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researcher

R. Laeven

16 papers hereh-index 254.4k citations145 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author9
  • last author3

Across the 15 of 16 papers where every author was matched, so the position is known.

fields
  • math.PR6
  • math.OC3
  • q-fin.RM3
  • math.ST2
  • q-fin.MF2

identity via Semantic Scholar / OpenAlex

activity
20242026
collaborators
Showing math.STShow all

2 papers · 1 filter

math.ST2026

Goodness-of-Fit Testing for Point Processes in Large Populations

Sami Umut Can, Estate V. Khmaladze, Roger J. A. Laeven

Suppose we have an observed path from a point process counting event occurrences in a large population. Based on the observed path, we would like to test the null hypothesis that t…

math.ST2025

Asymptotically distribution-free goodness-of-fit testing for point processes

Justin Baars, Sami Umut Can, Roger J. A. Laeven

Consider an observation of a multivariate temporal point process N with law P on the time interval [0,T]. To test the null hypothesis that P belongs to a…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.