Axel Bücher

发表

A Note on Weak Convergence of the Sequential Multivariate Empirical Process Under Strong Mixing

Axel Bücher, 2013 .

A Note on Conditional Versus Joint Unconditional Weak Convergence in Bootstrap Consistency Results

Axel Bücher, I. Kojadinovic, 2019 .

A Note on Conditional Versus Joint Unconditional Weak Convergence in Bootstrap Consistency Results

Axel Bücher, I. Kojadinovic, 2017, 1706.01031.

Extreme value copula estimation based on block maxima of a multivariate stationary time series

Johan Segers, Axel Bücher, J. Segers, 2013, 1311.3060.

Detecting deviations from second-order stationarity in locally stationary functional time series

H. Dette, Axel Bücher, F. Heinrichs, 2018, Annals of the Institute of Statistical Mathematics.

A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing

Axel Bücher, I. Kojadinovic, 2013 .

Detecting breaks in the dependence of multivariate extreme-value distributions

Axel Bücher, I. Kojadinovic, Paul Kinsvater, 2015, 1505.00954.

SFB 823 Detecting breaks in the dependence of multivariate extreme-value distributions D iscussion P aper

Axel Bücher, I. Kojadinovic, Paul Kinsvater, 2015 .

Nonparametric tests for tail monotonicity

Axel Bücher, Betina Berghaus, 2014 .

SFB 823 Nonparametric tests for tail monotonicity

Axel Bücher, 2013 .

Minimum distance estimation of Pickands dependence function for multivariate distributions

H. Dette, Axel Bücher, Betina Berghaus, 2012 .

tests for multivariate copula-based time series models

Axel Bücher, Betina Berghaus, 2014 .

Micro-level prediction of outstanding claim counts based on novel mixture models and neural networks

Axel Bücher, Alexander Rosenstock, 2022, European Actuarial Journal.

Nonparametric Tests for Constant Tail Dependence with an Application to Energy and Finance

Dominik Wied, Axel Bücher, S. Jäschke, 2014 .

SFB 823 Nonparametric tests for constant tail dependence with an application to energy and finance D iscussion P aper

Dominik Wied, Axel Bücher, S. Jäschke, 2013 .

Using the Extremal Index for Value-at-Risk Backtesting*

Peter N. Posch, Axel Bücher, Philipp Schmidtke, 2020 .

Detecting departures from meta-ellipticity for multivariate stationary time series

A. Min, Axel Bücher, Miriam Jaser, 2021, Dependence Modeling.

Testing Asymmetry in Dependence with Copula-Coskewness

Gregor N. F. Weiß, Axel Bücher, Felix Irresberger, 2017 .

WHEN UNIFORM WEAK CONVERGENCE FAILS: EMPIRICAL PROCESSES FOR DEPENDENCE FUNCTIONS AND RESIDUALS VIA EPI- AND HYPOGRAPHS 1

J. Segers, Stanislav Volgushev, Axel Bücher, 2014 .

Goodness-of- fit tests for multivariate copula-based time series models

Axel Bücher, Betina Berghaus, 2017 .

Goodness-offit tests for multivariate copula-based time series models

Axel Bücher, Betina Berghaus, 2014 .

SFB 823 Goodness-offit tests for multivariate copula-based time series models

Axel Bücher, Betina Berghaus, 2014 .

Asymptotic behavior of an intrinsic rank-based estimator of the Pickands dependence function constructed from B-splines

R. Lockhart, C. Genest, J. Nešlehová, 2022, Extremes.

Extreme value copula estimation based on block maxima of a multivariate stationary time series

J. Segers, Axel Bücher, 2014, Extremes.

Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis

Axel Bücher, R. Fried, Paul Kinsvater, 2020, Extremes.

Detecting breaks in the dependence of multivariate extreme-value distributions

Axel Bücher, I. Kojadinovic, Paul Kinsvater, 2016, Extremes.

On the maximum likelihood estimator for the Generalized Extreme-Value distribution

Johan Segers, Axel Bücher, J. Segers, 2016, 1601.05702.

Empirical and sequential empirical copula processes under serial dependence

Stanislav Volgushev, Axel Bücher, Axel Bücher, 2011, J. Multivar. Anal..

SFB 823 Inference for heavy tailed stationary time series based on sliding blocks D iscussion P aper

J. Segers, Axel Bücher, 2017 .

Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis

Axel Bücher, R. Fried, Paul Kinsvater, 2020, Extremes.

Single-Index Quantile Regression Models for Censored Data

I. Keilegom, Axel Bücher, A. E. Ghouch, 2014 .

A note on nonparametric estimation of bivariate tail dependence

Axel Bücher, Axel Bücher, 2014 .

A portmanteau-type test for detecting serial correlation in locally stationary functional time series

H. Dette, Axel Bücher, Florian Heinrichs, 2020, Statistical Inference for Stochastic Processes.

Statistical analysis for stationary time series at extreme levels: New estimators for the limiting cluster size distribution

Axel Bücher, Tobias Jennessen, 2020, Stochastic Processes and their Applications.

Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence

Holger Dette, Betina Berghaus, Axel Bücher, 2013 .

SFB 823 A note on weak convergence of the sequential multivariate empirical process under strong mixing D iscussion P aper

Axel Bücher, 2013 .

A Note on Conditional Versus Joint Unconditional Weak Convergence in Bootstrap Consistency Results

Axel Bücher, I. Kojadinovic, Axel Bücher, 2018, Journal of Theoretical Probability.

Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series

Ivan Kojadinovic, Axel Bücher, Axel Bücher, 2017, Journal of Time Series Analysis.

A test for Archimedeanity in bivariate copula models

Holger Dette, Stanislav Volgushev, Axel Bücher, 2011, J. Multivar. Anal..

Detecting changes in cross-sectional dependence in multivariate time series

Johan Segers, Tom Rohmer, Ivan Kojadinovic, 2012, J. Multivar. Anal..

A note on bootstrap approximations for the empirical copula process

Holger Dette, Axel Bücher, H. Dette, 2010 .

NONPARAMETRIC INFERENCE ON LÉVY MEASURES AND COPULAS 1

Axel Bücher, 2013 .