VU Matematikos ir informatikos instituto autoriaus 'Remigijus Leipus' publikacijų sąrašas
pagal Lietuvos akademinių bibliotekų tinklo (LABT) publikacijų bazes VUB [nuo 2011 m. iki dabar] ir LMAVB [iki 2010 m. imtinai]:

Eil. Nr. Publikacija
1Leipus, Remigijus; Paukštys, Saulius; Šiaulys, Jonas. Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure // Statistics and probability letters. Amsterdam : Elsevier. ISSN 0167-7152. eISSN 1879-2103. 2021, vol. 170, art. no.108998, p. [1-12]. DOI: 10.1016/j.spl.2020.108998.
2Skorniakov, Viktor; Leipus, Remigijus; Juzeliūnas, Gediminas; Staliūnas, Kęstutis. Group testing: revisiting the ideas // Nonlinear analysis: modelling and control. Vilnius : Vilniaus universiteto leidykla. ISSN 1392-5113. eISSN 2335-8963. 2021, vol. 26, no. 3, p. 534-549. DOI: 10.15388/namc.2021.26.23933.
3Jokubaitis, Saulius; Celov, Dmitrij; Leipus, Remigijus. Sparse structures with LASSO through principal components: International Journal of Forecasting // International journal of forecasting. Amsterdam : Elsevier BV. ISSN 0169-2070. eISSN 1872-8200. 2021, vol. 37, iss. 2, p. 759-776. DOI: 10.1016/j.ijforecast.2020.09.005.
4Buteikis, Andrius; Leipus, Remigijus. An integer-valued autoregressive process for seasonality // Journal of statistical computation and simulation. Abingdon : Taylor & Francis Inc. ISSN 0094-9655. eISSN 1563-5163. 2020, vol. 90, no. 3, p. 391-411. DOI: 10.1080/00949655.2019.1685995.
5Leipus, Remigijus; Šiaulys, Jonas. On a closure property of convolution equivalent class of distributions // Journal of mathematical analysis and applications. San Diego, CA : Academic Press Inc. Elsevier Science. ISSN 0022-247X. eISSN 1096-0813. 2020, vol. 490, iss. 1, art. no. 124226, p. [1-8]. DOI: 10.1016/j.jmaa.2020.124226.
6Leipus, Remigijus; Manstavičius, Eugenijus. The Lithuanian Mathematical Society and mathematical life in the country // Newsletter of the European Mathematical Society. Berlin : EMS. ISSN 1027-488X. 2020, no. 118, p. 68-70.
7Leipus, Remigijus; Philippe, ,Anne; Pilipauskaite, Vytautė; Surgailis, Donatas. Estimating long memory in panel random-coefficient AR(1) data // Journal of time series analysis. Hoboken : Wiley. ISSN 0143-9782. eISSN 1467-9892. 2020, vol. 41, iss. 4, p. 520-535. DOI: 10.1111/jtsa.12519.
8Buteikis, Andrius; Leipus, Remigijus. An integer-valued autoregressive process for seasonality // 13th International Conference on Computational and Financial Econometrics (CFE 2019) and 12th International Conference of the ERCIM Working Group on Computational and Methodological Statistics (CMStatistics 2019), London, 14-16 December 2019: programme and abstracts. London : ECOSTA Econometrics And Statistics, 2019. ISBN 9789963222780. p. 238. Prieiga per internetą: <http://cmstatistics.org/CMStatistics2019/docs/BoACFECMStatistics2019.pdf?20191121220149> [žiūrėta 2020-03-03].
9Buteikis, Andrius; Leipus, Remigijus. A copula-based bivariate integer-valued autoregressive process with application // Modern stochastics: theory and applications. Vilnius : VTeX. ISSN 2351-6046. eISSN 2351-6054. 2019, vol. 6, iss. 2, p. 227-249. DOI: 10.15559/19-VMSTA130.
10Leipus, Remigijus; Šiaulys, Jonas; Vareikaitė, Ieva. Tails of higher-order moments with dominatedly varying summands // Lithuanian mathematical journal. New York : Springer Science+Business Media. ISSN 0363-1672. eISSN 1573-8825. 2019, vol. 59, no. 3, p. 389-407. DOI: 10.1007/s10986-019-09444-x.
11Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas. Sample covariances of random-coefficient AR(1) panel model // Electronic journal of statistics. Cleveland : The Institute of Mathematical Statistics and the Bernoulli Society. eISSN 1935-7524. 2019, vol. 13, no. 2, p. 4527-4572. DOI: 10.1214/19-EJS1632.
12Buteikis, Andrius; Leipus, Remigijus. Application of copula-based binar models in loan modelling // 12th international Vilnius conference on probability theory and mathematical statistics and 2018 IMS annual meeting on probability and statistics, July 2-6, 2018, Vilnius, Lithuania. Vilnius : VTeX. 2018, p. 312. Prieiga per internetą: <http://ims-vilnius2018.com/content/pdf/ivc312.pdf> [žiūrėta 2018-07-12].
13Leipus, Remigijus. 12th International Vilnius conference on probability theory and mathematical statistics and 2018 IMS annual meeting on probability and statistics // EMS Newsletter. Zürich : European Mathematical Society Publishing House. ISSN 1027-488X. 2018, iss. 109, p. 8-9. Prieiga per internetą: <https://www.ems-ph.org/journals/newsletter/pdf/2018-09-109.pdf> [žiūrėta 2019-04-18].
14Šiaulys, Jonas; Leipus, Remigijus. Random max-closure property of heavy-tailed random variables // The book of abstracts for the 10th international conference on extreme value analysis, Delft University of Technology, The Netherlands, June 26-30, 2017. Delft : Delft University of Technology. 2017, p. 50.
15Leipus, Remigijus; Philippe, Anne; Pilipauskaitė, Vytautė; Surgailis, Donatas. Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data // Journal of multivariate analysis. San Diego : Elsevier Inc. ISSN 0047-259X. 2017, Vol. 153, p. 121-135. DOI: 10.1016/j.jmva.2016.09.007.
16Dindienė, Lina; Leipus, Remigijus; Šiaulys, Jonas. Closure property and tail probability asymptotics for randomly weighted sums of dependent random variables with heavy tails // Journal of the Korean Mathematical Society. Seoul : Korean Mathematical Society. ISSN 0304-9914. eISSN 2234-3008. 2017, Vol. 54, no 6, p. 1879-1903. DOI: 10.4134/JKMS.j160753.
17Leipus, Remigijus. Lietuvos matematikų draugijos veikla 2014–2017 metais = Activities of the Lithuanian Mathematical Society in 2014–2017 // Lietuvos matematikos rinkinys. Ser. B. Vilnius : Matematikos ir informatikos institutas. ISSN 0132-2818. eISSN 2335-898X. 2017, t. 58, p. 1-10. DOI: 10.15388/LMR.B.2017.01.
18Manstavičius, Martynas; Leipus, Remigijus. Bounds for the Clayton copula // Nonlinear analysis : modelling and control. Vilnius : Vilnius University Institute of Mathematics and Informatics. ISSN 1392-5113. 2017, Vol. 22, no 2, p. 248-260. DOI: 10.15388/NA.2017.2.7.
19Buteikis, Andrius; Leipus, Remigijus. Application of copula-based BINAR models in loan modelling // 11th international conference on computational and financial econometrics (CFE 2017) and 10th international conference of the ERCIM (European Research Consortium for informatics and mathematics) working group on computational and methodological statistics (CMStatistics 2017), London, 16 -18 December 2017 : programme and abstracts. London : ECOSTA Econometrics And Statistics, 2017. ISBN 9789963222742. p. 68. Prieiga per internetą: <http://www.cfenetwork.org/CFE2017/docs/BoA%20CFE-CMStatistics%202017.pdf?20171128000235> [žiūrėta 2018-02-21].
20Leipus, Remigijus; Šiaulys, Jonas. On the random max-closure for heavy-tailed random variables // Lithuanian mathematical journal. New York : Springer. ISSN 0363-1672. eISSN 1573-8825. 2017, Vol. 57, no 2, p. 208-221. DOI: 10.1007/s10986-017-9355-2.
21Leipus, Remigijus; Philippe, Anne; Surgailis, Donatas; Pilipauskaitė, Vytautė. Statistical inference for random coefficient dynamic panel data models // 11th international conference on computational and financial econometrics (CFE 2017) and 10th international conference of the ERCIM (European Research Consortium for informatics and mathematics) working group on computational and methodological statistics (CMStatistics 2017), London, 16 -18 December 2017 : programme and abstracts. London : ECOSTA Econometrics And Statistics, 2017. ISBN 9789963222742. p. 26. Prieiga per internetą: <http://www.cfenetwork.org/CFE2017/docs/BoA%20CFE-CMStatistics%202017.pdf?20171128000235> [žiūrėta 2018-02-21].
