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Kulperger, Reg J.

Co-Author Distance
Author ID: kulperger.reg-j Recent zbMATH articles by "Kulperger, Reg J."
Published as: Kulperger, Reg; Kulperger, R. J.; Kulperger, Reg J.
Documents Indexed: 54 Publications since 1978, including 2 Additional arXiv Preprints
Co-Authors: 20 Co-Authors with 28 Joint Publications
679 Co-Co-Authors
all top 5

Co-Authors

17 single-authored
7 Braun, Willard John
6 Chen, Zengjing
5 Yu, Hao
3 Badescu, Alexandru M.
3 Guttorp, Peter
2 Ahmed, Syed Ejaz
2 Benn, A. G.
2 Jiang, Long
2 Kawczak, Janusz
2 Lockhart, Richard A.
1 Bae, Taehan
1 Bellhouse, David Richard
1 Boychuk, Dennis
1 Dehling, Herold G.
1 Elliott, Robert James
1 Franke, Brice
1 Ghoudi, Kilani
1 Kott, Thomas
1 Krougly, Z. L.
1 Lazar, Emese
1 Liu, Zi Zhen
1 Miettinen, Jarkko
1 Prakasa Rao, B. L. S.
1 Rémillard, Bruno N.
1 Siu, Tak Kuen
1 Stanford, David A.
1 Watteel, R. N.
1 Wei, Gang
all top 5

Serials

4 Stochastic Processes and their Applications
3 Journal of Applied Probability
3 Journal of Multivariate Analysis
3 Statistics & Probability Letters
3 Pakistan Journal of Statistics
3 Communications in Statistics. Simulation and Computation
3 Communications in Statistics. Theory and Methods
3 Journal of Statistical Computation and Simulation
2 The Canadian Journal of Statistics
2 Annals of the Institute of Statistical Mathematics
2 Journal of Statistical Planning and Inference
2 Insurance Mathematics & Economics
2 Journal of Time Series Analysis
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Journal of Mathematical Biology
1 The Annals of Statistics
1 Applied Mathematics Notes
1 INFOR
1 Sankhyā. Series A. Methods and Techniques
1 Studies in Nonlinear Dynamics and Econometrics
1 Far East Journal of Theoretical Statistics
1 International Journal of Theoretical and Applied Finance
1 Statistical Inference for Stochastic Processes
1 Lobachevskii Journal of Mathematics
all top 5

Fields

38 Statistics (62-XX)
30 Probability theory and stochastic processes (60-XX)
6 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
5 Numerical analysis (65-XX)
3 Biology and other natural sciences (92-XX)
1 Measure and integration (28-XX)
1 Operations research, mathematical programming (90-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

37 Publications have been cited 231 times in 197 Documents Cited by ▼ Year ▼
Jensen’s inequality for \(g\)-expectation. I. Zbl 1031.60014
Chen, Zengjing; Kulperger, Reg; Jiang, Long
36
2003
High moment partial sum processes of residuals in GARCH models and their applications. Zbl 1086.62100
Kulperger, Reg; Yu, Hao
33
2005
A nonparametric test of serial independence for time series and residuals. Zbl 1004.62043
Ghoudi, Kilani; Kulperger, Reg J.; Rémillard, Bruno
32
2001
Minimax pricing and Choquet pricing. Zbl 1168.60355
Chen, Zengjing; Kulperger, Reg
22
2006
Jensen’s inequality for \(g\)-expectation. II. Zbl 1031.60015
Chen, Zengjing; Kulperger, Reg; Jiang, Long
20
2003
On the residuals of autoregressive processes and polynomial regression. Zbl 0584.62144
Kulperger, R. J.
18
1985
A comonotonic theorem for BSDEs. Zbl 1070.60050
Chen, Zengjing; Kulperger, Reg; Wei, Gang
18
2005
Nonparametric estimation of the canonical measure for infinitely divisible distributions. Zbl 1031.62030
Watteel, R. N.; Kulperger, R. J.
11
2003
Bootstrapping a finite state Markov chain. Zbl 0702.62079
Kulperger, R. J.; Prakasa Rao, B. L. S.
11
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
9
2014
Some remarks on regression with autoregressive errors and their residual processes. Zbl 0633.62088
Kulperger, R. J.
7
1987
GARCH option pricing: A semiparametric approach. Zbl 1140.91374
Badescu, Alexandru M.; Kulperger, Reg J.
6
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
6
2011
A bootstrap theorem for a preliminary test estimator. Zbl 0774.62029
Kulperger, R. J.; Ahmed, S. E.
6
1992
Statistical inference for some Volterra population processes in a random environment. Zbl 0569.62072
Guttorp, Peter; Kulperger, Reg
6
1984
A stochastic competing-species model and ergodicity. Zbl 1085.60030
Chen, Zengjing; Kulperger, Reg
6
2005
Option valuation with normal mixture GARCH models. Zbl 1193.91148
Badescu, Alex; Kulperger, Reg; Lazar, Emese
5
2008
Parametric estimation for a simple branching diffusion process. Zbl 0415.62063
Kulperger, Reg
5
1979
Brillinger type mixing conditions for a simple branching diffusion process. Zbl 0411.60087
Kulperger, R.
5
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
4
1985
A bootstrap for point processes. Zbl 0900.62218
Braun, W. J.; Kulperger, R. J.
4
1998
Tests of independence in time series. Zbl 0906.62089
Kulperger, R. J.; Lockhart, R. A.
4
1998
Properties of a Fourier bootstrap method for time series. Zbl 0920.62057
Braun, W. J.; Kulperger, R. J.
3
1997
Parametric estimation for simple branching diffusion processes. II. Zbl 0606.62106
Kulperger, Reg
3
1986
On the distribution of the maximum of Brownian bridges with application to regression with correlated errors. Zbl 0726.62151
Kulperger, R. J.
3
1990
Inequalities for upper and lower probabilities. Zbl 1070.60017
Chen, Zengjing; Kulperger, Reg
3
2005
Criticality conditions for some random environment population processes. Zbl 0464.60044
Kulperger, Reg; Guttorp, Peter
2
1981
On random grouping in goodness of fit tests of discrete distributions. Zbl 0491.62038
Kulperger, R. J.; Singh, A. C.
2
1982
The doubly adaptive Lasso for vector autoregressive models. Zbl 1367.62218
Liu, Zi Zhen; Kulperger, Reg; Yu, Hao
2
2016
A stochastic model for forest fire growth. Zbl 07683656
Boychuk, D.; Braun, W. J.; Kulperger, R. J.; Krougly, Z. L.; Stanford, D. A.
2
2007
Re-colouring the intensity-based bootstrap for point processes. Zbl 1075.62610
Braun, W. John; Kulperger, Reg J.
1
2003
A regression residual process. Zbl 0945.62086
Kulperger, R. J.
1
1998
Countable state Markov process bootstrap. Zbl 0928.62066
Kulperger, R. J.
1
1999
Bootstrapping empirical distribution functions of residuals from autoregressive model fitting. Zbl 0937.62585
Kulperger, R. J.
1
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
1
2005
A Monte Carlo approximation of the distributions of the maximum of various Brownian bridges. Zbl 0696.62053
Kulperger, R. J.
1
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.
1
1998
The doubly adaptive Lasso for vector autoregressive models. Zbl 1367.62218
Liu, Zi Zhen; Kulperger, Reg; Yu, Hao
2
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
9
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
6
2011
GARCH option pricing: A semiparametric approach. Zbl 1140.91374
Badescu, Alexandru M.; Kulperger, Reg J.
6
2008
Option valuation with normal mixture GARCH models. Zbl 1193.91148
Badescu, Alex; Kulperger, Reg; Lazar, Emese
5
2008
A stochastic model for forest fire growth. Zbl 07683656
Boychuk, D.; Braun, W. J.; Kulperger, R. J.; Krougly, Z. L.; Stanford, D. A.
2
2007
Minimax pricing and Choquet pricing. Zbl 1168.60355
Chen, Zengjing; Kulperger, Reg
22
2006
High moment partial sum processes of residuals in GARCH models and their applications. Zbl 1086.62100
Kulperger, Reg; Yu, Hao
33
2005
A comonotonic theorem for BSDEs. Zbl 1070.60050
Chen, Zengjing; Kulperger, Reg; Wei, Gang
18
2005
A stochastic competing-species model and ergodicity. Zbl 1085.60030
Chen, Zengjing; Kulperger, Reg
6
2005
Inequalities for upper and lower probabilities. Zbl 1070.60017
Chen, Zengjing; Kulperger, Reg
3
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
1
2005
Jensen’s inequality for \(g\)-expectation. I. Zbl 1031.60014
Chen, Zengjing; Kulperger, Reg; Jiang, Long
36
2003
Jensen’s inequality for \(g\)-expectation. II. Zbl 1031.60015
Chen, Zengjing; Kulperger, Reg; Jiang, Long
20
2003
Nonparametric estimation of the canonical measure for infinitely divisible distributions. Zbl 1031.62030
Watteel, R. N.; Kulperger, R. J.
11
2003
Re-colouring the intensity-based bootstrap for point processes. Zbl 1075.62610
Braun, W. John; Kulperger, Reg J.
1
2003
A nonparametric test of serial independence for time series and residuals. Zbl 1004.62043
Ghoudi, Kilani; Kulperger, Reg J.; Rémillard, Bruno
32
2001
Countable state Markov process bootstrap. Zbl 0928.62066
Kulperger, R. J.
1
1999
A bootstrap for point processes. Zbl 0900.62218
Braun, W. J.; Kulperger, R. J.
4
1998
Tests of independence in time series. Zbl 0906.62089
Kulperger, R. J.; Lockhart, R. A.
4
1998
A regression residual process. Zbl 0945.62086
Kulperger, R. J.
1
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.
1
1998
Properties of a Fourier bootstrap method for time series. Zbl 0920.62057
Braun, W. J.; Kulperger, R. J.
3
1997
Bootstrapping empirical distribution functions of residuals from autoregressive model fitting. Zbl 0937.62585
Kulperger, R. J.
1
1996
A bootstrap theorem for a preliminary test estimator. Zbl 0774.62029
Kulperger, R. J.; Ahmed, S. E.
6
1992
On the distribution of the maximum of Brownian bridges with application to regression with correlated errors. Zbl 0726.62151
Kulperger, R. J.
3
1990
Bootstrapping a finite state Markov chain. Zbl 0702.62079
Kulperger, R. J.; Prakasa Rao, B. L. S.
11
1989
A Monte Carlo approximation of the distributions of the maximum of various Brownian bridges. Zbl 0696.62053
Kulperger, R. J.
1
1988
Some remarks on regression with autoregressive errors and their residual processes. Zbl 0633.62088
Kulperger, R. J.
7
1987
Parametric estimation for simple branching diffusion processes. II. Zbl 0606.62106
Kulperger, Reg
3
1986
On the residuals of autoregressive processes and polynomial regression. Zbl 0584.62144
Kulperger, R. J.
18
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
4
1985
Statistical inference for some Volterra population processes in a random environment. Zbl 0569.62072
Guttorp, Peter; Kulperger, Reg
6
1984
On random grouping in goodness of fit tests of discrete distributions. Zbl 0491.62038
Kulperger, R. J.; Singh, A. C.
2
1982
Criticality conditions for some random environment population processes. Zbl 0464.60044
Kulperger, Reg; Guttorp, Peter
2
1981
Parametric estimation for a simple branching diffusion process. Zbl 0415.62063
Kulperger, Reg
5
1979
Brillinger type mixing conditions for a simple branching diffusion process. Zbl 0411.60087
Kulperger, R.
5
1979
all cited Publications top 5 cited Publications
all top 5

