Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects von Mikosch, Thomas, Stărică, Cătălin

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Nonstationarities in Stock Returns von Stărică, Cătălin, Granger, Clive

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Second-order regular variation, convolution and the central limit theorem von Geluk, J., de Haan, L., Resnick, S., Stărică, C.

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Empirical Testing Of The Infinite Source Poisson Data Traffic Model von Guerin, C. A., Nyberg, H., Perrin, O., Resnick, S., Rootzén, H., Stărică, C.

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Limit Theory for the Sample Autocorrelations and Extremes of a GARCH (1, 1) Process von Mikosch, Thomas, Starica, Catalin

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Tail Index Estimation for Dependent Data von Resnick, Sidney, Stărică, Catalin

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Smoothing the Hill Estimator von Resnick, Sidney, Stărică, Cătălin

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Consistency of Hill's estimator for dependent data von Resnick, Sidney, Stărică, Cătălin

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Empirical testing of the infinite source poisson data traffic model von Guérin, C.-A., Nyberg, H., Perrin, O., Resnick, S., Rootzen, H., Starica, C.

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Asymptotic behavior of hill's estimator for autoregressive data von Resnick, Sidney, Stărică, Cătălin

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On exponential representations of log-spacings of extreme order statistics von BEIRLANT, J, DIERCKX, G, GUILLOU, A, STARICA, C

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Testing for independence in heavy tailed and positive innovation time series von Feigin, Paul D., Resnick, Sidney I., Stărică, Cătălin

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Predictors for career indecision in adolescence von Stărică, Elena Cristina

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