12 citations · 16 across the 4 of their papers we have counts for
5 papers
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…
Asymptotically distribution-free goodness-of-fit testing for point processes
Justin Baars, Justin R. Baars, Sami Umut Can +1
Consider an observed path from a multivariate temporal point process with law on the time interval . To test the null hypothesis that belongs to…
Goodness-of-Fit Testing for Copulas: A Distribution-Free Approach
Sami Umut Can, John H. J. Einmahl, Roger J. A. Laeven
Consider a random sample from a continuous multivariate distribution function with copula . In order to test the null hypothesis that belongs to a certain parametric fam…
Asymptotically distribution-free goodness-of-fit testing for tail copulas
Sami Umut Can, John H. J. Einmahl, Estate V. Khmaladze +1
Let be an i.i.d. sample from a bivariate distribution function that lies in the max-domain of attraction of an extreme value distribution. The asymptot…
Weak convergence of the function-indexed integrated periodogram for infinite variance processes
Sami Umut Can, Thomas Mikosch, Gennady Samorodnitsky
In this paper, we study the weak convergence of the integrated periodogram indexed by classes of functions for linear processes with symmetric -stable innovations. Under suitabl…