Supervised Students and Postdocs:
- Graduate Students:
- Ismael Zie Diamoutene
- Xiao Liang
- Postdoc:
- Zaoli Chen
Research Group(s): Statistics and Probability
Rafal Kulik
Profile
Rafal
Kulik
Full Professor
MSc (Ulm-Germany)
PhD (Wrocław)
Room
STM 339
Phone
(613) 562-5800 ext. 5788
Email
Department of Mathematics and Statistics
Biography
Research interests
- Limit theorems for weakly and strongly dependent random variables
- Time series, especially long memory and heavy tailed time series
- Extreme value theory
- Nonparametric curve estimation and wavelet methods
- Applications to econometrics, financial mathematics and risk management