22Dindienė, Lina; Leipus, Remigijus. Weak max-sum equivalence for dependent heavy-tailed random variables // Lithuanian mathematical journal. New York : Springer Science+Business Media. ISSN 0363-1672. eISSN 1573-8825. 2016, Vol. 56, No. 1, p. 49-59. DOI: 10.1007/s10986-016-9303-6.
23Leipus, Remigijus. Estimation and testing in the random coefficient dynamic panel data model // The 10th Tartu conference on multivariate statistics, 28 June - 1 July 2016, Tartu, Estonia : abstracts. Tartu : University of Tartu Press, 2016. ISBN 9789949771530. p. 34. Prieiga per internetą: <http://www-1.ms.ut.ee/tartu16/Abstracts_Leipus.pdf> [žiūrėta 2016-09-15].
24Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas. Asymptotics for randomly weighted and stopped dependent sums // Stochastics: an international journal of probability and stochastic processes. Abingdon : Taylor and Francis. ISSN 1744-2508. eISSN 1744-2516. 2016, Vol. 88, No. 2, p. 300-319. DOI: 10.1080/17442508.2015.1052812.
25Dindienė, Lina; Leipus, Remigijus; Šiaulys, Jonas. Closure property and tail probability asymptotics for randomly weighted sums of dependent random variables with heavy tails // The 10th Tartu conference on multivariate statistics, 28 June - 1 July 2016, Tartu, Estonia : abstracts. Tartu : University of Tartu Press, 2016. ISBN 9789949771530. p. 15. Prieiga per internetą: <http://www-1.ms.ut.ee/tartu16/Abstracts_Lina.pdf> [žiūrėta 2016-09-15].
26Leipus, Remigijus. Closure property of randomly weighted sums // The workshop on new directions in risk theory, Nanjing, October 31, 2015 : [abstracts]. Nanjing : Nanjing Audit University. 2015, p. 3.
27Dindienė, Lina; Leipus, Remigijus. A note on the tail behavior of randomly weighted and stopped dependent sums // Nonlinear analysis : modelling and control. Vilnius : Institute of Mathematics and Informatics. ISSN 1392-5113. 2015, vol. 20, no 2, p. 263-273. DOI: 10.15388/NA.2015.2.8.
28Yang, Yang; Leipus, Remigijus; Dindienė, Lina. On the max-sum equivalence in presence of negative dependence and heavy tails // Information technology and control / Kauno technologijos universitetas. Kaunas : Technologija. ISSN 1392-124X. eISSN 2335-884X. 2015, T. 44, Nr. 2, p. 215-220. DOI: 10.5755/j01.itc.44.2.7312.
29Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas. Closure property and maximum of randomly weighted sums with heavy-tailed increments // Statistics & probability letters. Amsterdam : Elsevier BV. ISSN 0167-7152. 2014, Vol. 91, p. 162-170. DOI: 10.1016/j.spl.2014.04.020.
30Leipus, Remigijus; Philippe, Anne; Puplinskaitė, Donata; Surgailis, Donatas. Aggregation and long memory: recent developments // Journal of the Indian Statistical Association. Pune : Indian Statistical Association. ISSN 0537-2585. 2014, vol. 52, no. 1, p. 71-101.
31Leipus, Remigijus; Philippe, Anne. Detection of non-constant long memory parameter // Nonstationarity and risk management : final workshop of the thematic cycle of the Institut des études avancées de l'Université de Cergy-Pontoise, 21-25 January, 2013. Cergy-Pontoise : Université de Cergy-Pontoise. 2013, p. 15.
32Leipus, Remigijus; Surgailis, Donatas. Asymptotics of partial sums of linear processes with changing memory parameter // Lithuanian mathematical journal. New York : Springer. ISSN 0363-1672. 2013, vol. 53, no. 2, p. 196-219. DOI: 10.1007/s10986-013-9203-y.
