12 citations · 16 across the 2 of their papers we have counts for
2 papers
math.ST2015★ 12 cited
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…
math.ST2010★ 4 cited
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…