Cătălin Stărică

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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 Lecture Notes in Statistics	2007-01-09	Paper
On exponential representations of log-spacings of extreme order statistics Extremes	2004-03-16	Paper
scientific article; zbMATH DE number 1944323 (Why is no real title available?)	2003-12-15	Paper
Empirical Testing Of The Infinite Source Poisson Data Traffic Model Stochastic Models	2003-05-04	Paper
Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. The Annals of Statistics	2002-11-14	Paper
Smoothing the moment estimator of the extreme value parameter Extremes	1999-08-12	Paper
Tail index estimation for dependent data The Annals of Applied Probability	1999-08-02	Paper
Second-order regular variation, convolution and the central limit theorem Stochastic Processes and their Applications	1999-01-14	Paper
Smoothing the Hill Estimator Advances in Applied Probability	1997-07-03	Paper
Asymptotic behavior of hill's estimator for autoregressive data Communications in Statistics. Stochastic Models	1997-01-01	Paper
Testing for independence in heavy tailed and positive innovation time series Communications in Statistics. Stochastic Models	1996-05-20	Paper
Consistency of Hill's estimator for dependent data Journal of Applied Probability	1995-05-23	Paper
scientific article; zbMATH DE number 29144 (Why is no real title available?)	1992-06-27	Paper

Research outcomes over time

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