Rafal Kulik

Full 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
STEM Complex
150 Louis Pasteur Private
K1N 6N5 Ottawa, Ontario
Canada

Office: Room STM 553

Email: rkulik@uottawa.ca

Phone: +1 613 562 5800 Ext. 6266

Teaching (Winter 2021)

MAT3379 (Introduction to Time Series)
MAT4372 (Financial Mathematics)

Research:

I do a research in probability and statistics, in particular:
- 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
- functional data analysis
- differential privacy
- Applications to econometrics, financial mathematics and biostatistics

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

What's new?

Books

Admin

Papers

  • with Y. Cissokho, Estimation of cluster functionals for regularly varying time series: sliding blocks estimators. Electronic Journal of Statistics (2021). .pdf file on Arxiv.org.
    Final version available at EJS webpage (coming soon).
  • with Jentsch C., Bootstrapping tail array sums. Bernoulli 27(2)1409--1439 (2021).
    Final version available at Bernoulli webpage
  • with Soulier P., Wintenberger O., The tail empirical process of regularly varying functions of geometrically ergodic Markov chains. Stochastic Processes and their Applications 1294209--4238 (2019). .pdf file on Arxiv.org.
    Final version available at SPA webpage

Talks

Conferences

Students

  • With my PhD student Youssouph Cissokho we published the paper - Estimation of cluster functionals for regularly varying time series: sliding blocks estimators, Electronic Journal of Statistics (2021).
  • Filip Stojanovic received NSERC USRA.
  • Clemonell Bilayi defended his PhD on Regularly Varying Time Series with Long Memory: Probabilistic Properties and Estimation.
  • Info about my current and former students and their projects