Person:1294785

Available identifiers

zbMath Open starica.catalinMaRDI QIDQ1294785

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q3433265	2007-04-27	Paper
A non-stationary paradigm for the dynamics of multivariate financial returns	2007-01-09	Paper
On exponential representations of log-spacings of extreme order statistics	2004-03-16	Paper
https://portal.mardi4nfdi.de/entity/Q4407617	2003-12-15	Paper
Empirical Testing Of The Infinite Source Poisson Data Traffic Model	2003-05-04	Paper
Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.	2002-11-14	Paper
Smoothing the moment estimator of the extreme value parameter	1999-08-12	Paper
Tail index estimation for dependent data	1999-08-02	Paper
Second-order regular variation, convolution and the central limit theorem	1999-01-14	Paper
Smoothing the Hill Estimator	1997-07-03	Paper
Asymptotic behavior of hill's estimator for autoregressive data	1997-01-01	Paper
Testing for independence in heavy tailed and positive innovation time series	1996-05-20	Paper
Consistency of Hill's estimator for dependent data	1995-05-23	Paper
https://portal.mardi4nfdi.de/entity/Q3986640	1992-06-27	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Cătălin Stărică