Kulperger, Reg: search on Z-Library

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1

A Nonparametric Test of Serial Independence for Time Series and Residuals

Kilani Ghoudi, Reg J. Kulperger, Bruno Rémillard

Journal:

Journal of Multivariate Analysis

Year:

2001

Language:

english

File:

PDF, 349 KB

english, 2001

2

A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS

BADESCU, ALEXANDRU, ELLIOTT, ROBERT J., KULPERGER, REG, MIETTINEN, JARKKO, SIU, TAK KUEN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2011

Language:

english

File:

PDF, 512 KB

english, 2011

3

Jensen's inequality for g-expectation: part 1

Zengjing Chen, Reg Kulperger, Long Jiang

Journal:

Comptes Rendus Mathematique

Year:

2003

File:

PDF, 97 KB

2003

4

Option Valuation with Normal Mixture GARCH Models

Badescu, Alex, Kulperger, Reg, Lazar, Emese

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2008

Language:

english

File:

PDF, 685 KB

english, 2008

5

A comonotonic theorem for BSDEs

Zengjing Chen, Reg Kulperger, Gang Wei

Journal:

Stochastic Processes and their Applications

Year:

2005

Language:

english

File:

PDF, 251 KB

english, 2005

6

GARCH option pricing: A semiparametric approach

Alexandru M. Badescu, Reg J. Kulperger

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 1.21 MB

english, 2008

7

ON AN OPTIMALITY PROPERTY OF WHITTLE'S GAUSSIAN ESTIMATE OF THE PARAMETER OF THE SPECTRUM OF A TIME SERIES

Journal:

Journal of Time Series Analysis

Year:

1985

Language:

english

File:

PDF, 232 KB

english, 1985

8

A stochastic competing-species model and ergodicity

Chen, Zengjing, Kulperger, Reg

Journal:

Journal of Applied Probability

Year:

2005

Language:

english

File:

PDF, 143 KB

english, 2005

9

A stochastic competing-species model and ergodicity

Chen, Zengjing, Kulperger, Reg

Journal:

Journal of Applied Probability

Year:

2005

Language:

english

File:

PDF, 171 KB

english, 2005

10

Re-colouring the Intensity-Based Bootstrap for Point Processes

Braun, W. John, Kulperger, Reg J.

Journal:

Communications in Statistics - Simulation and Computation

Year:

2003

Language:

english

File:

PDF, 234 KB

english, 2003

11

Jensen's inequality for g-expectation, Part 2

Zengjing Chen, Reg Kulperger, Long Jiang

Journal:

Comptes Rendus Mathematique

Year:

2003

Language:

english

File:

PDF, 82 KB

english, 2003

12

Parametric estimation for a simple branching diffusion process

Journal:

Journal of Multivariate Analysis

Year:

1979

Language:

english

File:

PDF, 600 KB

english, 1979

13

A stochastic forest fire growth model

Den Boychuk, W. John Braun, Reg J. Kulperger, Zinovi L. Krougly, David A. Stanford

Journal:

Environmental and Ecological Statistics

Year:

2009

Language:

english

File:

PDF, 1.39 MB

english, 2009

14

Minimax pricing and Choquet pricing

Zengjing Chen, Reg Kulperger

Journal:

Insurance: Mathematics and Economics

Year:

2006

Language:

english

File:

PDF, 162 KB

english, 2006

15

Inequalities for upper and lower probabilities

Zengjing Chen, Reg Kulperger

Journal:

Statistics & Probability Letters

Year:

2005

Language:

english

File:

PDF, 200 KB

english, 2005

16

Russian nesting dolls effect - Using wavelet analysis to reveal non-stationary and nested stationary signals in water yield from catchments on a northern forested landscape

Mengistu, Samson G., Creed, Irena F., Kulperger, Reg J., Quick, Christopher G.

Journal:

Hydrological Processes

Year:

2013

Language:

english

File:

PDF, 5.25 MB

english, 2013

17

Equivalent processes of total time on test, Lorenz and inverse Lorenz processes

Janusz Kawczak, Reg Kulperger, Hao Yu

Journal:

Statistics & Probability Letters

Year:

2009

Language:

english

File:

PDF, 415 KB

english, 2009

18

Criticality conditions for some random environment population processes

Reg Kulperger, Peter Guttorp

Journal:

Stochastic Processes and their Applications

Year:

1981

Language:

english

File:

PDF, 545 KB

english, 1981

19

Statistical Inference for Some Volterra Population Processes in a Random Environment

Peter Guttorp and Reg Kulperger

Journal:

Canadian Journal of Statistics

Year:

1984

Language:

english

File:

PDF, 561 KB

english, 1984

20

High Moment Partial Sum Processes of Residuals in GARCH Models and Their Applications

Reg Kulperger and Hao Yu

Journal:

The Annals of Statistics

Year:

2005

Language:

english

File:

PDF, 1.81 MB

english, 2005

21

The empirical distribution function and partial sum process of residuals from a stationary arch with drift process

Janusz Kawczak, Reg Kulperger, Hao Yu

Journal:

Annals of the Institute of Statistical Mathematics

Year:

2005

Language:

english

File:

PDF, 891 KB

english, 2005

22

Change point testing for the drift parameters of a periodic mean reversion process

Dehling, Herold, Franke, Brice, Kott, Thomas, Kulperger, Reg

Journal:

Statistical Inference for Stochastic Processes

Year:

2014

Language:

english

File:

PDF, 230 KB

english, 2014

23

A Coupling Proof of Weak Convergence

Peter Guttorp, Reg Kulperger and Richard Lockhart

Journal:

Journal of Applied Probability

Year:

1985

Language:

english

File:

PDF, 493 KB

english, 1985

24

A Stochastic Competing-Species Model and Ergodicity

Zengjing Chen and Reg Kulperger

Journal:

Journal of Applied Probability

Year:

2005

Language:

english

File:

PDF, 1.32 MB

english, 2005

25

Poisson Limits for Sequential Multivariate Multinomial Data

Bae, Taehan, Kulperger, Reg

Journal:

Lobachevskii Journal of Mathematics

Year:

2018

Language:

english

File:

PDF, 508 KB

english, 2018

26

Parametric estimation for simple branching diffusion processes, II

Journal:

Journal of Multivariate Analysis

Year:

1986

Language:

english

File:

PDF, 818 KB

english, 1986

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