33Yang, Yang; Wang, Kaiyong; Leipus, Remigijus; Šiaulys, Jonas. A note on the max-sum equivalence of randomly weighted sums of heavy-tailed random variables // Nonlinear analysis: modelling and control. Vilnius : Vilniaus universiteto leidykla. ISSN 1392-5113. eISSN 2335-8963. 2013, vol. 18, no. 4, p. 519-525. DOI: 10.15388/NA.18.4.13976.
34Lavancier, Frédéric; Leipus, Remigijus; Philippe, Anne; Surgailis, Donatas. Detection of nonconstant long memory parameter // Econometric theory. Cambridge : Cambridge University Press. ISSN 0266-4666. 2013, Vol. 29, no. 5, p. 1009-1056. DOI: 10.1017/S0266466613000303.
35Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas. Tail probability of randomly weighted sums of subexponential random variables under a dependence structure // Statistics & probability letters. Amsterdam : Elsevier BV. ISSN 0167-7152. 2012, Vol. 82, no. 9, p. 1727-1736. DOI: 10.1016/j.spl.2012.05.016.
36Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas. Precise large deviations for compound random sums in the presence of dependence structures // Computers and mathematics with applications. Kidlington : Pergamon. ISSN 0898-1221. 2012, vol. 64, no 6, p. 2074-2083. DOI: 10.1016/j.camwa.2012.04.003.
37Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas. On the ruin probability in a dependent discrete time risk model with insurance and financial risks // Journal of computational and applied mathematics. Amsterdam : Elsevier BV. ISSN 0377-0427. 2012, vol. 236, no 13, p. 3286-3295. DOI: 10.1016/j.cam.2012.02.030.
38Leipus, Remigijus; Šiaulys, Jonas. Closure of some heavy-tailed distribution classes under random convolution // Lithuanian mathematical journal. New York : Springer. ISSN 0363-1672. 2012, vol. 52, no. 3, p. 249-258. DOI: 10.1007/s10986-012-9171-7.
39Kvedaras, Virmantas; Leipus, Remigijus; Šiaulys, Jonas. Estimation of the generalized stochastic claims Reserving model and the chain-ladder method // Pinigų studijos. Vilnius : Lietuvos bankas. ISSN 1392-2637. 2012, T. 16, nr. 1, p. 68-90. Prieiga per internetą: <https://www.lb.lt/uploads/documents/docs/publications/pinigu_studijos_2012_m_nr_1.pdf#page=68> [žiūrėta 2017-12-20].
40Yang, Y.; Leipus, Remigijus; Šiaulys, Jonas; Cang, Yuquan. Uniform estimates for the finite-time ruin probability in the dependent renewal risk model // Journal of mathematical analysis and applications. San Diego : Academic Press Inc Elsevier Science. ISSN 0022-247X. 2011, vol. 383, no. 1, p. 215-225. DOI: 10.1016/j.jmaa.2011.05.013.
41Leipus, Remigijus; Šiaulys, Jonas. Finite-horizon ruin probability asymptotics in the compound discrete-time risk model // Lithuanian mathematical journal. New York : Springer. ISSN 0363-1672. 2011, vol. 51, no. 2, p. 207-219. DOI: 10.1007/s10986-011-9120-x.
42Yang, Yang; Wang, Kaiyong; Leipus, Remigijus; Šiaulys, Jonas. Tail behavior of sums and maxima of sums of dependent subexponential random variables // Acta applicandae mathematicae. ISSN 0167-8019. 2011, vol. 114, no 3, p. 219-231. DOI: 10.1007/s10440-011-9610-1.
43Leipus, Remigijus. Memory properties of aggregated autoregressive processes and fields // The 9th Tartu Conference on Multivariate Statistics and the 20th International Workshop on Matrices and Statistics, 26 June - 1 July 2011, Tartu, Estonia : abstracts. Tartu : Tartu Ülikool. 2011, p. 46. Prieiga per internetą: <http://www-1.ms.ut.ee/tartu11/abstracts.pdf> [žiūrėta 2018-01-26].
44Šiaulys, Jonas; Leipus, Remigijus. Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails // 10th international Vilnius conference on probability theory and mathematical statistics = 10-oji tarptautinė Vilniaus tikimybių teorijos ir matematinės statistikos konferencija : [abstracts]. Vilnius : TEV, 2010. ISBN 9786094330094. p. 275.
45Leipus, Remigijus. Aggregation of linear ARCH models and long memory // 23rd Nordic Conference on Mathematical Statistics, Norway, 14-17 June 2010 : program and abstracts. Voss. 2010, p. 31.
