Edit Profile (opens in new tab) Grublyt, Ieva Co-Author Distance Author ID: grublyt.ieva Published as: Grublyt, Ieva Documents Indexed: 1 Publication since 2016 Co-Authors: 2 Co-Authors with 1 Joint Publication 121 Co-Co-Authors Co-Authors 0 single-authored 1 Doukhan, Paul 1 Surgailis, Donatas Serials 1 Lithuanian Mathematical Journal Fields 1 Probability theory and stochastic processes (60-XX) Publications by Year Citations contained in zbMATH Open 1 Publications have been cited 4 times in 4 Documents Cited by ▼ Year ▼ A nonlinear model for long-memory conditional heteroscedasticity. Zbl 1350.60032 Doukhan, Paul; Grublyt, Ieva; Surgailis, Donatas 4 2016 A nonlinear model for long-memory conditional heteroscedasticity. Zbl 1350.60032 Doukhan, Paul; Grublyt, Ieva; Surgailis, Donatas 4 2016 all top 5 Cited by 8 Authors 2 Doukhan, Paul 2 Grublytė, Ieva 2 Škarnulis, Andrius 1 Bardet, Jean-Marc 1 Pommeret, Denys 1 Rynkiewicz, Joseph 1 Salhi, Yahia 1 Surgailis, Donatas Cited in 4 Serials 1 Insurance Mathematics & Economics 1 Journal of Time Series Analysis 1 Statistics 1 Electronic Journal of Statistics Cited in 3 Fields 4 Statistics (62-XX) 3 Probability theory and stochastic processes (60-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year