Kulik, Rafal

1. Long range dependence of heavy tailed random functions
   2017/06/02 by Kulik, Rafal, Spodarev, Evgeny · 1 citation
   #60F05 (Secondary) #60G10 (Primary) #60G15 #60G60 #FOS: Mathematics #Probability (math.PR)
2. Estimation of cluster functionals for regularly varying time series: sliding blocks estimators
   2020/05/22 by Cissokho, Youssouph, Kulik, Rafal · 1 citation
   #62G05 #62G32 #FOS: Mathematics #Statistics Theory (math.ST)
3. Limit theorems for unbounded cluster functionals of regularly varying time series
   2023/08/30 by Zaoli Chen, Chen, Zaoli, Rafał Kulik +1 · 1 citation
   Economics, Econometrics and Finance · Social Sciences · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management