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Stărică, Cătălin

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Author ID: starica.catalin Recent zbMATH articles by "Stărică, Cătălin"
Published as: Stărică, Cătălin; Stărică, C.; Stărică, Catalin; Stǎricǎ, C.
External Links: MGP
Documents Indexed: 14 Publications since 1990
Co-Authors: 14 Co-Authors with 13 Joint Publications
393 Co-Co-Authors

Publications by Year

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 1105.62374
Mikosch, Thomas; Stărică, Cătălin
112
2000
Consistency of Hill’s estimator for dependent data. Zbl 0836.60020
Resnick, Sidney; Stărică, Cătălin
46
1995
On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040
Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C.
43
2002
Tail index estimation for dependent data. Zbl 0942.60037
Resnick, Sidney; Stărică, Catalin
41
1998
Smoothing the Hill estimator. Zbl 0873.60021
Resnick, Sidney; Stărică, Cătălin
41
1997
Second-order regular variation, convolution and the central limit theorem. Zbl 0913.60001
Geluk, J.; de Haan, L.; Resnick, S.; Stărică, C.
29
1997
Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079
Resnick, Sidney; Stărică, Cătălin
23
1997
Empirical testing of the infinite source Poisson data traffic model. Zbl 1048.62080
Guerin, C. A.; Nyberg, H.; Perrin, O.; Resnick, S.; Rootzén, H.; Stărică, C.
17
2003
Long-range dependence effects and ARCH modeling. Zbl 1026.62113
Mikosch, Thomas; Stărică, Cătălin
14
2003
Changes of structure in financial time series and the GARCH model. Zbl 1132.62352
Mikosch, Thomas; Stărică, Cătălin
13
2004
Smoothing the moment estimator of the extreme value parameter. Zbl 0921.62028
Resnick, Sidney; Stărică, Cătălin
7
1999
Testing for independence in heavy tailed and positive innovation time series. Zbl 0837.60035
Feigin, Paul D.; Resnick, Sidney I.; Stărică, Cătălin
2
1995
Changes of structure in financial time series and the GARCH model. Zbl 1132.62352
Mikosch, Thomas; Stărică, Cătălin
13
2004
Empirical testing of the infinite source Poisson data traffic model. Zbl 1048.62080
Guerin, C. A.; Nyberg, H.; Perrin, O.; Resnick, S.; Rootzén, H.; Stărică, C.
17
2003
Long-range dependence effects and ARCH modeling. Zbl 1026.62113
Mikosch, Thomas; Stărică, Cătălin
14
2003
On exponential representations of log-spacings of extreme order statistics. Zbl 1036.62040
Beirlant, J.; Dierckx, G.; Guillou, A.; Stǎricǎ, C.
43
2002
Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. Zbl 1105.62374
Mikosch, Thomas; Stărică, Cătălin
112
2000
Smoothing the moment estimator of the extreme value parameter. Zbl 0921.62028
Resnick, Sidney; Stărică, Cătălin
7
1999
Tail index estimation for dependent data. Zbl 0942.60037
Resnick, Sidney; Stărică, Catalin
41
1998
Smoothing the Hill estimator. Zbl 0873.60021
Resnick, Sidney; Stărică, Cătălin
41
1997
Second-order regular variation, convolution and the central limit theorem. Zbl 0913.60001
Geluk, J.; de Haan, L.; Resnick, S.; Stărică, C.
29
1997
Asymptotic behavior of Hill’s estimator for autoregressive data. Zbl 1047.62079
Resnick, Sidney; Stărică, Cătălin
23
1997
Consistency of Hill’s estimator for dependent data. Zbl 0836.60020
Resnick, Sidney; Stărică, Cătălin
46
1995
Testing for independence in heavy tailed and positive innovation time series. Zbl 0837.60035
Feigin, Paul D.; Resnick, Sidney I.; Stărică, Cătălin
2
1995
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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

Citations by Year