agostinelli, Claudio 1 Anevski, Dragi 1 Anh, Vo V. 1 Apatsidis, Dimitris 1 Argyros, Spiros A. 1 Bakshaev, Aleksej 1 Banerjee, Debapratim 1 Bansal, Naveen K. 1 Bardet, Jean-Marc 1 Bartczak, Leszek 1 Beghin, Luisa 1 Bentkus, Vidmants-Kastytis 1 Bhaskara Rao, M. 1 Bingham, Nicholas Hugh 1 Bojdecki, Tomasz 1 Braverman, Michael Sh. 1 Buchmann, Boris 1 Butkus, Vygantas 1 Can, Sami Umut 1 Cato, Susumu 1 Chan, Ngai Hang 1 Chełmiński, Krzysztof 1 Chen, Pingyan 1 Chen, Zhe 1 Chernozhukov, Victor 1 Chetverikov, Denis 1 Choi, Yong-Kab 1 Cont, Rama 1 Dahlhaus, Rainer 1 Del Moral, Pierre 1 Doukhan, Paul 1 Dudley, Richard Mansfield 1 Errami, Mohammed 1 Frangos, Nikos E. 1 Gan, Shixin 1 Gao, Bo 1 Gapeev, Pavel V. 1 Gess, Benjamin 1 Gorostiza, Luis G. 1 Götze, Friedrich W. 1 Gradinaru, Mihai 1 Groeneboom, Piet 1 Gulisashvili, Archil 1 Hamedani, Gholamhossein G. 1 He, Kun 1 Henríquez, Fernando 1 Huang, Yen-Chin 1 Hult, Henrik 1 Isaia, Florin 1 Jongbloed, Geurt 1 Kanellopoulos, Vassilis 1 Karlovich, Alexeĭ Yur’evich 1 Kato, Kengo 1 Klesov, Oleg I. 1 Kou, S. C. 1 Kozachenko, Yuriĭ Vasyl’ovych 1 Kuchibhotla, Arun Kumar 1 Kühn, Christian 1 Kulikov, Vladimir N. 1 Kydyrmina, Nurgul 1 Lanza de Cristoforis, Massimo 1 Lê Vǎn Thành 1 Lejay, Antoine 1 León, Jorge A. 1 León, José Rafael R. ...and 74 more Authors
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#### Cited in 60 Serials

 15 Lithuanian Mathematical Journal 12 Stochastic Processes and their Applications 9 Statistics & Probability Letters 7 Journal of Mathematical Analysis and Applications 7 Bernoulli 5 The Annals of Probability 5 Journal of Theoretical Probability 4 Acta Mathematica Hungarica 3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Journal of Statistical Physics 2 Mathematical Notes 2 The Annals of Statistics 2 Journal of Differential Equations 2 Journal of Statistical Planning and Inference 2 Transactions of the American Mathematical Society 2 Acta Applicandae Mathematicae 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Advances in Applied Probability 1 Applicable Analysis 1 The Canadian Journal of Statistics 1 Rocky Mountain Journal of Mathematics 1 Annales Scientifiques de l’École Normale Supérieure. Quatrième Série 1 Integral Equations and Operator Theory 1 Journal of Applied Probability 1 Journal of Mathematical Economics 1 Journal of Multivariate Analysis 1 Mathematische Zeitschrift 1 Monatshefte für Mathematik 1 Systems & Control Letters 1 Journal of Time Series Analysis 1 Probability Theory and Related Fields 1 The Annals of Applied Probability 1 Aequationes Mathematicae 1 Journal of Statistical Computation and Simulation 1 SIAM Journal on Mathematical Analysis 1 Theory of Probability and Mathematical Statistics 1 Mathematical Methods of Statistics 1 Random Operators and Stochastic Equations 1 Bulletin des Sciences Mathématiques 1 Electronic Journal of Probability 1 Finance and Stochastics 1 Mathematics and Mechanics of Solids 1 Abstract and Applied Analysis 1 Positivity 1 Journal of Inequalities and Applications 1 Wuhan University Journal of Natural Sciences (WUJNS) 1 Acta Mathematica Sinica. English Series 1 Methodology and Computing in Applied Probability 1 Scandinavian Actuarial Journal 1 Nonlinear Analysis. Real World Applications 1 Stochastics and Dynamics 1 Journal of Hyperbolic Differential Equations 1 Mediterranean Journal of Mathematics 1 Boundary Value Problems 1 Stochastics 1 The Annals of Applied Statistics 1 Probability Surveys 1 Eurasian Mathematical Journal 1 Izvestiya Irkutskogo Gosudarstvennogo Universiteta. Seriya Matematika 1 Transactions of the American Mathematical Society. Series B
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#### Cited in 30 Fields

 86 Probability theory and stochastic processes (60-XX) 29 Statistics (62-XX) 15 Real functions (26-XX) 10 Functional analysis (46-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Measure and integration (28-XX) 6 Partial differential equations (35-XX) 6 Operator theory (47-XX) 5 Integral equations (45-XX) 4 Sequences, series, summability (40-XX) 3 Numerical analysis (65-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Ordinary differential equations (34-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Mechanics of deformable solids (74-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Systems theory; control (93-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Potential theory (31-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Convex and discrete geometry (52-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX)