Prof. Reg Kulperger
Reg Kulperger, Professor of Statistics
Addresses: e-mail firstname.lastname@example.org and Postal address
Department page: http://www.stats.uwo.ca/
Fall 2016 : SS3657-2016\Stat3657.htm
COURSES for fall 2013 and winter 2014 semesters
Statistics 9924.htm September to December
fall 2014 : Stat
3657 - 2014
Winter 2016 : Stat3858\S3858.htm
Winter 2017 : SS3858\Stat3858.htm
Previous courses from recent years
Statistics 9932 home page September to
Statistics 1024 Home Page September to
Statistics SS9924.htm September 2013
Some old course (may no longer be active links)
- Stat 722 (spectral methods) : SS722b
- Stat 357a (Fall 2003) : ss357a
- Stat 530 page (Fall 2003) :
- Stat 421/521 (Winter 2003) : Stat421
- Stat 739a page : Stat739a
Home Page Probability I
4567/9567 Advanced Probability
Current work and research
- applied stochastic modeling and statistical inference
for stochastic process
- flouresence and image
- use of a massively
parallel computer in statistics
- stochastic modeling in
- empirical processes and randomly weighted empirical
processes; statistical applications to tests of randomness and residuals;
residuals for nonlinear time series
- financial modeling, options, relation between discrete
time and continuous time modeling; nonlinear time series; computational
methods; pricing in incomplete markets and discrete time models
- process bootstrapping; Gaussian processes, point
processes and Markov processes
Graduate students, PhD:
- 1992: John
Braun: statistical inference for an interacting particle system model
of a tumor growth pattern.
W. J. Braun, R.
Kulperger and T. Lookman.
(1990) Identification of an interacting two type particle system. In
``Stochastic Modelling in Biology,'' edited by P. Tautu, p401--411. World
Scientific Publishing Co., New York.
Braun and Kulperger
(1993) differential equtions for moments of an interacting particle
process on a lattice. J. Math Biology, 31, 199--214.
- 1996: Alf Benn: a filtered Poisson process model of
flouresence correlation spectroscopy. Alf is currently at the Toronto
Dominion Bank, Toronto.
Benn and Kulperger (1996) Environmentrics, 7, 167--83, and Canadian
Journal of Statistics (1997).
- 1998: Janusz
Kawczak : a randomly weighted empirical process for
residuals from autoregression; choice of a metric for weak convergence
with unbounded random weights; empirical processes for ARCH
residuals. Janusz is currently at North Carolina, Charlotte.
- 1999 : Pantelis Andreous: a randomly weighted empirical
process for residuals from a linear regression model. weak convergence,
numerical study of the process for tests of randomness of residuals.
Pantelis is currently a statistician in Biostatistics and Epidemiology at
- 2000 : Gena
Watteel: financial models, discrete and continuous time; nonparametric
estimation of the Levy mixing measure. She is currently working for
a private consulting company in Ottawa, Canada.
- 2007 : Alex Badescu, discrete time financial
modeling. pricing in incomplete markets using GARCH models with
non-normal driving noise, or using mixture GARCH models. Alex is
Assistant Professor of Mathematics, University of Calgary.
- 2007 : Doug Woolford, supervised jointly with
Professor Dave Stanford. Stochastic models of forestry and fire
spread. After a postdoctoral position divided between University
of Toronto, Forestry, and Simon Fraser University, Statistics, he has
taken the position, starting July 2009, of Assistant Professor,
Mathematics, at Wilfrid Laurier University.
- 2004 to 2008 : Taehan Bae is studying models of
corporate default and ratings transitions. During 2008 to 2010 he is
holding an NSERC Industrial Post Doctoral Fellowship at Algorithmics.
I have some MSc students working on discrete time finance
modeling and simulation questions. These include risk neutral option
derivative pricing for ARCH type; Markov models of the returns process;
estimation for nonlinear time series; empirical processes of residuals;
There are MSc projects in modeling of forest fire starts and stochastic
models of fire growth.
More information on my past and current dogs and related canine topics can
be found by clicking on DOGS
The following two (Frodo and Dexter) did not work on modern statistical
applications, but assisted in other ways.
and Dexter (August 1999).
Dexter (1995-2001) died prematurely with a very aggressive form of
cancer. Frodo (1993 - 2003) died in February 2003 at age 9 and 1/2.
July 1, Frodo's birthday is a national holiday in Canada. It goes by two
names, Canada Day and Frodo Day, although the second is not as well known
medical imaging: UWO has a well known medical research community, including
a group at the forefront of medical imaging headed by Aaron Fenster. I am looking for a
student to work on some ideas of data reduction, classification and comparison
of ultrasound and other imaging data. The initial method will be an application
of spectral methods. We will make use of Fenster's computing facilities. As the
work progresses, Fenster's group will also run experiments for us to supply us
with the best possible data for the methods. His group develops the hardware,
and are very interested in the participation of statisticians.
- image correlation spectroscopy (ICS): this is a problem
coming out the biochemistry work of Professor Nils Petersen
of the department of Chemistry, UWO. I have some ideas of how we can
exploit some higher moments and cumulants in a filtered Poisson model.
These will, if they work in practice, yield directly some of the
information that is currently only available in an indirect way. It has
great potential in the study of proteins. We can also consider other ways
in which one can exploit high tech computing facility in statistical
- I have various other questions about point processes,
continuing work in empirical processes and financial modeling and data
analysis questions that are of interest to graduate students.
- Modeling questions in stochastic finance : (i)
using discrete time returns models to evaluate risk neutral pricing of
options; (ii) nonparametric methods for (i); stability questions related
to (i); (iii) estimation of diffusion parameters in 1 dimensional
SDE models using discrete time data; (iv) goodness of fit for SDE models
in 1 dimensional SDE models; (v) estimation for nonlinear time series and
residuals for nonlinear time series.
- reading science fiction, Tolkien and mystery novels.
- golf, hiking with my dogs, dog training methods
- Star Trek
Poetry In Flanders Field
(in Word Format)
In Flanders Fields in HTML
(this is password protected)
04 Jan 2010