Mihai C. Giurcanu
Assistant Professor

Contact:
Office: 406 Maxim Doucet
Phone: 337-482-6772
E-mail: giurcanu@louisiana.edu
Home page: http://www.ucs.louisiana.edu/~mxg6015/

Degrees:
Ph.D. 2007 University of Florida
M.S. 2000 University of Bucharest
B.A. 1998 University of Bucharest

Statement:
My research interests are in the areas of resampling, empirical likelihood and GMM, time series, and asymptotics.

Selected research publications:

• Local adaptive estimation of the spectral structure of non-stationary time series (with Spokoiny V., von Sachs R.), (in progress).
• Establishing Consistency of M-Estimators Under Concavity with an Application to Some Financial Risk Measures (with Alexandre Trindade), Journal of Probability and Statistical Science, 5 (2007), 123-136.
• Confidence estimation of the covariance function of stationary and locally stationary processes (with Spokoiny V.), Statistics and Decisions, 22 (2004), 283-300.