Reg J. Kulperger

Available identifiers

zbMath Open kulperger.reg-jMaRDI QIDQ241363

List of research outcomes

Publication	Date of Publication	Type
Semi-$G$-normal: a Hybrid between Normal and $G$-normal (Full Version)	2021-04-11	Paper
Poisson limits for sequential multivariate multinomial data	2018-07-23	Paper
An Iterative Approximation of the Sublinear Expectation of an Arbitrary Function of $G$-normal Distribution and the Solution to the Corresponding $G$-heat Equation	2018-04-27	Paper
The Doubly Adaptive LASSO for Vector Autoregressive Models	2017-07-31	Paper
Change point testing for the drift parameters of a periodic mean reversion process	2014-05-23	Paper
A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS	2011-10-24	Paper
Option Valuation with Normal Mixture GARCH Models	2010-07-02	Paper
Equivalent processes of total time on test, Lorenz and inverse Lorenz processes	2009-01-21	Paper
GARCH option pricing: A semiparametric approach	2008-08-18	Paper
https://portal.mardi4nfdi.de/entity/Q5439351	2008-02-08	Paper
Minimax pricing and Choquet pricing	2006-08-14	Paper
The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process	2006-07-05	Paper
High moment partial sum processes of residuals in GARCH models and their applications	2006-04-28	Paper
A stochastic competing-species model and ergodicity	2006-01-26	Paper
A comonotonic theorem for BSDEs	2005-08-05	Paper
Inequalities for upper and lower probabilities	2005-08-01	Paper
https://portal.mardi4nfdi.de/entity/Q4663822	2005-04-04	Paper
Jensen's inequality for \(g\)-expectation. I	2004-01-28	Paper
Jensen's inequality for \(g\)-expectation. II	2004-01-28	Paper
Re-colouring the Intensity-Based Bootstrap for Point Processes	2003-06-04	Paper
A nonparametric test of serial independence for time series and residuals	2003-02-16	Paper
Properties of a fourier bootstrap method for time series	1999-02-23	Paper
A bootstrap for point processes	1998-11-16	Paper
Tests of Independence in Time Series	1998-08-09	Paper
https://portal.mardi4nfdi.de/entity/Q4332122	1997-04-23	Paper
Differential equations for moments of an interacting particle process on a lattice	1993-03-15	Paper
https://portal.mardi4nfdi.de/entity/Q3489224	1989-01-01	Paper
Parametric estimation for simple branching diffusion processes. II	1986-01-01	Paper
A coupling proof of weak convergence	1985-01-01	Paper
ON AN OPTIMALITY PROPERTY OF WHITTLE'S GAUSSIAN ESTIMATE OF THE PARAMETER OF THE SPECTRUM OF A TIME SERIES	1985-01-01	Paper
Statistical inference for some volterra population processes in a random environment	1984-01-01	Paper
Criticality conditions for some random environment population processes	1981-01-01	Paper
Parametric estimation for a simple branching diffusion process	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4178361	1978-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Reg J. Kulperger