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Donatas Surgailis

Donatas Surgailis

D-Index & Metrics

Mathematics

D-Index
38
Citations
4806
World Ranking
2388
National Ranking
1

Donatas Surgailis publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Donatas Surgailis sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 161 publications — 44th percentile

44% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Donatas Surgailis D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Donatas Surgailis sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 38 D-Index — 37th percentile

37% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Overview

Donatas Surgailis is affiliated with Vilnius University in Lithuania and contributes to research primarily in the fields of Mathematics and Economics, Econometrics and Finance. Their work intersects multiple subfields including Finance, Mathematical Physics, Management Science and Operations Research, Global and Planetary Change, and Economics and Econometrics.

Their research topics cover a variety of areas such as stochastic processes and statistical mechanics, financial risk and volatility modeling, probability and risk models, stochastic processes in financial applications, hydrology and drought analysis, geometry and complex manifolds, as well as spatial and panel data analysis.

Among Surgailis's recent papers are:

  • Estimating Long Memory in Panel Random-Coefficient AR(1) Data, 2020, Journal of Time Series Analysis
  • Scaling transition and edge effects for negatively dependent linear random fields on ℤ², 2020, Stochastic Processes and their Applications
  • Local scaling limits of Lévy driven fractional random fields, 2021, arXiv (Cornell University)
  • Fractional Operators and Fractionally Integrated Random Fields on Zν, 2024, Fractal and Fractional
  • Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes with infinite variance, 2020, Advances in Applied Probability

Surgailis has frequent coauthors which include Vytautė Pilipauskaitė, Remigijus Leipus, Anne Philippe, Viktor Skorniakov, and Jan Beran.

Publications by Surgailis commonly appear in venues such as arXiv (Cornell University), Stochastic Processes and their Applications, Preprints.org, Journal of Time Series Analysis, and Fractal and Fractional.

Their book publication record includes the title "Anisotropic Scaling of Random Fields with Long-Range Dependence" published by World Scientific in 2021.

Best Publications

  • A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate

    L. Giraitis;D. Surgailis

  • Large Sample Inference for Long Memory Processes

    Liudas Giraitis;Hira L. Koul;Donatas Surgailis

  • CLT and other limit theorems for functionals of Gaussian processes

    L. Giraitis;D. Surgailis

  • Asymptotic Expansion of the Empirical Process of Long Memory Moving Averages

    Hira L. Koul;Donatas Surgailis

  • Zones of attraction of self-similar multiple integrals

    D. Surgailis

  • A model for long memory conditional heteroscedasticity

    Liudas Giraitis;Peter M. Robinson;Donatas Surgailis

  • Stratified structure of the Universe and Burgers' equation : a probabilistic approach

    Sergio Albeverio;Stanislav A. Molchanov;Donatas Surgailis

  • Asymptotic normality of regression estimators with long memory errors

    Liudas Giraitis;Hira L Koul;Donatas Surgailis

  • Recent Advances in ARCH Modelling

    Liudas Giraitis;Remigijus Leipus;Donatas Surgailis

  • Multivariate Appell polynomials and the central limit theorem

    L. Giraitis;D. Surgailis

  • LARCH, Leverage, and Long Memory

    Liudas Giraitis;Remigijus Leipus;Peter M. Robinson;Donatas Surgailis

  • ARCH-type bilinear models with double long memory

    Liudas Giraitis;Donatas Surgailis

  • Hyperbolic asymptotics in Burgers' turbulence and extremal processes

    S. A. Molchanov;D. Surgailis;W. A. Woyczynski

  • Central limit theorem for the empirical process of a linear sequence with long memory

    Liudas Giraitis;Liudas Giraitis;Donatas Surgailis

  • The change-point problem for dependent observations

    Liudas Giraitis;Remigijus Leipus;Donatas Surgailis

  • Stable mixed moving averages

    Donatas Surgailis;Jan Rosinski;V. Mandrekar;Stamatis Cambanis

  • Asymptotic expansion of M-estimators with long-memory errors

    Hira L. Koul;Donatas Surgailis

  • Interpolation, correlation identities, and inequalities for infinitely divisible variables

    Christian Houdré;Victor Pérez-Abreu;Donatas Surgailis

  • Asymptotics of M-estimators in two-phase linear regression models

    Hira L. Koul;Lianfen Qian;Donatas Surgailis

  • Asymptotics of empirical processes of long memory moving averages with infinite variance

    Hira L. Koul;Donatas Surgailis

  • Covariance function of vector self-similar processes☆

    Frédéric Lavancier;Anne Philippe;Donatas Surgailis

  • A MODEL FOR LONG MEMORY CONDITIONAL HETEROSCEDASTICITY by

    Liudas Giraitis;Peter Robinson;Donatas Surgailis

Frequent Co-Authors

Liudas Giraitis
Liudas Giraitis Queen Mary University of London
Hira L. Koul
Hira L. Koul Michigan State University
Peter M. Robinson
Peter M. Robinson London School of Economics and Political Science
Stanislav Molchanov
Stanislav Molchanov University of North Carolina at Charlotte
Richard T. Baillie
Richard T. Baillie King's College London
Sergio Albeverio
Sergio Albeverio University of Bonn

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