4. Mathematics
  5. Probability

Rafal Kulik

Mathematics – Probability

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Empirical process of long-range dependent sequences when parameters are estimated

Mathematics – Statistics Theory
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Empirical process of residuals for regression models with long memory errors

Mathematics – Statistics Theory
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Kink estimation in stochastic regression with dependent errors and predictors

Mathematics – Statistics Theory
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Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances

Mathematics – Statistics Theory
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Optimal rates in the Bahadur-Kiefer representation for GARCH sequences

Mathematics – Statistics Theory
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Profile ID: LFWR-SCP-P-99039

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