Rafal Kulik

Finance · 2013–2020

A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 6 citations into it
• Statistics and Probability — 5 citations into it

Whom Rafal Kulik trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Sidney I. Resnick
2. Janet E. Heffernan
3. Sean P. Meyn
4. Bikramjit Das
5. Richard L. Tweedie
6. Bojan Basrak

Who trusts Rafal Kulik overall

1. Sebastian Engelke

Papers from Rafal Kulik's perspective

Ordered by how strongly the researchers Rafal Kulik trusts endorse each paper. Same corpus, a different order for every researcher.

1. Markov Chains and Stochastic Stability
2. Hidden Regular Variation, Second Order Regular Variation and Asymptotic Independence
3. Regularly varying multivariate time series
4. Conditioning on an extreme component: Model consistency with regular variation on cones
5. Limit Laws for Random Vectors with an Extreme Component
6. Biometrika
7. Extreme value theory : an introduction
8. An Introduction to Probability Theory and Its Applications
9. A conditional approach for multivariate extreme values (with discussion)
10. Regularly varying functions

Their papers

• Heavy tailed time series with extremal independence (2013) — 47 citations
• Heavy-Tailed Time Series (2020) — 123 citations
• Long-Memory Processes: Probabilistic Properties and Statistical Methods (2013) — 365 citations