Authors: Mikosch, T Starica, C

Citation: T. Mikosch et C. Starica, Limit theory for the sample autocorrelations and extremes of a GARCH (1,1)process, ANN STATIST, 28(5), 2000, pp. 1427-1451

Authors: Resnick, S Starica, C

Citation: S. Resnick et C. Starica, Tail index estimation for dependent data, ANN APPL PR, 8(4), 1998, pp. 1156-1183