46Celov, Dmitrij; Leipus, Remigijus; Philippe, Anne. Asymptotic normality of the mixture density estimator in a disaggregation scheme // Journal of nonparametric statistics. Abingdon : Taylor & Francis Ltd. ISSN 1048-5252. 2010, vol. 22, no. 4, p. 425-442. DOI: 10.1080/10485250903045528.
47Leipus, Remigijus; Surgailis, Donatas. Limit distributions for sums and quadratic forms of linear processes with changing memory parameter // 10th international Vilnius conference on probability theory and mathematical statistics = 10-oji tarptautinė Vilniaus tikimybių teorijos ir matematinės statistikos konferencija : [abstracts]. Vilnius : TEV, 2010. ISBN 9786094330094. p. 210.
48Yang, Y.; Wang, Y.; Leipus, Remigijus; Šiaulys, Jonas. Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications // Lithuanian mathematical journal. Vilnius : Matematikos ir informatikos institutas. ISSN 0132-2818. 2009, t. 49, no. 3, p. 337-352. DOI: 10.1007/s10986-009-9053-9.
49Kočetova, Jelena; Leipus, Remigijus; Šiaulys, Jonas. A property of the renewal counting process with application to the finite-time ruin probability // Lithuanian mathematical journal. New York : Springer. ISSN 0363-1672. 2009, Vol. 49, no. 1, p. 55-61. DOI: 10.1007/s10986-009-9032-1.
50Aleškevičienė, Aldona; Leipus, Remigijus; Šiaulys, Jonas. Second-order asymptotics of ruin probabilities for semiexponential claims // Lithuanian mathematical journal. New York : Springer. ISSN 0363-1672. 2009, vol. 49, no. 4, p. 364-371. DOI: 10.1007/s10986-009-9063-7.
51Leipus, Remigijus; Šiaulys, Jonas. Asymptotic behaviour of the finite-time ruin probability in renewal risk models // Applied stochastic models in business and industry. Chichester : John Wiley & Sons Ltd. ISSN 1524-1904. 2009, vol. 25, no. 3, p. 309-321. DOI: 10.1002/asmb.747.
52Šiaulys, Jonas; Leipus, Remigijus. Finite-time ruin probability asymptotic in renewal risk model // 16th International Conference on Mathematical Methods in Economy and Industry The Joint Czech-German-Slovak Conference, June 15–18, 2009 : book of abstracts. České Budějovice. 2009, p. 26.
53Horváth, Lajos; Leipus, Remigijus. Effect of aggregation on estimators in AR(1) sequence // Test. ISSN 1133-0686. 2009, Vol. 18, iss. 3, p. 546-567. DOI: 10.1007/s11749-008-0123-9.
54Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas. ARCH(∞) models and long memory properties // Handbook of Financial Time Series. Berlin ; Heidelberg : Springer, 2009. ISBN 9783540712961. P. 71-84. DOI: 10.1007/978-3-540-71297-8_3.
55Leipus, Remigijus. Time series aggregation, disaggregation and long memory // 16th International Conference on Mathematical Methods in Economy and Industry The Joint Czech-German-Slovak Conference, June 15–18, 2009 : book of abstracts. České Budějovice. 2009, p. 19.
56Celov, Dmitrij; Leipus, Remigijus. Application of disaggregation methods in AR(1) aggregation scheme // 22nd Nordic Conference on Mathematical Statistics, 16–19 June, 2008, Vilnius, Lithuania : abstracs book. Vilnius, 2008. ISBN 9789955879138. p. 25.
57Baltrūnas, Aleksandras; Leipus, Remigijus; Šiaulys, Jonas. Precise large deviation results for the total claim amount under subexponential claim sizes // Statistics & probability letters. ISSN 0167-7152. 2008, Vol. 78, iss. 10, p. 1206-1214. DOI: 10.1016/j.spl.2007.11.016.
58Statulevičienė, Aldona; Leipus, Remigijus; Šiaulys, Jonas. Tail behavior of random sums under consistent variation with applications to the compound renewal risk model // Extremes. ISSN 1386-1999. 2008, vol. 11, no. 3, p. 261-279. DOI: 10.1007/s10687-008-0057-3.
