Rafal Kulik
Ottawa University
H-index: 17
North America-United States
Top articles of Rafal Kulik
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Estimation of extreme risk measures for stochastic volatility models with long memory and heavy tails | Econometrics and Statistics | Clémonell Bilayi-Biakana Gail Ivanoff Rafał Kulik | 2023/7/22 |
Publisher Correction: Integral Functionals and the Bootstrap for the Tail Empirical Process | Extremes | B Gail Ivanoff Rafal Kulik Hicham Loukrati | 2023/3/1 |
Principal component analysis of infinite variance functional data | Journal of Multivariate Analysis | Piotr Kokoszka Rafał Kulik | 2023/1/1 |
Asymptotic expansions for blocks estimators: PoT framework | arXiv preprint arXiv:2309.03163 | Zaoli Chen Rafał Kulik | 2023/9/6 |
Limit theorems for unbounded cluster functionals of regularly varying time series | arXiv preprint arXiv:2308.16270 | Zaoli Chen Rafal Kulik | 2023/8/30 |
Estimation of cluster functionals for regularly varying time series: Runs estimators | Electronic Journal of Statistics | Youssouph Cissokho Rafal Kulik | 2022 |
Bootstrapping Hill estimator and tail array sums for regularly varying time series | Carsten Jentsch Rafał Kulik | 2021/5 | |
Asymptotic Behavior of Eigenvalues of Variance-Covariance Matrix of a High-Dimensional Heavy-Tailed Lévy Process | Methodology and Computing in Applied Probability | Asma Teimouri Mahbanoo Tata Mohsen Rezapour Rafal Kulik Narayanaswamy Balakrishnan | 2021/12 |
Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series | arXiv preprint arXiv:2006.02667 | Annika Betken Davide Giraudo Rafał Kulik | 2020/6/4 |
Regular variation of series and random sums | Rafał Kulik Philippe Soulier | 2020/7/2 | |
Point process convergence | Heavy-Tailed Time Series | Rafal Kulik Philippe Soulier Rafał Kulik Philippe Soulier | 2020 |
Estimation of cluster functionals | Rafał Kulik Philippe Soulier | 2020/7/2 | |
Statistical inference for heavy tailed series with extremal independence | Extremes | Clemonell Bilayi-Biakana Rafał Kulik Philippe Soulier | 2020/3 |
Convergence of clusters | Rafał Kulik Philippe Soulier | 2020/7/2 | |
Markov chains | Rabi Bhattacharya Edward Waymire | 2022/4/20 | |
Convergence to stable and extremal processes | Rafał Kulik Philippe Soulier | 2020/7/2 | |
Max-stable processes | Heavy-Tailed Time Series | Rafal Kulik Philippe Soulier Rafał Kulik Philippe Soulier | 2020 |
Estimation for extremally independent time series | Rafał Kulik Philippe Soulier | 2020/7/2 | |
Bootstrap | Tim Hesterberg | 2011/11 | |
Moving averages | Heavy-Tailed Time Series | Rafal Kulik Philippe Soulier Rafał Kulik Philippe Soulier | 2020 |
Co-Authors
