Jensen’s inequality for \(g\)-expectation. I. Zbl 1031.60014
Chen, Zengjing; Kulperger, Reg; Jiang, Long |
|
2003
|
High moment partial sum processes of residuals in GARCH models and their applications. Zbl 1086.62100
Kulperger, Reg; Yu, Hao |
|
2005
|
A nonparametric test of serial independence for time series and residuals. Zbl 1004.62043
Ghoudi, Kilani; Kulperger, Reg J.; Rémillard, Bruno |
|
2001
|
Minimax pricing and Choquet pricing. Zbl 1168.60355
Chen, Zengjing; Kulperger, Reg |
|
2006
|
Jensen’s inequality for \(g\)-expectation. II. Zbl 1031.60015
Chen, Zengjing; Kulperger, Reg; Jiang, Long |
|
2003
|
On the residuals of autoregressive processes and polynomial regression. Zbl 0584.62144
Kulperger, R. J. |
|
1985
|
A comonotonic theorem for BSDEs. Zbl 1070.60050
Chen, Zengjing; Kulperger, Reg; Wei, Gang |
|
2005
|
Nonparametric estimation of the canonical measure for infinitely divisible distributions. Zbl 1031.62030
Watteel, R. N.; Kulperger, R. J. |
|
2003
|
Bootstrapping a finite state Markov chain. Zbl 0702.62079
Kulperger, R. J.; Prakasa Rao, B. L. S. |
|
1989
|
Change point testing for the drift parameters of a periodic mean reversion process. Zbl 1333.62194
Dehling, Herold; Franke, Brice; Kott, Thomas; Kulperger, Reg |
|
2014
|
Some remarks on regression with autoregressive errors and their residual processes. Zbl 0633.62088
Kulperger, R. J. |
|
1987
|
GARCH option pricing: A semiparametric approach. Zbl 1140.91374
Badescu, Alexandru M.; Kulperger, Reg J. |
|
2008
|
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions. Zbl 1282.91116
Badescu, Alexandru; Elliott, Robert J.; Kulperger, Reg; Miettinen, Jarkko; Siu, Tak Kuen |
|
2011
|
A bootstrap theorem for a preliminary test estimator. Zbl 0774.62029
Kulperger, R. J.; Ahmed, S. E. |
|
1992
|
Statistical inference for some Volterra population processes in a random environment. Zbl 0569.62072
Guttorp, Peter; Kulperger, Reg |
|
1984
|
A stochastic competing-species model and ergodicity. Zbl 1085.60030
Chen, Zengjing; Kulperger, Reg |
|
2005
|
Option valuation with normal mixture GARCH models. Zbl 1193.91148
Badescu, Alex; Kulperger, Reg; Lazar, Emese |
|
2008
|
Parametric estimation for a simple branching diffusion process. Zbl 0415.62063
Kulperger, Reg |
|
1979
|
Brillinger type mixing conditions for a simple branching diffusion process. Zbl 0411.60087
Kulperger, R. |
|
1979
|
On an optimality property of Whittle’s Gaussian estimate of the parameter of the spectrum of a time series. Zbl 0594.62105
Kulperger, Reg |
|
1985
|
A bootstrap for point processes. Zbl 0900.62218
Braun, W. J.; Kulperger, R. J. |
|
1998
|
Tests of independence in time series. Zbl 0906.62089
Kulperger, R. J.; Lockhart, R. A. |
|
1998
|
Properties of a Fourier bootstrap method for time series. Zbl 0920.62057
Braun, W. J.; Kulperger, R. J. |
|
1997
|
Parametric estimation for simple branching diffusion processes. II. Zbl 0606.62106
Kulperger, Reg |
|
1986
|
On the distribution of the maximum of Brownian bridges with application to regression with correlated errors. Zbl 0726.62151
Kulperger, R. J. |
|
1990
|
Inequalities for upper and lower probabilities. Zbl 1070.60017
Chen, Zengjing; Kulperger, Reg |
|
2005
|
Criticality conditions for some random environment population processes. Zbl 0464.60044
Kulperger, Reg; Guttorp, Peter |
|
1981
|
On random grouping in goodness of fit tests of discrete distributions. Zbl 0491.62038
Kulperger, R. J.; Singh, A. C. |
|
1982
|
The doubly adaptive Lasso for vector autoregressive models. Zbl 1367.62218
Liu, Zi Zhen; Kulperger, Reg; Yu, Hao |
|
2016
|
A stochastic model for forest fire growth. Zbl 07683656
Boychuk, D.; Braun, W. J.; Kulperger, R. J.; Krougly, Z. L.; Stanford, D. A. |
|
2007
|
Re-colouring the intensity-based bootstrap for point processes. Zbl 1075.62610
Braun, W. John; Kulperger, Reg J. |
|
2003
|
A regression residual process. Zbl 0945.62086
Kulperger, R. J. |
|
1998
|
Countable state Markov process bootstrap. Zbl 0928.62066
Kulperger, R. J. |
|
1999
|
Bootstrapping empirical distribution functions of residuals from autoregressive model fitting. Zbl 0937.62585
Kulperger, R. J. |
|
1996
|
The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process. Zbl 1093.62084
Kawczak, Janusz; Kulperger, Reg; Yu, Hao |
|
2005
|
A Monte Carlo approximation of the distributions of the maximum of various Brownian bridges. Zbl 0696.62053
Kulperger, R. J. |
|
1988
|
A remark on a Fourier bounding method of proof for convergence of sums of periodograms. Zbl 0907.62098
Benn, A. G.; Kulperger, R. J. |
|
1998
|
