Edit Profile (opens in new tab) Stărică, Cătălin Compute Distance To: Compute Author ID: starica.catalin Published as: Stărică, Cătălin; Stărică, C.; Stărică, Catalin; Stǎricǎ, C. more...less External Links: MGP Documents Indexed: 14 Publications since 1990 Co-Authors: 14 Co-Authors with 13 Joint Publications 393 Co-Co-Authors all top 5 Co-Authors 1 single-authored 8 Resnick, Sidney Ira 3 Mikosch, Thomas 1 Beirlant, Jan 1 de Haan, Laurens 1 Dierckx, Goedele 1 Feigin, Paul David 1 Geluk, Jaap L. 1 Guérin, Charles-Antoine 1 Guillou, Armelle 1 Herzel, Stefano 1 Nyberg, Henri 1 Perrin, Olivier 1 Rootzén, Holger 1 Tütüncü, Reha H. all top 5 Serials 2 Communications in Statistics. Stochastic Models 2 Extremes 1 Advances in Applied Probability 1 The Annals of Statistics 1 Journal of Applied Probability 1 The Annals of Applied Probability 1 Stochastic Processes and their Applications 1 Stochastic Models 1 REVSTAT Fields 11 Statistics (62-XX) 8 Probability theory and stochastic processes (60-XX) 2 Operations research, mathematical programming (90-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 12 Publications have been cited 388 times in 308 Documents Cited by ▼ Year ▼ Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. Zbl 1105.62374Mikosch, Thomas; Stărică, Cătălin 112 2000 Consistency of Hill’s estimator for dependent data. Zbl 0836.60020Resnick, Sidney; Stărică, Cătălin 46 1995 On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C. 43 2002 Tail index estimation for dependent data. Zbl 0942.60037Resnick, Sidney; Stărică, Catalin 41 1998 Smoothing the Hill estimator. Zbl 0873.60021Resnick, Sidney; Stărică, Cătălin 41 1997 Second-order regular variation, convolution and the central limit theorem. Zbl 0913.60001Geluk, J.; de Haan, L.; Resnick, S.; Stărică, C. 29 1997 Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079Resnick, Sidney; Stărică, Cătălin 23 1997 Empirical testing of the infinite source Poisson data traffic model. Zbl 1048.62080Guerin, C. A.; Nyberg, H.; Perrin, O.; Resnick, S.; Rootzén, H.; Stărică, C. 17 2003 Long-range dependence effects and ARCH modeling. Zbl 1026.62113Mikosch, Thomas; Stărică, Cătălin 14 2003 Changes of structure in financial time series and the GARCH model. Zbl 1132.62352Mikosch, Thomas; Stărică, Cătălin 13 2004 Smoothing the moment estimator of the extreme value parameter. Zbl 0921.62028Resnick, Sidney; Stărică, Cătălin 7 1999 Testing for independence in heavy tailed and positive innovation time series. Zbl 0837.60035Feigin, Paul D.; Resnick, Sidney I.; Stărică, Cătălin 2 1995 Changes of structure in financial time series and the GARCH model. Zbl 1132.62352Mikosch, Thomas; Stărică, Cătălin 13 2004 Empirical testing of the infinite source Poisson data traffic model. Zbl 1048.62080Guerin, C. A.; Nyberg, H.; Perrin, O.; Resnick, S.; Rootzén, H.; Stărică, C. 17 2003 Long-range dependence effects and ARCH modeling. Zbl 1026.62113Mikosch, Thomas; Stărică, Cătălin 14 2003 On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C. 43 2002 Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. Zbl 1105.62374Mikosch, Thomas; Stărică, Cătălin 112 2000 Smoothing the moment estimator of the extreme value parameter. Zbl 0921.62028Resnick, Sidney; Stărică, Cătălin 7 1999 Tail index estimation for dependent data. Zbl 0942.60037Resnick, Sidney; Stărică, Catalin 41 1998 Smoothing the Hill estimator. Zbl 0873.60021Resnick, Sidney; Stărică, Cătălin 41 1997 Second-order regular variation, convolution and the central limit theorem. Zbl 0913.60001Geluk, J.; de Haan, L.; Resnick, S.; Stărică, C. 29 1997 Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079Resnick, Sidney; Stărică, Cătălin 23 1997 Consistency of Hill’s estimator for dependent data. Zbl 0836.60020Resnick, Sidney; Stărică, Cătălin 46 1995 Testing for independence in heavy tailed and positive innovation time series. Zbl 0837.60035Feigin, Paul D.; Resnick, Sidney I.; Stărică, Cătălin 2 1995 all cited Publications top 5 cited Publications all top 5 Cited by 424 Authors 24 Resnick, Sidney Ira 15 Mikosch, Thomas 11 Peng, Liang 10 Zhang, Rongmao 8 Beirlant, Jan 8 Girard, Stéphane 8 Hill, Jonathan B. 8 Kokoszka, Piotr S. 7 Guillou, Armelle 7 Samorodnitsky, Gennady Pinkhosovich 6 Gardes, Laurent 6 Hu, Taizhong 6 Klüppelberg, Claudia 6 Lee, Sangyeol 6 Linton, Oliver Bruce 6 Mao, Tiantian 5 de Haan, Laurens 5 de Wet, Tertius 5 Drees, Holger 5 Goegebeur, Yuri 5 Liu, Jichun 5 Rootzén, Holger 5 Segers, Johan 4 Berkes, István 4 Chan, Ngai Hang 4 Das, Bikramjit 4 Davis, Richard A. 4 Leal de Carvalho Gomes, Maria Ivette 4 Horváth, Lajos 4 Kim, Moosup 4 Li, Deyuan 4 Ling, Shiqing 4 Peng, Zuoxiang 4 Pipiras, Vladas 