Cătălin Stărică

Available identifiers

Publication	Date of Publication	Type
Changes of structure in financial time series and the GARCH model	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

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