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NL

dr. S.U. (Umut) Can

Faculty of Economics and Business
Section Quantitative Economics
Photographer: S.U. Can

Visiting address
  • Roetersstraat 11
  • Room number: E4.26B
Postal address
  • Postbus 15867
    1001 NJ Amsterdam
  • Profile

    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 

     

  • Research
  • Publications

    2015

    • Can, S. U., Einmahl, J. H. J., Khmaladze, E. V., & Laeven, R. J. A. (2015). Asymptotically distribution-free goodness-of-fit testing for tail copulas. The Annals of Statistics, 43(2), 878-902. https://doi.org/10.1214/14-AOS1304 [details]

    2014

    2010

    • Can, S. U., Mikosch, T., & Samorodnitsky, G. (2010). Weak convergence of the function-idexed integrated periodogram for infite variance processes. Bernoulli, 16(4), 995-1015. https://doi.org/10.3150/10-BEJ253

    2015

    • Umut Can, S., & Laeven, R. J. A. (2015). Determining the right tail dependence model using R. Actuaris, 22(5), 40-41. [details]

    Talk / presentation

    • Can, U. (speaker) (13-6-2019). Goodness of Fit Testing for Point Processes in Survival Analysis, 18th Applied Stochastic Models and Data Analysis Conference, Florence, Italy.
    • Can, U. (speaker) (15-6-2018). Goodness of fit testing for copulas: a distribution-free approach, 4th Conference of the International Society for Nonparametric Statistics, Salerno, Italy.
    • Can, S. U. (speaker) (30-6-2017). Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas, 10th International Conference on Extreme Value Analysis, Delft, Netherlands.

    Others

    • Can, U. (organiser) (26-6-2017 - 30-6-2017). 10th International Conference on Extreme Value Analysis, Delft, Netherlands (participating in a conference, workshop, ...).

    2010

    • Can, S. U. (2010). Some convergence results on stable infinite moving average processes and stable self-similar processes. Ithaca NY: Cornell Univesity.

    2013

    • Can, S. U., Einmahl, J. H. J., Khmaladze, E. V., & Laeven, R. J. A. (2013). Goodness-of-fit testing in dependence models. Amsterdam: Universiteit van Amsterdam.
    This list of publications is extracted from the UvA-Current Research Information System. Questions? Ask the library or the Pure staff of your faculty / institute. Log in to Pure to edit your publications. Log in to Personal Page Publication Selection tool to manage the visibility of your publications on this list.
  • Ancillary activities
    • No ancillary activities