Rafal Kulik

Associate Professor in the Department of Mathematics and Statistics at the University of Ottawa.

Postal address:
Rafal Kulik
Department of Mathematics and Statistics
University of Ottawa
K1N 6N5 Ottawa, Ontario
Canada

Office: Room 203D

Email: rkulik@uottawa.ca

Phone: +1 613 562 5800 Ext. 3526

What's new? - Books

What's new? - Admin

What's new? - Papers

  • with P. Soulier, Heavy tailed time series with extremal independence. Extremes 18(1) 273--299 (2015). .pdf file on Arxiv.org.
    Final version available at Extremes webpage.
  • with Abdelrazeq, I. and Ivanoff, G., Model verification for Levy-driven Ornstein-Uhlenbeck processes. Electronic Journal of Statistics 8(1) 1029-1062 (2014).
    Final version available at the journal website.

What's new? - Talks

What's new? - Conferences, talks etc.

What's new? - students

  • Kevin Tong received NSERC Scholarship to work on his PhD.
  • Ibrahim Abdelrazeq defended his PhD.

Research:

- Limit theorems for weakly and strongly dependent random variables
- Time series, especially long memory and heavy tailed time series
- Extreme value theory
- Inference for traffic models
- Nonparametric curve estimation and wavelet methods
- Applications to econometrics, financial mathematics and biostatistics

Here you can find my papers and preprints, co-authors etc.

Teaching (Fall 2015)

MAT2377

Teaching (Winter 2016)

MAT3379
MAT3378

Students

If you are interested in doing M.Sc. or PhD under my supervision, please contact me.

If you are an undergraduate student, you may also be interested in doing research under my supervision. There are two pograms available: Undergraduate Student Research Awards Program (NSERC USRA) or Undergraduate Research Opportunity Program (UROP).

Current PhD students: Hicham Loukrati (co-supervised with Prof. Gail Ivanoff), Kevin Tong, Clemonell Bilayi (co-supervised with Prof. Gail Ivanoff).

Current M.Sc. students:

Click here for information about former students and their projects.