Cited by 255 Authors

12 Nkurunziza, Sévérien
11 Chen, Zengjing
11 Rémillard, Bruno N.
9 Kulperger, Reg J.
8 Hu, Feng
7 Ghoudi, Kilani
7 Jiang, Long
7 Zong, Zhaojun
5 Fan, Shengjun
5 Genest, Christian
5 Jia, Guangyan
5 Lee, Sangyeol
4 Badescu, Alexandru M.
4 Elliott, Robert James
4 Lafaye de Micheaux, Pierre
3 Ji, Shaolin
3 Lee, Taewook
3 Quessy, Jean-François
3 Song, Junmo
3 Wu, Helin
2 Agahi, Hamzeh
2 Andreou, Elena
2 Artzrouni, Marc
2 Astola, Jaakko T.
2 Bouzebda, Salim
2 Braun, Willard John
2 Chen, Fuqi
2 Froda, Sorana M.
2 Gay, Roger
2 Ghysels, Eric
2 Hernández, Janko
2 Heyde, Christopher Charles
2 Hu, Mingshang
2 Huang, Shih-Feng
2 Ji, Ronglin
2 Kang, Jiwon
2 Karmakar, Sayar
2 Kengne, William Charky
2 Kojadinovic, Ivan
2 Li, Shoumei
2 Li, Xiaojuan
2 Liu, Shuhui
2 Lyu, Yunhong
2 Mamon, Rogemar S.
2 Masuda, Hiroki
2 Meintanis, Simos George
2 Mesiar, Radko
2 Nasri, Bouchra R.
2 Neumeyer, Natalie
2 Olivares, Pablo
2 Ortega, Juan-Pablo
2 Peng, Shige
2 Reneke, James A.
2 Ryabko, Boris Ya.
2 Shi, Xuejun
2 Shimizu, Yasutaka
2 Siu, Tak Kuen
2 Wang, Shijie
2 Wu, Panyu
2 Zhou, Jinming
2 Zhou, Xunyu
1 Baek, Changryong
1 Bagnato, Luca
1 Belalia, Mohamed
1 Benn, A. G.
1 Beran, Rudolf J.
1 Berkoun, Youcef
1 Bichescu, Bogdan C.
1 Bilodeau, Martin
1 Boonen, Tim J.
1 Bouezmarni, Taoufik
1 Bouhaddioui, Chafik
1 Boutahar, Mohamed
1 Bücher, Axel
1 Chaouch, Mohamed Ali
1 Chen, Bin
1 Chen, Tao
1 Chen, Xi
1 Chen, Xiaoyang
1 Cheung, Yin-Wong
1 Chorro, Christophe
1 Chung, Sang-Kuck
1 Comas, Carlos
1 Contreras-Cristán, Alberto
1 Csörgő, Miklós
1 Davis, Richard A.
1 Davison, Matt
1 Dawson, Donald Andrew
1 De Capitani, Lucio
1 De Gooijer, Jan G.
1 Dharmadhikari, Shailaja
1 dos Reis, Gonçalo
1 Dos Reis, Ricardo José Nunes
1 Duchesne, Pierre
1 Dudek, Anna E.
1 Escobar, Marcos
1 Fan, Yanan
1 Fanirisoa, Rahantamialisoa H.
1 Fellag, Hocine
1 Feng, Xinwei
...and 155 more Authors
all top 5