The doubly adaptive Lasso for vector autoregressive models. Zbl 1367.62218
Liu, Zi Zhen; Kulperger, Reg; Yu, Hao |
|
2016
|
Change point testing for the drift parameters of a periodic mean reversion process. Zbl 1333.62194
Dehling, Herold; Franke, Brice; Kott, Thomas; Kulperger, Reg |
|
2014
|
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions. Zbl 1282.91116
Badescu, Alexandru; Elliott, Robert J.; Kulperger, Reg; Miettinen, Jarkko; Siu, Tak Kuen |
|
2011
|
GARCH option pricing: A semiparametric approach. Zbl 1140.91374
Badescu, Alexandru M.; Kulperger, Reg J. |
|
2008
|
Option valuation with normal mixture GARCH models. Zbl 1193.91148
Badescu, Alex; Kulperger, Reg; Lazar, Emese |
|
2008
|
A stochastic model for forest fire growth. Zbl 07683656
Boychuk, D.; Braun, W. J.; Kulperger, R. J.; Krougly, Z. L.; Stanford, D. A. |
|
2007
|
Minimax pricing and Choquet pricing. Zbl 1168.60355
Chen, Zengjing; Kulperger, Reg |
|
2006
|
High moment partial sum processes of residuals in GARCH models and their applications. Zbl 1086.62100
Kulperger, Reg; Yu, Hao |
|
2005
|
A comonotonic theorem for BSDEs. Zbl 1070.60050
Chen, Zengjing; Kulperger, Reg; Wei, Gang |
|
2005
|
A stochastic competing-species model and ergodicity. Zbl 1085.60030
Chen, Zengjing; Kulperger, Reg |
|
2005
|
Inequalities for upper and lower probabilities. Zbl 1070.60017
Chen, Zengjing; Kulperger, Reg |
|
2005
|
The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process. Zbl 1093.62084
Kawczak, Janusz; Kulperger, Reg; Yu, Hao |
|
2005
|
Jensen’s inequality for \(g\)-expectation. I. Zbl 1031.60014
Chen, Zengjing; Kulperger, Reg; Jiang, Long |
|
2003
|
Jensen’s inequality for \(g\)-expectation. II. Zbl 1031.60015
Chen, Zengjing; Kulperger, Reg; Jiang, Long |
|
2003
|
Nonparametric estimation of the canonical measure for infinitely divisible distributions. Zbl 1031.62030
Watteel, R. N.; Kulperger, R. J. |
|
2003
|
Re-colouring the intensity-based bootstrap for point processes. Zbl 1075.62610
Braun, W. John; Kulperger, Reg J. |
|
2003
|
A nonparametric test of serial independence for time series and residuals. Zbl 1004.62043
Ghoudi, Kilani; Kulperger, Reg J.; Rémillard, Bruno |
|
2001
|
Countable state Markov process bootstrap. Zbl 0928.62066
Kulperger, R. J. |
|
1999
|
A bootstrap for point processes. Zbl 0900.62218
Braun, W. J.; Kulperger, R. J. |
|
1998
|
Tests of independence in time series. Zbl 0906.62089
Kulperger, R. J.; Lockhart, R. A. |
|
1998
|
A regression residual process. Zbl 0945.62086
Kulperger, R. J. |
|
1998
|
A remark on a Fourier bounding method of proof for convergence of sums of periodograms. Zbl 0907.62098
Benn, A. G.; Kulperger, R. J. |
|
1998
|
Properties of a Fourier bootstrap method for time series. Zbl 0920.62057
Braun, W. J.; Kulperger, R. J. |
|
1997
|
Bootstrapping empirical distribution functions of residuals from autoregressive model fitting. Zbl 0937.62585
Kulperger, R. J. |
|
1996
|
A bootstrap theorem for a preliminary test estimator. Zbl 0774.62029
Kulperger, R. J.; Ahmed, S. E. |
|
1992
|
On the distribution of the maximum of Brownian bridges with application to regression with correlated errors. Zbl 0726.62151
Kulperger, R. J. |
|
1990
|
Bootstrapping a finite state Markov chain. Zbl 0702.62079
Kulperger, R. J.; Prakasa Rao, B. L. S. |
|
1989
|
A Monte Carlo approximation of the distributions of the maximum of various Brownian bridges. Zbl 0696.62053
Kulperger, R. J. |
|
1988
|
Some remarks on regression with autoregressive errors and their residual processes. Zbl 0633.62088
Kulperger, R. J. |
|
1987
|
Parametric estimation for simple branching diffusion processes. II. Zbl 0606.62106
Kulperger, Reg |
|
1986
|
On the residuals of autoregressive processes and polynomial regression. Zbl 0584.62144
Kulperger, R. J. |
|
1985
|
On an optimality property of Whittle’s Gaussian estimate of the parameter of the spectrum of a time series. Zbl 0594.62105
Kulperger, Reg |
|
1985
|
Statistical inference for some Volterra population processes in a random environment. Zbl 0569.62072
Guttorp, Peter; Kulperger, Reg |
|
1984
|
On random grouping in goodness of fit tests of discrete distributions. Zbl 0491.62038
Kulperger, R. J.; Singh, A. C. |
|
1982
|
Criticality conditions for some random environment population processes. Zbl 0464.60044
Kulperger, Reg; Guttorp, Peter |
|
1981
|
Parametric estimation for a simple branching diffusion process. Zbl 0415.62063
Kulperger, Reg |
|
1979
|
Brillinger type mixing conditions for a simple branching diffusion process. Zbl 0411.60087
Kulperger, R. |
|
1979
|