59Giraitis, Liudas; Leipus, Remigijus; Surgailis, Donatas. Recent advances in ARCH modelling // Long memory in economics. Berlin : Springer, 2007. ISBN 354022694X. p. 3-38. DOI: 10.1007/978-3-540-34625-8.
60Leipus, Remigijus; Surgailis, Donatas. On long-range dependence in regenerative processes based on a general ON/OFF scheme // Journal of applied probability. ISSN 0021-9002. 2007, Vol. 44, Iss. 2, p. 379-392. DOI: 10.1239/jap/1183667408.
61Leipus, Remigijus; Šiaulys, Jonas. Asymptotic behaviour of the finite-time ruin probability under subexponential claim sizes // Insurance: mathematics and economics. ISSN 0167-6687. 2007, vol. 40, no. 3, p. 498-508. DOI: 10.1016/j.insmatheco.2006.07.006.
62Kazakevičius, Vytautas; Leipus, Remigijus. On the uniqueness of ARCH processes = Apie ARCH procesų vienatį // Lietuvos matematikos rinkinys. Vilnius. ISSN 0132-2818. 2007, t. 47, spec. nr, p. 53-57. Prieiga per internetą: <ftp://ftp.science.mii.lt/pub/publications/47_TOMAS(2007)/atsitikt.%20proc/Kaz_leip.pdf> [žiūrėta 2010-03-15].
63Celov, Dmitrij; Leipus, Remigijus; Kvedaras, Virmantas. Agreguotų AR(1) procesų autoregresijos parametro tankio vertinimo metodų palyginimas = Comparison of estimation methods for the density of autoregressive parameter in aggregated AR(1) processes // Lietuvos matematikos rinkinys. Vilnius. ISSN 0132-2818. 2007, t. 47, spec. nr, p. 508-516. Prieiga per internetą: <ftp://ftp.science.mii.lt/pub/publications/47_TOMAS(2007)/tikimybes/cel_kiti.pdf> [žiūrėta 2010-03-15].
64Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas. On a random-coefficient AR(1) process with heavy-tailed renewal switching coefficient and heavy-tailed noise // Journal of applied probability. Cambridge : Cambridge University Press. ISSN 0021-9002. eISSN 1475-6072. 2006, vol. 43, no. 2, p. 421-440. DOI: 10.1239/jap/1152413732.
65Leipus, Remigijus; Valužis, Mantas. Kredito rizika kaip pasirinkimo sandoris = Credit risk as an option // Pinigų studijos. ISSN 1392-2637. 2006, nr. 1, p. 36-58. Prieiga per internetą: <https://www.lb.lt/uploads/documents/docs/publications/leipus_2.pdf>.
66Leipus, Remigijus; Oppenheim, George; Philippe, Anne; Viano, Marie-Claude. Orthogonal series density estimation in a disaggregation scheme // Journal of statistical planning and inference. ISSN 0378-3758. 2006, vol. 136, iss. 8, p. 2547-2571. DOI: 10.1016/j.jspi.2004.10.018.
67Giraitis, Liudas; Leipus, Remigijus; Philippe, Anne. A test for stationarity versus trends and unit roots for a wide class of dependent errors // Econometric theory. New York : Cambridge University Press. ISSN 0266-4666. eISSN 1469-4360. 2006, vol. 22, iss. 6, p. 989-1029. DOI: 10.1017/S026646660606049X.
68Leipus, Remigijus; Račkauskas, Alfredas. Matematinė statistika Lietuvoje // Matematika Lietuvoje po 1945 metų. Vilnius : Matematikos ir informatikos institutas, 2006. ISBN 9986680328. p. 243-265.
69Celov, Dmitrij; Leipus, Remigijus. Laiko eilučių agregavimo, deagregavimo uždaviniai ir tolima priklausomybė = Time series aggregation, disaggregation and long memory // Lietuvos matematikos rinkinys. ISSN 0132-2818. 2006, t. 46, spec. nr, p. 255-262.
70Leipus, Remigijus. Recent advances in financial volatility modelling with emphasis on long range dependence // 9th international Vilnius conference on probability theory and mathematical statistics = 9-oji tarptautinė Vilniaus tikimybių teorijos ir matematinės statistikos konferencija : abstracts of communications. Vilnius : TEV, 2006. ISBN 9955680342. p. 43.
71Leipus, Remigijus; Paulauskas, Vygantas; Surgailis, Donatas. Renewal regime switching and stable limit laws // Journal of econometrics. ISSN 0304-4076. 2005, vol. 129, iss. 1-2, p. 299-327. DOI: 10.1016/j.jeconom.2004.09.010.
