papers
Publications (3)
math.ST2013
Change Point Testing for the Drift Parameters of a Periodic Mean Reversion Process
Herold Dehling, Brice Franke, Thomas Kott +1
math.ST2006
High moment partial sum processes of residuals in GARCH models and their applications
Reg Kulperger, Hao Yu
math.PR2018
An Iterative Approximation of the Sublinear Expectation of an Arbitrary Function of $G$-normal Distribution and the Solution to the Corresponding $G$-heat Equation
Yifan Li, Reg Kulperger