Cited in 84 Serials

16 Statistics & Probability Letters
10 Journal of Multivariate Analysis
9 Communications in Statistics. Theory and Methods
8 Statistical Inference for Stochastic Processes
7 Stochastic Processes and their Applications
6 The Canadian Journal of Statistics
6 Journal of Time Series Analysis
6 Acta Mathematica Sinica. English Series
5 Journal of Econometrics
5 Insurance Mathematics & Economics
5 Computational Statistics and Data Analysis
4 Annals of the Institute of Statistical Mathematics
4 The Annals of Statistics
4 Journal of Statistical Planning and Inference
4 Test
4 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 Journal of the Korean Statistical Society
3 Applied Mathematics and Computation
3 Acta Mathematicae Applicatae Sinica. English Series
3 Probability Theory and Related Fields
2 Journal of the Franklin Institute
2 Journal of Mathematical Analysis and Applications
2 Scandinavian Journal of Statistics
2 Archiv der Mathematik
2 Fuzzy Sets and Systems
2 Journal of Computational and Applied Mathematics
2 Stochastic Analysis and Applications
2 Journal of Economic Dynamics & Control
2 Economics Letters
2 Communications in Statistics. Simulation and Computation
2 Bernoulli
2 Journal of Nonparametric Statistics
2 Journal of Inequalities and Applications
2 Econometric Theory
2 Statistical Methodology
2 Probability, Uncertainty and Quantitative Risk
1 Journal of Mathematical Biology
1 Lithuanian Mathematical Journal
1 Metrika
1 Ukrainian Mathematical Journal
1 The Annals of Probability
1 Applied Mathematics and Optimization
1 Automatica
1 Biometrics
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of Soviet Mathematics
1 Proceedings of the American Mathematical Society
1 Theory and Decision
1 Chinese Annals of Mathematics. Series B
1 Statistics
1 Statistical Science
1 Computers & Operations Research
1 Computational Mathematics and Modeling
1 The Annals of Applied Probability
1 European Journal of Operational Research
1 Journal of Statistical Computation and Simulation
1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences
1 Computational Economics
1 Applied Mathematics. Series B (English Edition)
1 Mathematical Methods of Statistics
1 Statistical Papers
1 Mathematical Problems in Engineering
1 Abstract and Applied Analysis
1 Soft Computing
1 International Journal of Theoretical and Applied Finance
1 Journal of Applied Statistics
1 Methodology and Computing in Applied Probability
1 Quantitative Finance
1 Journal of Systems Science and Complexity
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 Journal of Machine Learning Research (JMLR)
1 Stochastics and Dynamics
1 Review of Derivatives Research
1 Mathematics and Financial Economics
1 Electronic Journal of Statistics
1 The Annals of Applied Statistics
1 Science China. Mathematics
1 Journal of Probability and Statistics
1 Sankhyā. Series A
1 Mathematical Control and Related Fields
1 Arabian Journal of Mathematics
1 Bayesian Analysis
1 Japanese Journal of Statistics and Data Science
all top 5

Cited in 17 Fields

115 Statistics (62-XX)
108 Probability theory and stochastic processes (60-XX)
34 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
14 Numerical analysis (65-XX)
11 Measure and integration (28-XX)
10 Systems theory; control (93-XX)
9 Biology and other natural sciences (92-XX)
5 Ordinary differential equations (34-XX)
4 Real functions (26-XX)
3 Partial differential equations (35-XX)
2 Dynamical systems and ergodic theory (37-XX)
2 Functional analysis (46-XX)
2 Calculus of variations and optimal control; optimization (49-XX)
2 Operations research, mathematical programming (90-XX)
2 Information and communication theory, circuits (94-XX)
1 Approximations and expansions (41-XX)
1 Computer science (68-XX)

Citations by Year