72Artamonova, Jelena; Leipus, Remigijus. Аппроксимация непрерывного времени для краткосрочных процентных ставок в обобщенной модели Хо-Ли = Continuous time approximation of short-term interest rates in generalized Ho-Lee framework = Trumpalaikių palūkanų normų tolydaus laiko aproksimacija apibendrintame Ho-Lee modelyje // Lithuanian mathematical journal. ISSN 0132-2818. 2005, t. 45, nr. 3, p. 235-256. DOI: 10.1007/s10986-005-0027-2.
73Leipus, Remigijus; Norvaiša, Rimas. Finansų rinkos teorijų pagrindai = Fundamentals of financial market theories // Pinigų studijos. ISSN 1392-2637. 2004, M. 8, Nr. 4, p. 5-28. Prieiga per internetą: <http://www.lb.lt/lt/leidiniai/pinigu_studijos2003_4/leipus.pdf> [žiūrėta 2004-09-09].
74Artamonova, Jelena; Leipus, Remigijus. Мультиномиальная модель рынка облигаций = Multinominis obligacijų rinkos modelis = Multinomial model for the bond market // Lietuvos matematikos rinkinys. ISSN 0132-2818. 2004, T. 44, Nr. 4, p. 413-428.
75Leipus, Remigijus; Norvaiša, Rimas. Finansų rinkos teorijų taikymas = Application of financial market theories // Pinigų studijos. ISSN 1392-2637. 2004, nr. 1, p. 31-53. Prieiga per internetą: <https://www.lb.lt/leipus_1>.
76Kazakevičius, Vytautas; Leipus, Remigijus; Viano, Marie-Claude. Stability of random coefficient ARCH models and aggregation schemes // Journal of econometrics. ISSN 0304-4076. 2004, vol. 120, p. 139-158.
77Artamonova, Jelena; Leipus, Remigijus. Bond market modelling using trinomial tree = Obligacijų rinkos modeliavimas trinominio medžio pagalba // Lietuvos matematikos rinkinys. ISSN 0132-2818. 2004, t. 44, spec. nr, p. 597-602.
78Leipus, Remigijus; Surgailis, Donatas; Paulauskas, Vygantas. Renewal type regime switching, long memory and stable limits // Statistical models for financial data : international conference, may 27-29, 2004, Graz, Austria : program and abstracts. Graz. 2004, p. [1].
79Giraitis, Liudas; Leipus, Remigijus; Robinson, Peter M.; Surgailis, Donatas. LARCH, Leverage, and Long Memory // Journal of financial econometrics. ISSN 1479-8409. 2004, vol. 2, no. 2, p. 177-210. DOI: 10.1093/jjfinec/nbh008.
80Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssiere, Gilles. Rescaled variance and related tests for long memory in volatility and levels // Journal of econometrics. ISSN 0304-4076. 2003, vol. 112, no. 2, p. 265-294.
81Leipus, Remigijus; Surgailis, Donatas. Random coefficient autoregression, regime switching and long memory // Advances in applied probability. ISSN 0001-8678. 2003, Vol. 35, iss. 3, p. 737-754. DOI: 10.1239/aap/1059486826.
82Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssiere, Gilles. On the power of R/S-type tests under contiguous and semi-long memory alternatives // Acta applicandae mathematicae. ISSN 0167-8019. 2003, Vol. 78, iss. 1-3, p. 285-299. Prieiga per internetą: <http://www.institut-europlace.com/files/pdf/doc662857.pdf> [žiūrėta 2011-05-06].
83Kazakevičius, Vytautas; Leipus, Remigijus. A new theorem on the existence of invariant distributions with applications to ARCH processes : Vytautas Kazakevičius, Remigijus Leipus // Journal of applied probability. ISSN 0021-9002. 2003, vol. 40, p. 147-162.
84Leipus, Remigijus; Viano, M.-C. Long memory and stochastic trend // Statistics & probability letters. ISSN 0167-7152. 2003, vol. 61, no. 2, p. 177-190.
85Leipus, Remigijus. Testing stationarity against change-point and other forms of unstability // International Gnedenko conference, Kyiv, June 3-7, 2002 : abstracts. Kyiv. 2002, p. 116.
