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Browsing by Author Starica, C.
Showing results 1 to 8 of 8
| Preview | Issue Date | Title | Author(s) | | Aug-1996 | Asymptotic Behavior of Hill's Estimator for Autoregressive Data | Resnick, S.; Starica, C. |
| Aug-1993 | Consistency of Hill's Estimator for Dependent Data | Resnick, S.; Starica, C. |
| Feb-2000 | Empirical testing of the infinite source Poisson data traffic model | Guerin, C. A.; Nyberg, H.; Perrin, O.; Resnick, S.; Rootzen, H.; Starica, C. |
| Sep-1995 | Second Order Regular Variation, Convolution and the Central Limit Theorem | Geluk, J.; de Haan, L.; Resnick, S.; Starica, C. |
| Feb-1995 | Smoothing the Hill Estimator | Resnick, S.; Starica, C. |
| May-1996 | Smoothing the Moment Estimator of the Extreme Value Parameter | Resnick, S.; Starica, C. |
| Sep-1996 | Tail Index Estimation for Dependent Data | Resnick, S.; Starica, C. |
| Feb-1994 | Testing for Independence in Heavy Tailed and Positive Innovation Time Series | Feigin, P. D.; Resnick, S. I.; Starica, C. |
Showing results 1 to 8 of 8
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