4 Politis, Dimitris Nicolas 4 Wintenberger, Olivier 3 Baek, Changryong 3 Bertail, Patrice 3 Deme, El Hadji 3 Fasen, Vicky 3 Ferreira, Marta 3 Klivečka, A. 3 Meerschaert, Mark Marvin 3 Pan, Jiazhu 3 Pergamenshchikov, Sergeĭ Markovich 3 Stărică, Cătălin 3 Stupfler, Gilles 3 Subba Rao, Suhasini 3 Surgailis, Donatas 3 Tawn, Jonathan A. 3 Teyssière, Gilles 3 Wang, Hui 3 Worms, Julien 3 Worms, Rym 2 Basrak, Bojan 2 Benkhelifa, Lazhar 2 Brummelhuis, Raymond 2 Capobianco, Enrico 2 Clémençon, Stéphan 2 Daouia, Abdelaati 2 D’Auria, Bernardo 2 Delaigle, Aurore 2 Diebolt, Jean 2 Dierckx, Goedele 2 Eliazar, Iddo I. 2 Embrechts, Paul 2 Ferreira, Helena 2 Fraga Alves, M. Isabel 2 Fryzlewicz, Piotr 2 Geluk, Jaap L. 2 Hall, Peter Gavin 2 Hashorva, Enkelejd 2 Hüsler, Jürg 2 Janßen, Anja 2 Kim, Mihyun 2 Krizmanić, Danijel 2 Lafuente-Rego, Borja 2 Laurini, Fabrizio 2 Lee, Taewook 2 Leng, Xuan 2 Li, Guodong 2 Li, Jiaona 2 Li, Wai Keung 2 Lindner, Alexander M. 2 Liu, Qing 2 López-Oliveros, Luis 2 Marsh, Terry A. 2 Martig, Lukas 2 Martins, Ana Paula 2 McElroy, Tucker S. 2 Mercadier, Cécile 2 Morana, Claudio 2 Nadarajah, Saralees 2 Necir, Abdelhakim 2 Pedersen, Rasmus Søndergaard 2 Rassoul, Abdelaziz 2 Robert, Christian Yann 2 Schlather, Martin 2 Stoev, Stilian A. 2 Tong, Bin ...and 324 more Authors all top 5 Cited in 78 Serials 32 Extremes 17 Statistics & Probability Letters 16 Journal of Econometrics 16 Econometric Theory 14 Journal of Statistical Planning and Inference 14 Stochastic Processes and their Applications 12 Bernoulli 11 Journal of Multivariate Analysis 10 The Annals of Applied Probability 10 Computational Statistics and Data Analysis 9 Insurance Mathematics & Economics 7 Advances in Applied Probability 7 The Annals of Statistics 6 Journal of Time Series Analysis 6 Econometric Reviews 6 Test 6 Stochastic Models 6 Electronic Journal of Statistics 5 Lithuanian Mathematical Journal 5 Journal of Applied Probability 5 Communications in Statistics. Theory and Methods 4 Probability Theory and Related Fields 4 Journal of Nonparametric Statistics 3 The Canadian Journal of Statistics 3 Scandinavian Journal of Statistics 3 Journal of Economic Dynamics & Control 3 Probability in the Engineering and Informational Sciences 3 Journal of the Korean Statistical Society 2 Annals of the Institute of Statistical Mathematics 2 The Annals of Probability 2 Journal of Computational and Applied Mathematics 2 Queueing Systems 2 Computational Statistics 2 Journal of Statistical Computation and Simulation 2 Statistical Papers 2 The Econometrics Journal 2 Scandinavian Actuarial Journal 2 Quantitative Finance 2 Statistical Methods and Applications 2 Science China. Mathematics 2 Journal of Probability and Statistics 2 Stochastic Systems 2 Journal of Time Series Econometrics 1 Journal of Mathematical Analysis and Applications 1 Metrika 1 Fuzzy Sets and Systems 1 International Journal of Mathematics and Mathematical Sciences 1 Kybernetika 1 Mathematics and Computers in Simulation 1 Statistica Neerlandica 1 Probability and Mathematical Statistics 1 Statistics 1 Statistical Science 1 Annals of Operations Research 1 Economics Letters 1 Communications in Statistics. Simulation and Computation 1 European Journal of Operational Research 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Computational Optimization and Applications 1 Mathematical Methods of Statistics 1 Applied Mathematical Finance 1 Journal of Difference Equations and Applications 1 Finance and Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Australian & New Zealand Journal of Statistics 1 Far East Journal of Theoretical Statistics 1 Journal of the Royal Statistical Society. Series C. Applied Statistics 1 Journal of Interdisciplinary Mathematics 1 Stochastic Environmental Research and Risk Assessment 1 Applied Stochastic Models in Business and Industry 1 Journal of Systems Science and Complexity 1 North American Actuarial Journal 1 Journal of Statistical Mechanics: Theory and Experiment 1 Advances in Data Analysis and Classification. ADAC 1 Journal of Statistical Theory and Practice 1 Afrika Statistika 1 Bayesian Analysis 1 Communications in Mathematics and Statistics all top 5 Cited in 16 Fields 256 Statistics (62-XX) 131 Probability theory and stochastic processes (60-XX) 71 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 23 Numerical analysis (65-XX) 12 Operations research, mathematical programming (90-XX) 3 Computer science (68-XX) 3 Information and communication theory, circuits (94-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Real functions (26-XX) 2 Measure and integration (28-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year