86Leipus, Remigijus. Asymptotic theory of the rescaled variance test in the presence of trends // 8-oji tarptautinė Vilniaus tikimybių teorijos ir matematinės statistikos konferencija : tezių rinkinys. Vilnius : TEV, 2002. ISBN 9955491183. p. 172.
87Kazakevičius, Vytautas; Leipus, Remigijus. On stationarity in the ARCH(infinity) model // Econometric theory. ISSN 0266-4666. 2002, vol. 18, no. 1, p. 1-16.
88Leipus, Remigijus; Viano, M.-C. Aggregation in ARCH models = ARCH modelių agregavimas // Lietuvos matematikos rinkinys. ISSN 0132-2818. 2002, t. 42, nr. 1, p. 68-89.
89Kokoszka, P.; Leipus, Remigijus. Detection and estimation of changes in regime // Long-range Dependence : Theory and Applications. Birkhauser. 2001.
90Kokoszka, Piotr; Leipus, Remigijus. Detection and estimation of changes in regime // Long-range Dependence : Theory and Applications. Birkhauser. 2001, p. 325-338.
91Giraitis, L.; Kokoszka, P.; Leipus, Remigijus. Testing for long memory in the presence of a general trend // Journal of applied probability. ISSN 0021-9002. 2001, vol. 38, no. 4, p. 1033-1054.
92Leipus, Remigijus. Testing long memory versus change-point and general trend // New directions in time-series analysis : [abstracts of conference, Marseille, France, 23-27 April, 2001]. Marseille. 2001, p. 27.
93Leipus, Remigijus. Stability of random coeeficient autoregressive conditionally heteroskedastic models and aggregation effect // European Working Group on financial modeling : 28th workshop in Vilnius, May 3-5, 2001 : abstracts of papers. Vilnius. 2001, p. 15-16.
94Giraitis, L.; Leipus, Remigijus; Robinson, P.M.; Surgailis, D. Larch, leverage and long memory // New directions in time-series analysis : [abstracts of conference, Marseille, France, 23-27 April, 2001]. Marseille. 2001, p. 22.
95Leipus, Remigijus; Viano, Marie-Claude. Modelling long-memory time series with finite or infinite variance: a general approach // Journal of time series analysis. Chichester : Wiley-Blackwell Publishing Ltd. ISSN 0143-9782. 2000, vol 21, no 1, p. 61-74.
96Kokoszka, Piotr; Leipus, Remigijus. Detection and estimation of changes in ARCH processes // Measuring Risk in Complex Stochastic Systems. Berlin, 2000. ISBN 038798996X. p. 177-190.
97Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus. Stationary ARCH models: dependence structure and Central Limit Theorem // Econometric theory. New York : Cambridge University Press. ISSN 0266-4666. 2000, vol. 16, no. 1, p. 3-22.
98Kokoszka, Piotr; Leipus, Remigijus. Change-point estimation in ARCH models // Bernoulli. ISSN 1350-7265. 2000, vol. 6, p. 513-539.
99Giraitis, Liudas; Kokoszka, Piotr; Leipus, Remigijus; Teyssière, Gilles. Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity // Statistical Inference for Stochastic Processes. ISSN 1387-0874. 2000, vol. 3, p. 113-128.
100Leipus, Remigijus. A squared binomial tree approach to discrete-time bond market modeling // Probability theory and mathematical statistics : proceedings of the seventh Vilnius conference, Vilnius, Lithuania, 12-18 August, 1998. Vilnius : TEV, 1999. ISBN 9986546729. p. 429-440.
101Račkauskas, Alfredas; Leipus, Remigijus. Securities price modelling by binomial tree // Aplicationes Mathematicae. ISSN 1233-7234. 1999, vol. 26, p. 253-266.
102Račkauskas, Alfredas; Leipus, Remigijus. Security price modelling by a binomial tree // Applicationes mathematicae. ISSN 1233-7234. 1999, vol. 26, p. 253-266.
103Leipus, Remigijus; Kokoszka, Piotr. Testing for parameter changes in ARCH models // Lietuvos matematikos rinkinys. ISSN 0132-2818. 1999, t. 39, nr. 2, p. 231-247.
104Kokoszka, P.; Leipus, Remigijus. Change-point in the mean of dependent observations // Statistics and probability letters. ISSN 0167-7152. 1998, vol. 40, p. 385-339.