| 1 | Damarackas, Julius; Paulauskas, Vygantas. Spectral covariance and limit theorems for random fields with infinite variance // Journal of multivariate analysis. San Diego : Elsevier Inc. ISSN 0047-259X. 2017, Vol. 153, p. 156-175. DOI: 10.1016/j.jmva.2016.09.013. |
| 2 | Damarackas, Julius. A note on the normalizing sequences for sums of linear processes in the case of negative memory // Lithuanian mathematical journal. New York : Springer Science+Business Media. ISSN 0363-1672. eISSN 1573-8825. 2017, Vol. 57, no 4, p. 421-432. DOI: 10.1007/s10986-017-9372-1. |
| 3 | Damarackas, Julius; Šiaulys, Jonas. A note on the net profit condition for discrete and clasical risk models // Lithuanian mathematical journal. New York : Springer New York LLC. ISSN 0363-1672. eISSN 1573-8825. 2015, Vol. 55, No. 4, p. 465-473. DOI: 10.1007/s10986-015-9292-x. |
| 4 | Damarackas, Julius; Paulauskas, Vygantas. Properties of spectral covariance for linear processes with infinite variance // Lithuanian mathematical journal. New York : Springer. ISSN 0363-1672. 2014, vol. 54, no. 3, p. 252-276. DOI: 10.1007/s10986-014-9242-z. |
| 5 | Damarackas, Julius; Šiaulys, Jonas. Bi-seasonal discrete time risk model // Applied mathematics and computation. New York : Elsevier Science Inc. ISSN 0096-3003. 2014, vol. 247, p. 930-940. DOI: 10.1016/j.amc.2014.09.040. |
| 6 | Bloznelis, Mindaugas; Damarackas, Julius. Degree distribution of an inhomogeneous random intersection graph // Electronic journal of combinatorics. Newark : Electronic Journal Of Combinatorics. ISSN 1077-8926. 2013, vol. 20, no. 3, Art. no. P3 [p. 1-16]. Prieiga per internetą: <http://www.combinatorics.org/ojs/index.php/eljc/article/view/v20i3p3> [žiūrėta 2013-10-21]. |