dr. S.U. (Umut) Can
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Faculty of Economics and Business
Section Actuarial Science
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Valckenierstraat
65
1018 XE Amsterdam
Room number: 2.27
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S.U.Can@uva.nl
T: 0205254252
T: 0205254378
Current position
Assistant professor in Actuarial Science
Research interests
Extreme value theory, dependence modeling, heavy tailed distributions, stable processes, mathematical statistics
Dissertation title
Some convergence results on stable infinite moving average processes and stable self-similar processes
Supplementary documents
2015
- S.U. Can, J.H.J. Einmahl, E.V. Khmaladze & R.J.A. Laeven (2015). Asymptotically distribution-free goodness-of-fit testing for tail copulas. The Annals of Statistics, 43 (2), 878-902.
2014
- S.U. Can (2014). A class of asymptotically self-similar stable processes with stationary increments. Stochastic Processes and their Applications, 124 (12), 3986-4011. doi: 10.1016/j.spa.2014.07.014
2010
- S.U. Can, T. Mikosch & G. Samorodnitsky (2010). Weak convergence of the function-idexed integrated periodogram for infite variance processes. Bernoulli, 16 (4), 995-1015.
- S.U. Can (2010). Some convergence results on stable infinite moving average processes and stable self-similar processes. Ithaca NY: Cornell Univesity.
2013
- S.U. Can, J.H.J. Einmahl, E.V. Khmaladze & R.J.A. Laeven (2013). Goodness-of-fit testing in dependence models. (Preprints). Amsterdam: Universiteit van Amsterdam.
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