Rafal Kulik

Biography

Supervised Students and Postdocs:

• Graduate Students:
  • Bilayi-Biakana, Clemonell (Co-supervised with Gail Ivanoff)
  • Loukrati, Hicham (Co-supervised with Gail Ivanoff)
  • Cissokho, Youssouph
  • Biswal, Devyani

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

Research Group(s): Statistics and Probability