Edit Profile (opens in new tab) Grublytė, Ieva Co-Author Distance Author ID: grublyte.ieva Published as: Grublytė, Ieva Documents Indexed: 5 Publications since 2014, including 1 Additional arXiv Preprint Co-Authors: 5 Co-Authors with 5 Joint Publications 144 Co-Co-Authors Co-Authors 0 single-authored 3 Škarnulis, Andrius 3 Surgailis, Donatas 1 Doukhan, Paul 1 Pommeret, Denys 1 Reboul, Laurence Serials 1 Advances in Applied Probability 1 Annals of the Institute of Statistical Mathematics 1 Journal of Time Series Analysis 1 Statistics Fields 3 Probability theory and stochastic processes (60-XX) 3 Statistics (62-XX) 1 Biology and other natural sciences (92-XX) Publications by Year Citations contained in zbMATH Open 4 Publications have been cited 5 times in 4 Documents Cited by ▼ Year ▼ QMLE for quadratic ARCH model with long memory. Zbl 1367.62061 Grublytė, Ieva; Surgailis, Donatas; Škarnulis, Andrius 2 2017 Projective stochastic equations and nonlinear long memory. Zbl 1305.60026 Grublytė, Ieva; Surgailis, Donatas 1 2014 A generalized nonlinear model for long memory conditional heteroscedasticity. Zbl 1372.62038 Grublytė, Ieva; Škarnulis, Andrius 1 2017 Comparing the marginal densities of two strictly stationary linear processes. Zbl 1467.62143 Doukhan, Paul; Grublytė, Ieva; Pommeret, Denys; Reboul, Laurence 1 2020 Comparing the marginal densities of two strictly stationary linear processes. Zbl 1467.62143 Doukhan, Paul; Grublytė, Ieva; Pommeret, Denys; Reboul, Laurence 1 2020 QMLE for quadratic ARCH model with long memory. Zbl 1367.62061 Grublytė, Ieva; Surgailis, Donatas; Škarnulis, Andrius 2 2017 A generalized nonlinear model for long memory conditional heteroscedasticity. Zbl 1372.62038 Grublytė, Ieva; Škarnulis, Andrius 1 2017 Projective stochastic equations and nonlinear long memory. Zbl 1305.60026 Grublytė, Ieva; Surgailis, Donatas 1 2014 all top 5 Cited by 9 Authors 2 Surgailis, Donatas 1 Bardet, Jean-Marc 1 Doukhan, Paul 1 Grublyt, Ieva 1 Grublytė, Ieva 1 Pommeret, Denys 1 Reboul, Laurence 1 Škarnulis, Andrius 1 Yao, Anne-Françoise Cited in 3 Serials 2 Journal of Time Series Analysis 1 Lithuanian Mathematical Journal 1 Statistical Inference for Stochastic Processes Cited in 3 Fields 3 Statistics (62-XX) 1 Probability theory and stochastic processes (60-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Citations by Year